how to calculate in SAGE the cumulative distribution function of a "stable distribution"?
A stable distribution, defined in wiki is basically defined by,
In probability theory, a random variable is said to be stable (or to have a stable distribution) if it has the property that a linear combination of two independent copies of the variable has the same distribution, up to location and scale parameters.
As far as I know, the family of stable distributions is defined by four parameters: mu, c, alpha and beta. I need to generate random numbers according to a given stable distribution, that is, to a given choice of the parameters of the stable distribution family.
How can it be done in SAGE? Is there some "statistical package" which provides this?
Best regards.