nihe.m

matlab alpha稳定分布

clc;
clear all;
x=-5:0.1:5;
alpha=1 ;
sigma=2;
gamma=(sigma/2)^alpha;
beta=1;
N=5000;
delta=0;
p_z = stblpdf(x,alpha,0,gamma,0);
plot(x,p_z);hold on
% tao_par_pdf=stblpdf(x,alpha/2,beta,cos(alpha*pi/4)^(2/alpha),0);
% plot(x,tao_par_pdf,'r');hold on
tao_par=stblrnd(alpha/2,beta,cos(alpha*pi/4)^(2/alpha),0,1,N);
for i=1:N
    p_tao(i)=stblpdf(tao_par(i),alpha/2,beta,cos(alpha*pi/4)^(2/alpha),0);
end
p_tao_sum=sum(p_tao);
p_tao_norm=p_tao/p_tao_sum;
uu=(rand(1,1)+[0:N-1])/N;
c(1)=p_tao_norm(1);
for ii=2:N 
    c(ii)=c(ii-1)+p_tao_norm(ii);
end

for k=1:N 
    ii=1;
    while uu(k)>c(ii)&ii<N 
        ii=ii+1;
    end
    tao_par_re(:,k)=tao_par(:,ii);
end

for i=1:N
pdf_nihe(i,:)=(1/(2*pi*tao_par_re(i)*sigma))*exp(-x.*x/(2*tao_par_re(i)*sigma));
end
pdf_nihe=sum(pdf_nihe)/N;
plot(x,pdf_nihe,'r');hold on