getk1 {SubTS}

Constant K_1

Description

Evaluates the constant K_1, which is the normalizing constant for f_1.

Usage

getk1(alpha, p)

Arguments

alpha

Parameter >=0.

p

Parameter >1.

Details

Evaluates

K_1 = int_1^infty exp(-x^p)*x^(-1-alpha) dx.

This is needed to simulate p-RDTS random variables.

Value

Returns a positive real number.

Author(s)

Michael Grabchak and Lijuan Cao

References

M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.

Examples

 getk1(1.5,2.5)