getk2 {SubTS}

Constant K_2

Description

Evaluates the constant K_2, which is the normalizing constant for f_2.

Usage

getk2(alpha, p)

Arguments

alpha

Parameter in [0,1).

p

Parameter >1.

Details

Evaluates

K_2 = int_0^1 ( exp(-x^p) - exp(-x) )*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

 getk2(0.5,2.5)