Neutrosophic Stable Random Variables

In this paper, the concept of a neutrosophic stable random variable is introduced. Two definitions of a neutrosophic random variable are presented. We introduced both the neutrosophic probability distribution function and the neutrosophic probability density function, and the convolution with the neutrosophic concept. In addition, we proved some properties of a neutrosophic stable random variable, and three examples are discussed. Keywords: Random Variables; Stable Distributions; Gaussian Distribution; Cauchy Distribution; Lévy Distribution.