to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after...
45 KB (6,701 words) - 05:04, 7 June 2024
multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate...
9 KB (1,603 words) - 16:53, 9 February 2021
geometric stable distribution or geo-stable distribution is a type of leptokurtic probability distribution. Geometric stable distributions were introduced...
11 KB (1,359 words) - 01:00, 14 July 2022
discrete-stable distributions are a class of probability distributions with the property that the sum of several random variables from such a distribution under...
8 KB (1,234 words) - 12:01, 29 November 2023
probability theory, the stable count distribution is the conjugate prior of a one-sided stable distribution. This distribution was discovered by Stephen...
37 KB (7,739 words) - 18:22, 23 June 2024
case of the inverse-gamma distribution. It is a stable distribution. The probability density function of the Lévy distribution over the domain x ≥ μ {\displaystyle...
10 KB (1,371 words) - 22:22, 14 April 2024
the few stable distributions with a probability density function that can be expressed analytically, the others being the normal distribution and the...
45 KB (6,843 words) - 22:08, 3 August 2024
theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable...
149 KB (22,393 words) - 03:35, 14 August 2024
Mandelbrot first used the stable (or α {\displaystyle \alpha } -stable) distribution to model the empirical distributions which have the skewness and...
11 KB (1,974 words) - 14:37, 24 December 2023
X ∼ GeometricStable ( 2 , 0 , λ , 0 ) {\displaystyle X\sim {\textrm {GeometricStable}}(2,0,\lambda ,0)} (geometric stable distribution) then X ∼ Laplace...
21 KB (3,033 words) - 00:11, 6 June 2024
The Johnson SU distribution The Landau distribution The Laplace distribution The Lévy skew alpha-stable distribution or stable distribution is a family of...
22 KB (2,609 words) - 12:49, 10 February 2024
stationary (marginal) distribution, although in probability and statistics the term has a rather different meaning: see stable distribution. Crudely stated...
2 KB (251 words) - 00:29, 19 June 2024
such as mean or variance, are undefined. The distribution is a particular case of stable distribution. The probability density function, as written originally...
5 KB (737 words) - 11:13, 14 March 2024
statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional...
65 KB (9,519 words) - 19:30, 12 August 2024
[pwasɔ̃]). It plays an important role for discrete-stable distributions. Under a Poisson distribution with the expectation of λ events in a given interval...
81 KB (11,248 words) - 16:57, 13 August 2024
t-distribution; The family of stable distributions, excepting the special case of the normal distribution within that family. Some stable distributions...
19 KB (2,705 words) - 14:30, 22 July 2024
is a random walk in which the step-lengths have a stable distribution, a probability distribution that is heavy-tailed. When defined as a walk in a space...
14 KB (1,484 words) - 02:51, 25 April 2024
stable process is a type of stochastic process. It includes stochastic processes whose associated probability distributions are stable distributions....
960 bytes (107 words) - 20:12, 11 January 2017
statistics, the Gumbel distribution (also known as the type-I generalized extreme value distribution) is used to model the distribution of the maximum (or...
16 KB (2,293 words) - 09:09, 13 July 2024
Stability (probability) (redirect from Stable (probability))
same distribution, up to location and scale parameters. The distributions of random variables having this property are said to be "stable distributions"....
5 KB (669 words) - 05:55, 31 October 2022
Named joint distributions that arise frequently in statistics include the multivariate normal distribution, the multivariate stable distribution, the multinomial...
19 KB (3,103 words) - 22:00, 19 May 2024
Laplace distribution, including the special case of μ = 0 {\displaystyle {\boldsymbol {\mu }}=\mathbf {0} } , is an example of a geometric stable distribution...
9 KB (1,090 words) - 04:20, 1 January 2024
1 < p < 2, gamma distribution, p = 2, positive stable distributions, 2 < p < 3, Inverse Gaussian distribution, p = 3, positive stable distributions, p > 3, and...
49 KB (6,605 words) - 07:53, 19 May 2024
Central limit theorem (redirect from Central limit distribution theorem)
b_{n}.} Distributions Ξ which can arise in this way are called stable. Clearly, the normal distribution is stable, but there are also other stable distributions...
65 KB (8,859 words) - 17:29, 18 August 2024
Frechet distribution is a max stable distribution The negative of a random variable having a Frechet distribution is a min stable distribution Type-2 Gumbel...
12 KB (1,295 words) - 09:40, 13 July 2024
a d-dimensional vector with entries chosen independently from a stable distribution and b {\displaystyle b} is a real number chosen uniformly from the...
30 KB (4,013 words) - 13:50, 25 June 2024
shortcoming of the normal distribution model and have proposed that fat-tailed distributions such as the stable distributions govern asset returns frequently...
10 KB (1,130 words) - 09:27, 3 April 2024
local time, stable distributions and characteristic functions. Lévy processes, Lévy flights, Lévy measures, Lévy's constant, the Lévy distribution, the Lévy...
7 KB (566 words) - 07:15, 6 May 2024
(one-dimensional) Holtsmark distribution is a continuous probability distribution. The Holtsmark distribution is a special case of a stable distribution with the index...
10 KB (1,483 words) - 17:09, 18 August 2024
value distribution is a special case of a max-stable distribution, and is a transformation of a min-stable distribution. The GEV distribution is widely...
28 KB (3,771 words) - 05:26, 25 May 2024