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  2. Skewness - Wikipedia

    en.wikipedia.org/wiki/Skewness

    For instance, a mixed distribution consisting of very thin Gaussians centred at −99, 0.5, and 2 with weights 0.01, 0.66, and 0.33 has a skewness of about −9.77, but in a sample of 3 has an expected value of about 0.32, since usually all three samples are in the positive-valued part of the distribution, which is skewed the other way.

  3. Skewed generalized t distribution - Wikipedia

    en.wikipedia.org/wiki/Skewed_generalized_t...

    where is the beta function, is the location parameter, > is the scale parameter, < < is the skewness parameter, and > and > are the parameters that control the kurtosis. and are not parameters, but functions of the other parameters that are used here to scale or shift the distribution appropriately to match the various parameterizations of this distribution.

  4. Probability distribution fitting - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution...

    When the smaller values tend to be farther away from the mean than the larger values, one has a skew distribution to the left (i.e. there is negative skewness), one may for example select the square-normal distribution (i.e. the normal distribution applied to the square of the data values), [1] the inverted (mirrored) Gumbel distribution, [1 ...

  5. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The Laplace distribution; The Lévy skew alpha-stable distribution or stable distribution is a family of distributions often used to characterize financial data and critical behavior; the Cauchy distribution, Holtsmark distribution, Landau distribution, Lévy distribution and normal distribution are special cases. The Linnik distribution

  6. Shape of a probability distribution - Wikipedia

    en.wikipedia.org/wiki/Shape_of_a_probability...

    The shape of a distribution will fall somewhere in a continuum where a flat distribution might be considered central and where types of departure from this include: mounded (or unimodal), U-shaped, J-shaped, reverse-J shaped and multi-modal. [1] A bimodal distribution would have two high points rather than one. The shape of a distribution is ...

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  9. Fat-tailed distribution - Wikipedia

    en.wikipedia.org/wiki/Fat-tailed_distribution

    A fat-tailed distribution is a probability distribution that exhibits a large skewness or kurtosis, relative to that of either a normal distribution or an exponential distribution. [ when defined as? ] In common usage, the terms fat-tailed and heavy-tailed are sometimes synonymous; fat-tailed is sometimes also defined as a subset of heavy-tailed.