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The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after Paul Lévy, the first mathematician to have studied it. [ 1 ] [ 2 ] Of the four parameters defining the family, most attention has been focused on the stability parameter, α {\displaystyle \alpha } (see panel).
The article on the stable distribution describes this family together with some of the properties of these distributions. The importance in probability theory of "stability" and of the stable family of probability distributions is that they are "attractors" for properly normed sums of independent and identically distributed random variables.
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; The logistic distribution
The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after Paul Lévy, the first mathematician to have studied it. [ 2 ] Of the three parameters defining the distribution, the stability parameter α {\displaystyle \alpha } is most important.
In probability theory and statistics, the Gumbel distribution ... That is, the Gumbel distribution is a max-stable distribution family. ...
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Examples of continuous distributions that are infinitely divisible are the normal distribution, the Cauchy distribution, the Lévy distribution, and all other members of the stable distribution family, as well as the Gamma distribution, the chi-square distribution, the Wald distribution, the Log-normal distribution [2] and the Student's t-distribution.
Geometric stable distributions (6 P) Pages in category "Stable distributions" The following 8 pages are in this category, out of 8 total.