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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 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.
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
In probability theory and statistics, the Gumbel distribution ... That is, the Gumbel distribution is a max-stable distribution family. ...
The Cauchy distribution, itself a special case of both the stable distribution and the t-distribution; The family of stable distributions, [12] excepting the special case of the normal distribution within that family. Some stable distributions are one-sided (or supported by a half-line), see e.g. Lévy distribution.
Geometric stable distributions (6 P) Pages in category "Stable distributions" The following 8 pages are in this category, out of 8 total.
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