| dbo:abstract
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- A geometric stable distribution or geo-stable distribution is a type of leptokurtic probability distribution. Geometric stable distributions were introduced in Klebanov, L. B., Maniya, G. M., and Melamed, I. A. (1985). A problem of Zolotarev and analogs of infinitely divisible and stable distributions in a scheme for summing a random number of random variables. These distributions are analogues for stable distributions for the case when the number of summands is random, independent of the distribution of summand, and having geometric distribution. The geometric stable distribution may be symmetric or asymmetric. A symmetric geometric stable distribution is also referred to as a Linnik distribution. The Laplace distribution and asymmetric Laplace distribution are special cases of the geometric stable distribution. The Mittag-Leffler distribution is also a special case of a geometric stable distribution. The geometric stable distribution has applications in finance theory. (en)
- En théorie des probabilités et en statistique, la loi géométrique stable est un type de loi de probabilité leptokurtique. La loi géométrique stable peut être symétrique ou asymétrique. Cette loi est également appelée loi de Linnik. Les lois de Laplace et de Mittag-Leffler en sont des cas particuliers. La loi géométrique stable a des applications en finance. (fr)
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- 10895 (xsd:nonNegativeInteger)
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| dbp:cdf
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- not analytically expressible, except for certain parameter values (en)
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| dbp:char
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| dbp:kurtosis
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- when , otherwise undefined (en)
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| dbp:median
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| dbp:mgf
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| dbp:mode
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| dbp:name
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| dbp:parameters
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- — location parameter (en)
- — scale parameter (en)
- — skewness parameter (en)
- — stability parameter (en)
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| dbp:pdf
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- not analytically expressible, except for some parameter values (en)
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| dbp:skewness
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- when , otherwise undefined (en)
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| dbp:support
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- , or if and , or if and (en)
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| dbp:type
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| dbp:variance
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- when , otherwise infinite (en)
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| rdfs:comment
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- En théorie des probabilités et en statistique, la loi géométrique stable est un type de loi de probabilité leptokurtique. La loi géométrique stable peut être symétrique ou asymétrique. Cette loi est également appelée loi de Linnik. Les lois de Laplace et de Mittag-Leffler en sont des cas particuliers. La loi géométrique stable a des applications en finance. (fr)
- A geometric stable distribution or geo-stable distribution is a type of leptokurtic probability distribution. Geometric stable distributions were introduced in Klebanov, L. B., Maniya, G. M., and Melamed, I. A. (1985). A problem of Zolotarev and analogs of infinitely divisible and stable distributions in a scheme for summing a random number of random variables. These distributions are analogues for stable distributions for the case when the number of summands is random, independent of the distribution of summand, and having geometric distribution. The geometric stable distribution may be symmetric or asymmetric. A symmetric geometric stable distribution is also referred to as a Linnik distribution. The Laplace distribution and asymmetric Laplace distribution are special cases of the geomet (en)
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- Loi géométrique stable (fr)
- Geometric stable distribution (en)
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