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Distribution of variables which satisfies a stability property under linear combinations

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dbo:description
  • Verteilungsklasse von stetigen Wahrscheinlichkeitsverteilungen aus der Stochastik (de)
  • loi de variables qui satisfait une propriété de stabilité sous des combinaisons linéaires (fr)
  • distribución de variables en la que se satisface la propiedad de la estabilidad bajo combinaciones lineales (es)
  • porazdelitev spremenljivk, ki pri linearnih kombinacijah izpolnjuje lastnost stabilnosti (sl)
  • distribution of variables which satisfies a stability property under linear combinations (en)
  • распределение, которое может быть получено как предел по распределению сумм независимых случайных величин (ru)
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dbo:wikiPageExternalLink
dbo:wikiPageWikiLink
dbp:cdf
  • not analytically expressible, except for certain parameter values (en)
dbp:cdfImage
  • 325 (xsd:integer)
  • (CDFs for skewed centered stable distributions) (en)
  • (CDFs for symmetric -stable distributions) (en)
dbp:char
  • where (en)
dbp:em
  • 1.500000 (xsd:double)
dbp:entropy
  • not analytically expressible, except for certain parameter values (en)
dbp:kurtosis
  • 0 (xsd:integer)
dbp:mean
  • μ when , otherwise undefined (en)
dbp:median
  • μ when , otherwise not analytically expressible (en)
dbp:mgf
  • otherwise undefined (en)
  • when , (en)
dbp:mode
  • μ when , otherwise not analytically expressible (en)
dbp:name
  • Stable (en)
dbp:parameters
  • c ∈ — scale parameter (en)
  • μ ∈ — location parameter (en)
  • — stability parameter (en)
  • ∈ [−1, 1] — skewness parameter (en)
dbp:pdf
  • not analytically expressible, except for some parameter values (en)
dbp:pdfImage
  • 325 (xsd:integer)
  • (Symmetric -stable distributions with unit scale factor) (en)
  • (Skewed centered stable distributions with unit scale factor) (en)
dbp:skewness
  • 0 (xsd:integer)
dbp:support
  • x ∈ [μ, +∞) if and ] x ∈ (en)
dbp:text
  • Let and be independent realizations of a random variable . Then is said to be stable if for any constants and the random variable has the same distribution as for some constants and . The distribution is said to be strictly stable if this holds with . (en)
dbp:type
  • continuous (en)
dbp:variance
  • 2 (xsd:integer)
dbp:wikiPageUsesTemplate
dct:subject
rdfs:label
  • Stable distribution (en)
  • Distribución estable (es)
  • Alpha-stabile Verteilungen (de)
  • Loi stable (fr)
  • 安定分布 (ja)
  • Alfa-stabiele verdeling (nl)
  • Устойчивое распределение (ru)
  • Стійкий розподіл (uk)
  • 稳定分布 (zh)
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