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The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate stable distribution defines linear relations between stable distribution marginals. In the same way as for the univariate case, the distribution is defined in terms of its characteristic function.

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  • Multivariate stable distribution (en)
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  • The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate stable distribution defines linear relations between stable distribution marginals. In the same way as for the univariate case, the distribution is defined in terms of its characteristic function. (en)
name
  • multivariate stable (en)
foaf:depiction
  • http://commons.wikimedia.org/wiki/Special:FilePath/Mv_indp.png
  • http://commons.wikimedia.org/wiki/Special:FilePath/Mv_indp2.png
  • http://commons.wikimedia.org/wiki/Special:FilePath/Mv_stable.png
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variance
  • Infinite when (en)
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type
  • multivariate (en)
has abstract
  • The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate stable distribution defines linear relations between stable distribution marginals. In the same way as for the univariate case, the distribution is defined in terms of its characteristic function. The multivariate stable distribution can also be thought as an extension of the multivariate normal distribution. It has parameter, α, which is defined over the range 0 < α ≤ 2, and where the case α = 2 is equivalent to the multivariate normal distribution. It has an additional skew parameter that allows for non-symmetric distributions, where the multivariate normal distribution is symmetric. (en)
cdf
  • (en)
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  • see text (en)
parameters
  • - a spectral finite measure on the sphere (en)
  • - shift/location vector (en)
  • — exponent (en)
pdf
  • (en)
pdf image
  • 220 (xsd:integer)
  • (Heatmap showing a Multivariate stable distribution with &alpha; = 1.1) (en)
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