Statements (30)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:organization
|
| gptkbp:category |
continuous probability distributions
heavy-tailed distributions |
| gptkbp:characteristic |
exp(i t μ - sqrt(-2 i t c))
|
| gptkbp:cumulativeDistributionFunction |
F(x; μ, c) = erfc(sqrt(c / (2(x-μ)))), x > μ
|
| gptkbp:hasHeavyTails |
true
|
| gptkbp:hasSpecialCase |
stable distribution
|
| gptkbp:isInfinitelyDivisible |
true
|
| gptkbp:kurtosis |
undefined
|
| gptkbp:meaning |
undefined
|
| gptkbp:medium |
undefined
|
| gptkbp:mode |
μ
|
| gptkbp:namedAfter |
gptkb:Paul_Lévy
|
| gptkbp:parameter |
c (scale)
μ (location) |
| gptkbp:pdf |
f(x; μ, c) = sqrt(c / (2π)) * exp(-c / (2(x-μ))) / (x-μ)^{3/2}, x > μ
|
| gptkbp:relatedTo |
gptkb:normal_distribution
gptkb:Cauchy_distribution gptkb:inverse_gamma_distribution |
| gptkbp:skewness |
undefined
|
| gptkbp:stable |
true
|
| gptkbp:supports |
[μ, ∞)
|
| gptkbp:usedIn |
finance
physics random walks anomalous diffusion |
| gptkbp:variant |
undefined
|
| gptkbp:bfsParent |
gptkb:Paul_M._G._Lévy
|
| gptkbp:bfsLayer |
6
|
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy distribution
|