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gptkbp:instanceOf
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gptkb:organization
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gptkbp:category
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continuous probability distributions
heavy-tailed distributions
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gptkbp:characteristic
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exp(i t μ - sqrt(-2 i t c))
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gptkbp:cumulativeDistributionFunction
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F(x; μ, c) = erfc(sqrt(c / (2(x-μ)))), x > μ
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gptkbp:hasHeavyTails
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true
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gptkbp:hasSpecialCase
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stable distribution
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https://www.w3.org/2000/01/rdf-schema#label
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Lévy distribution
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gptkbp:isInfinitelyDivisible
|
true
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gptkbp:kurtosis
|
undefined
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gptkbp:meaning
|
undefined
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gptkbp:medium
|
undefined
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gptkbp:mode
|
μ
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gptkbp:namedAfter
|
gptkb:Paul_Lévy
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gptkbp:parameter
|
c (scale)
μ (location)
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gptkbp:pdf
|
f(x; μ, c) = sqrt(c / (2π)) * exp(-c / (2(x-μ))) / (x-μ)^{3/2}, x > μ
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gptkbp:relatedTo
|
gptkb:normal_distribution
gptkb:Cauchy_distribution
gptkb:inverse_gamma_distribution
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gptkbp:skewness
|
undefined
|
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gptkbp:stable
|
true
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gptkbp:supports
|
[μ, ∞)
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|
gptkbp:usedIn
|
finance
physics
random walks
anomalous diffusion
|
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gptkbp:variant
|
undefined
|
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gptkbp:bfsParent
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gptkb:Paul_Lévy
gptkb:Lévy_flight
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gptkbp:bfsLayer
|
5
|