Stable count distribution
In probability theory, the stable count distribution is the conjugate prior of a one-sided stable distribution. This distribution was discovered by Stephen Lihn in his 2017 study of daily distributions of the S&P 500 and the VIX. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after Paul Lévy, the first mathematician to have studied it.
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Stable count distribution
In probability theory, the stable count distribution is the conjugate prior of a one-sided stable distribution. This distribution was discovered by Stephen Lihn in his 2017 study of daily distributions of the S&P 500 and the VIX. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after Paul Lévy, the first mathematician to have studied it.
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In probability theory, the sta ...... e finite for the distribution.
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cdf
integral form exists
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cdf image
kurtosis
TBD
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median
not analytically expressible
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mgf
Fox-Wright representation exists
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mode
not analytically expressible
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name
Stable count
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parameters
∈ — location parameter
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∈ — scale parameter
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∈ — stability parameter
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pdf image
skewness
TBD
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support
x ∈ R and x ∈ [\nu_0, ∞)|pdf=]
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type
continuous
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subject
comment
In probability theory, the sta ...... hematician to have studied it.
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label
Stable count distribution
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