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Stable Distributions

Nomenclature

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 = index parameter

 = skewness parameter

 = scale parameter

 = location parameter

 = location parameter if distributional family is parameterised as per the ‘0-parameterisation’

 = location parameter if distributional family is parameterised as per the ‘1-parameterisation’

 = expectation operator

 = stable distributional form if parameterised as per the ‘0-parameterisation’

 = stable distributional form if parameterised as per the ‘1-parameterisation’

 = equality in distributional form

 = tends to the given distributional form

 


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