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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