Exponential |
|
α>0 |
Rapidly varying Exponential |
α |
Gaussian |
|
α>0 |
Rapidly varying Thin-tailed |
|
Power-law |
|
α>0 a>1 |
Regularly varying Fat-tailed |
|
Exponential power |
|
α,c>0 |
Rapidly varying Thin-tailed for c>1 Fat-tailed for c<1 Exponential for c = 1 |
|
2Dt |
|
α>0 a>1/2 |
Regularly varying Fat-tailed |
|
Mixture of two Gaussians |
|
α1≠α2 p>0 |
Rapidly varying Thin-tailed (but leptokurtic) |
|