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. 2001 Jan 23;98(3):837–841. doi: 10.1073/pnas.021347898

Table 1.

Summary of Tweedie exponential dispersion models (10)

Distributions p Domain on R Support α Domain on R θ Domain μ Domain
Extreme stable p < 0 R 1 < α < 2 R0 R+
Normal p = 0 R α = 2 R R
(do not exist) 0 < p < 1 nil α > 2 R0 R+
Poisson p = 1 N0 α = −∞ R R+
Compound Poisson 1 < p < 2 R0 α < 0 R R+
Gamma p = 2 R+ α = 0 R R+
Positive stable 2 < p < 3 R+ 0 < α < ½ (−∞,0] R+
Inverse Gaussian p = 3 R+ α = ½ (−∞,0] R+
Positive stable p > 3 R+ ½ < α < 1 (−∞,0] R+

R ≡ real numbers, R0 ≡ positive real numbers with zero, R+ ≡ positive real numbers, R ≡ negative real numbers, N0 ≡ positive integers with zero.