Table 1.
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.