Multivariate Stable Distribution
The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate stable distribution defines linear relations between stable distribution marginals. In the same way as for the univariate case, the distribution is defined in terms of its characteristic function. The multivariate stable distribution can also be thought as an extension of the multivariate normal distribution. It has parameter, ''α'', which is defined over the range 0 < ''α'' ≤ 2, and where the case ''α'' = 2 is equivalent to the multivariate normal distribution. It has an additional skew parameter that allows for non-symmetric distributions, where the is sym ...
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Mv Stable
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