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帕累托-利维分布
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帕累托-利维分布
Encyclopedia
理学
证券组合前沿
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Pareto-Levy syable distributions
帕累托-利维分布
在概率论中,如果两个独立同分布的随机变量的线性组合仍然是同样的分布,且这个随机变量服从稳定分布,稳定系数为的分布。又称雷维阿尔法-稳定分布(Lévy alpha-stable distribution)、分形分布(fractal distribution)。
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