Tweedie Distributions - Examples

Examples

The Tweedie distributions include a number of familiar distributions as well as some unusual ones, each being specified by the domain of the index parameter. We have the

  • normal distribution, p=0,
  • Poisson distribution, p=1,
  • compound Poisson–gamma distribution, 1,
  • gamma distribution, p=2,
  • positive stable distributions, 2,
  • inverse Gaussian distribution, p=3,
  • positive stable distributions, p>3, and
  • extreme stable distributions, p=.

For 0<p<1 no Tweedie model exists.

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