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.
Read more about this topic: Tweedie Distributions
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