A generalization of Tukey's g-h family of distributions.

J. A. Jimenez V. Arunachalam G. M. Serna

Published in: J. Stat. Theory Appl. (2015)

Keyphrases

probability distribution
random variables
exponential distributions
special case
gaussian distribution
power law
heavy tailed
learning algorithm
artificial intelligence
multiscale
maximum likelihood
joint distribution
distribution function
kullback leibler divergence
exponential family