Distributions

Distribution pages state each law and its tail behavior. Mixture and variance-gamma theory is covered by the Normix track; these entries link to its existing notes.

• Multivariate tails and dependence

• Rayleigh speeds

• Variance mixtures and uncertain scale

• Pareto Distribution

• Double Pareto Distribution

• Generalized Pareto Distribution

• Generalized Extreme-Value Distribution

• Frechet Distribution and Frechet-Type Limits

• Variance gamma in the GH family tour

• Normal Variance Mixture

• Tail Class Catalog

Return to the Incerto reading paths, or browse the theorem, method, and distribution indexes.

See the API reference for executable distribution helpers.