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Reference.org
Multivariate stable distribution
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<p>The multivariate stable distribution is a multivariate <a href="/facts/Probability_distribution/EpsKKVRu">probability distribution</a> that is a multivariate generalisation of the univariate <a href="/facts/Stable_distribution/rvtRmhlz">stable distribution</a>. The multivariate stable distribution defines linear relations between <a href="/facts/Stable_distribution/rvtRmhlz">stable distribution</a> marginals. In the same way as for the univariate case, the distribution is defined in terms of its <a href="/facts/Characteristic_function_(probability_theory)/rl3uAGKM">characteristic function</a>. </p><p>The multivariate stable distribution can also be thought as an extension of the <a href="/facts/Multivariate_normal_distribution/2Xfegqz2">multivariate normal distribution</a>. It has parameter, <i>α</i>, which is defined over the range 0 < <i>α</i> ≤ 2, and where the case <i>α</i> = 2 is equivalent to the multivariate normal distribution. It has an additional skew parameter that allows for non-symmetric distributions, where the <a href="/facts/Multivariate_normal_distribution/2Xfegqz2">multivariate normal distribution</a> is symmetric. </p>