Exponential |
| α>0 | Rapidly varying Exponential |
α
|
Gaussian |
| α>0 | Rapidly varying Thin-tailed |
|
Power-law |
| α>0 a>1 | Regularly varying Fat-tailed |
|
Exponential power |
| α,c>0 | Rapidly varying Thin-tailed for c>1 Fat-tailed for c<1 Exponential for c = 1 |
|
2Dt |
| α>0 a>1/2 | Regularly varying Fat-tailed |
|
Mixture of two Gaussians |
| α1≠α2 p>0 | Rapidly varying Thin-tailed (but leptokurtic) |
|