Landau distribution

Landau distribution
Probability density function

Parameters

scale parameter

location parameter
Support
PDF
Mean Undefined
Variance Undefined
MGF Undefined
CF

In probability theory, the Landau distribution[1] is a probability distribution named after Lev Landau. Because of the distribution's "fat" tail, the moments of the distribution, such as mean or variance, are undefined. The distribution is a particular case of stable distribution.

  1. ^ Landau, L. (1944). "On the energy loss of fast particles by ionization". J. Phys. (USSR). 8: 201.