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شاخص دنباله (دم)
Tail index parameter which determines how much probability is assigned around the center and the tails of the distribution.
The tail index has a positive value that is less than or equal to 2.
The lower the value of the tail index, the more pointed about the center is the density and the heavier are the tails.
The normal distribution is a special case of the stable distribution when the tail index has a value equal to 2 and the skewness parameter has a value of zero (i.e.
A feature of the stable distributions with tail index 2 is that except
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