Chapter 3: The Most Popular Probability Distributions 249
then you will get a number from another L ́evy distri-
bution with the sameαandβbut with mean ofn^1 /αμ
and spreadn^1 /αν. The tail of the distribution decays like
|x|−^1 −α.Mean
μ.Varianceinfinite, unlessα=2, when it is 2ν.References and further reading
Spiegel, MR, Schiller, JJ, Srinivasan, RA 2000Schaum’s Outline
of Probability and Statistics. McGraw–Hill