Open Access
Table 2.
Statistical properties of X and Z distributions.
| Distribution name | X | Z |
|---|---|---|
| Support | ( − ∞, +∞) | [0, +∞) |
 |
 |
|
| CDF |
 |
 |
| Mean | 0 |
 |
| Variance |
 |
 |
| Second moment |
 |
 |
| Moments |
 |
 |
| Generalized kurtosis |
 |
 |
| Entropy |
 |
 |
| Moment-generating function |
 |
 or MGFZ(t) |
| Characteristic function |
 |
 |
| Maximum entropy constraint |
 |
|
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