Tweedie distribution

In probability and statistics, the Tweedie distributions are a family of probability distributions which include the purely continuous normal, gamma and inverse Gaussian distributions, the purely discrete scaled Poisson distribution, and the class of compound Poisson–gamma distributions that have positive mass at zero, but are otherwise continuous. Tweedie distributions are a special case of exponential dispersion models and are often used as distributions for generalized linear models.

The Tweedie distributions were first referred to by that name by Bent Jørgensen in a 1987 paper, crediting Maurice Tweedie, a statistician and medical physicist at the University of Liverpool, UK, who presented the first thorough study of these distributions in 1982 at the Indian Statistical Institute Golden Jubilee International Conference in Calcutta. In 1986, Shaul K. Bar-Lev and Peter Enis published a paper about the same topic in The Annals of Statistics.