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feat: Tweedie distribution - #16

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bjoernkjoshanssen wants to merge 10 commits into
stat-lib:mainfrom
bjoernkjoshanssen:tweedie
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feat: Tweedie distribution#16
bjoernkjoshanssen wants to merge 10 commits into
stat-lib:mainfrom
bjoernkjoshanssen:tweedie

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@bjoernkjoshanssen

@bjoernkjoshanssen bjoernkjoshanssen commented Jun 27, 2026

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Perhaps Statlib should have the Tweedie distribution. This PR contains:

  1. A proof that the Tweedie distribution PDF yields a probability measure, with mean μ and variance ϕ μ ^p.
  2. A construction of the Tweedie random variable as a compound Poisson.
  3. A proof that the constructed random variable in (2) has the distribution in (1). Hats off to Aristotle who spent four hours on that.

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