# Tweedie distribution

## Family of probability distributions / From Wikipedia, the free encyclopedia

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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 which have positive mass at zero, but are otherwise continuous.^{[1]}
Tweedie distributions are a special case of exponential dispersion models and are often used as distributions for generalized linear models.^{[2]}

The Tweedie distributions were named by Bent Jørgensen^{[3]} after Maurice Tweedie, a statistician and medical physicist at the University of Liverpool, UK, who presented the first thorough study of these distributions in 1984.^{[1]}^{[4]}^{[2]}