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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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What's the name of this distribution?

What is the official name of this distribution, $$k\exp(-\lambda|x|^\alpha),$$ where $\alpha$ is usually less than 1, but greater than 0? More importantly, could anyone tell me what the variance of …
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