The Zipf distribution, sometimes referred to as the zeta distribution, is a discrete distribution commonly used in linguistics, insurance, and the modelling of rare events. It has probability density function
| (1) |
where is a positive parameter and
is the Riemann zeta function, and distribution function
| (2) |
where is a generalized harmonic number.
The Zipf distribution is implemented in the Wolfram Language as ZipfDistribution[rho].
The th raw moment is
| (3) |
giving the mean and variance as
| (4) | |||
| (5) |
The distribution has mean deviation
| (6) |
where is a Hurwitz zeta function and
is the mean as given above in equation (4).