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).