Tweedie distributions are a special case of exponential dispersion models, a class of statistical models used to describe error distributions for the generalized linear model and characterized by closure under additive and reproductive convolution as well as under scale transformation. These include a number of common distributions: the normal distribution, Poisson distribution and gamma distribution, as well as more unusual distributions like the compound Poisson-gamma distribution, positive stable distributions, and extreme stable distributions. Consequent to their inherent scale invariance Tweedie random variables Y demonstrate a variance var(Y) to mean E(Y) power law: