Before revision:  We focus on such example: exponential power distribution (EPD) \rho(x)\propto \exp(-|(x-\mu)/\sigma|^\kappa/\kappa)  family, which covers wide range of tail behavior like Gaussian (\kappa=2) or Laplace (\kappa=1) distribution.
After revision:  We focus on such example: \rho(x)\propto \exp(-|(x-\mu)/\sigma|^\kappa/\kappa) family, which covers wide range of tail behavior like Gaussian (\kappa=2) or Laplace (\kappa=1) distribution.