Module rv::dist

Probability distributions

The distributions fall into three categories:

1. Discrete distributions assign probability to countable values.
2. Continuous distributions assign probability to uncountable values on a continuum.
3. Prior distributions assign probability to other probability distributions.

Structs

Bernoulli	Bernoulli distribution with success probability p
Beta	Beta distribution, Beta(α, β) over x in (0, 1).
Categorical	Categorical distribution over unordered values in [0, k).
Cauchy	Cauchy distribution over x in (-∞, ∞).
ChiSquared	Χ2 distribution Χ2(k).
Crp	Chinese Restaurant Process, a distribution over partitions.
Dirichlet	Dirichlet distribution over points on the k-simplex.
Exponential	Exponential distribution, Exp(λ) over x in [0, ∞).
Gamma	Gamma distribution G(α, β) over x in (0, ∞).
Gaussian	Gaussian / Normal distribution, N(μ, σ) over real values.
InvGamma	Inverse gamma distribution IG(α, β) over x in (0, ∞).
InvWishart	Inverse Wishart distribution, W-1(Ψ,ν) over positive definite matrices.
Laplace	Laplace, or double exponential, distribution over x in (-∞, ∞).
MvGaussian	Multivariate Gaussian/Normal Distribution, 𝒩(μ, Σ).
NormalGamma	Prior for Gaussian
NormalInvWishart	Common conjugate prior on the μ and Σ parameters in the Multivariate Gaussian, Ν(μ, Σ)
Poisson	Possion distribution over x in {0, 1, ... }.
StudentsT	Student's T distribution over x in (-∞, ∞).
SymmetricDirichlet	Symmetric Dirichlet distribution where all alphas are the same.
Uniform	Continuous uniform distribution, U(a, b) on the interval x in [a, b]