[−][src]Module rv::dist
Probability distributions
The distributions fall into three categories:
- Discrete distributions assign probability to countable values.
- Continuous distributions assign probability to uncountable values on a continuum.
- 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). |
BetaBinomial | Beta Binomial distribution over k in {0, ..., n} |
Binomial | Binomial distribution with success probability p |
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. |
DiscreteUniform | Discrete uniform distribution, U(a, b) on the interval x in [a, b] |
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. |
Geometric | Geometric distribution over x in {0, 1, 2, 3, ... }. |
Gev | Generalized Extreme Value Distribution Gev(μ, σ, ξ) where the parameters are μ is location σ is the scale ξ is the shape |
InvGamma | Inverse gamma distribution IG(α, β) over x in (0, ∞). |
InvWishart | Inverse Wishart distribution, W-1(Ψ,ν) over positive definite matrices. |
KsTwoAsymptotic | Kolmogorov-Smirnov distribution where the number of samples, $N$, is assumed to be large This is the distribution of $\sqrt{N} D_n$ where $D_n = \sup_x |F_n(x) - F(x)|$ where $F$ is the true CDF and $F_n$ the emperical CDF. |
Kumaraswamy | Kumaraswamy distribution, Kumaraswamy(α, β) over x in (0, 1). |
Laplace | Laplace, or double exponential, distribution over x in (-∞, ∞). |
LogNormal | LogNormal Distribution If x ~ Normal(μ, σ), then e^x ~ LogNormal(μ, σ). |
Mixture | Mixture distribution Σ wi f(x|θi) |
MvGaussian | |
NegBinomial | Negative Binomial distribution NBin(r, p). |
NormalGamma | Prior for Gaussian |
NormalInvWishart | Common conjugate prior on the μ and Σ parameters in the Multivariate Gaussian, Ν(μ, Σ) |
Pareto | Pareto distribution Pareto(x_m, α) over x in (x_m, ∞). |
Poisson | Possion distribution over x in {0, 1, ... }. |
Skellam | Skellam distribution over x in {.., -2, -1, 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] |
VonMises | VonMises distirbution on the circular interval (0, 2π] |