Module rv::dist [−][src]
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] |
| Empirical | An empirical distribution derived from samples. |
| 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 |
| InvChiSquared | Χ-2 distribution Χ-2(v). |
| InvGamma | Inverse gamma distribution IG(α, β) over x in (0, ∞). |
| InvGaussian | Inverse Gaussian distribution, N-1(μ, λ) over real values. |
| 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 |
| NormalInvChiSquared | Prior for Gaussian |
| NormalInvGamma | 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, … }. |
| ScaledInvChiSquared | Scaled Χ-2 distribution Scaled-Χ-2(v, τ2). |
| 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] |