Module rv::dist [−][src]
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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 distribution with success probability p
Beta distribution, Beta(α, β) over x in (0, 1).
Beta Binomial distribution over k in {0, …, n}
Binomial distribution with success probability p
Categorical distribution over unordered values in [0, k).
Cauchy distribution over x in (-∞, ∞).
Χ2 distribution Χ2(k).
Chinese Restaurant Process, a distribution over partitions.
Dirichlet distribution over points on the k-simplex.
Discrete uniform distribution, U(a, b) on the interval x in [a, b]
An empirical distribution derived from samples.
Exponential distribution, Exp(λ) over x in [0, ∞).
Gamma distribution G(α, β) over x in (0, ∞).
Gaussian / Normal distribution, N(μ, σ) over real values.
Geometric distribution over x in {0, 1, 2, 3, … }.
Generalized Extreme Value Distribution Gev(μ, σ, ξ) where the parameters are μ is location σ is the scale ξ is the shape
Χ-2 distribution Χ-2(v).
Inverse gamma distribution IG(α, β) over x in (0, ∞).
Inverse Gaussian distribution, N-1(μ, λ) over real values.
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 distribution, Kumaraswamy(α, β) over x in (0, 1).
Laplace, or double exponential, distribution over x in (-∞, ∞).
LogNormal Distribution If x ~ Normal(μ, σ), then e^x ~ LogNormal(μ, σ).
Mixture distribution Σ wi f(x|θi)
Negative Binomial distribution NBin(r, p).
Prior for Gaussian
Prior for Gaussian
Prior for Gaussian
Pareto distribution Pareto(x_m, α) over x in (x_m, ∞).
Possion distribution over x in {0, 1, … }.
Scaled Χ-2 distribution Scaled-Χ-2(v, τ2).
Skellam distribution over x in {.., -2, -1, 0, 1, … }.
Student’s T distribution over x in (-∞, ∞).
Symmetric Dirichlet distribution where all alphas are the same.
Continuous uniform distribution, U(a, b) on the interval x in [a, b]
VonMises distirbution on the circular interval (0, 2π]
Enums
Negative Binomial distribution errors