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).
Categorical	Distribution over unordered values in [0, k)
Cauchy	Cauchy distribution over x in (-∞, ∞)
ChiSquared	Χ2 distribution G(α, β)
Crp	Chinese Restaurant Process
Dirichlet	Dirichlet distribution over points on the k-simplex
Exponential	Exponential distribution, Exp(λ) over x in [0, ∞)
Gamma	Gamma distribution G(α, β)
Gaussian	Gaussian / Normal distribution, N(μ, σ)
InvGamma	Inverse gamma distribution IG(α, β)
Laplace	Laplace, or double exponential, distribution
NormalGamma	Prior for Gaussian
Poisson	Possion distribution on unisgned integers
StudentsT	Student's T distribution
SymmetricDirichlet	Symmetric Dirichlet distribution where all alphas are the same.
Uniform	Continuous uniform distribution, U(a, b) on the interval x in [a, b]