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. |
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. |
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 | |
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, ... }. |
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] |