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List of probability distributions

From Wikipedia, the free encyclopedia

Manyprobability distributions that are important in theory or applications have been given specific names.

Discrete distributions

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Binomial distribution
Degenerate distribution

With finitesupport

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Conway–Maxwell–Poisson distribution
Poisson distribution
Skellam distribution

With infinite support

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Absolutely continuous distributions

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Beta distribution
Kumaraswamy distribution
Continuous uniform distribution

Supported on a bounded interval

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Chi-squared distribution
Gamma distribution
Pareto distribution

Supported on intervals of length 2π – directional distributions

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Supported on semi-infinite intervals, usually [0,∞)

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Cauchy distribution
Johnson SU distribution
Laplace distribution
Stable distribution

Supported on the whole real line

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With variable support

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  • Thegeneralized extreme value distribution has a finite upper bound or a finite lower bound depending on what range the value of one of the parameters of the distribution is in (or is supported on the whole real line for one special value of the parameter
  • Thegeneralized Pareto distribution has a support which is either bounded below only, or bounded both above and below
  • Themetalog distribution, which provides flexibility for unbounded, bounded, and semi-bounded support, is highly shape-flexible, has simple closed forms, and can be fit to data using linear least squares.
  • TheTukey lambda distribution is either supported on the whole real line, or on a bounded interval, depending on what range the value of one of the parameters of the distribution is in.
  • TheWakeby distribution

Mixed discrete/continuous distributions

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Joint distributions

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For any set ofindependent random variables theprobability density function of theirjoint distribution is the product of their individual density functions.

Two or more random variables on the same sample space

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Distributions of matrix-valued random variables

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Non-numeric distributions

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Miscellaneous distributions

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See also

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References

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  1. ^Sun, Jingchao; Kong, Maiying; Pal, Subhadip (22 June 2021)."The Modified-Half-Normal distribution: Properties and an efficient sampling scheme".Communications in Statistics - Theory and Methods.52 (5):1591–1613.doi:10.1080/03610926.2021.1934700.ISSN 0361-0926.S2CID 237919587.
  2. ^Polson, Nicholas G.; Scott, James G.; Windle, Jesse (2013)."Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables".Journal of the American Statistical Association.108 (504):1339–1349.arXiv:1205.0310.doi:10.1080/01621459.2013.829001.ISSN 0162-1459.JSTOR 24247065.S2CID 2859721. Retrieved11 July 2021.
  3. ^Pal, Subhadip; Gaskins, Jeremy (23 May 2022)."Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data".Journal of Statistical Computation and Simulation.92 (16):3430–3451.doi:10.1080/00949655.2022.2067853.S2CID 249022546.
Discrete
univariate
with finite
support
with infinite
support
Continuous
univariate
supported on a
bounded interval
supported on a
semi-infinite
interval
supported
on the whole
real line
with support
whose type varies
Mixed
univariate
continuous-
discrete
Multivariate
(joint)
Directional
Degenerate
andsingular
Degenerate
Dirac delta function
Singular
Cantor
Families
Continuous data
Center
Dispersion
Shape
Count data
Summary tables
Dependence
Graphics
Study design
Survey methodology
Controlled experiments
Adaptive designs
Observational studies
Statistical theory
Frequentist inference
Point estimation
Interval estimation
Testing hypotheses
Parametric tests
Specific tests
Goodness of fit
Rank statistics
Bayesian inference
Correlation
Regression analysis (see alsoTemplate:Least squares and regression analysis
Linear regression
Non-standard predictors
Generalized linear model
Partition of variance
Categorical
Multivariate
Time-series
General
Specific tests
Time domain
Frequency domain
Survival
Survival function
Hazard function
Test
Biostatistics
Engineering statistics
Social statistics
Spatial statistics
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