area Lstofprobabity distributions - Wikipedia, he fee encyclopedia List of probability distributions From Wikipedia, the free encyclopedia Many probability distributions are so important in theory or applications that they have been given specific names. Contents 1 Discrete distributions = 1.1 With finite support = 1.2 With infinite support 2 Continuous distributions = 2.1 Supported on a bounded interval = 2.2 Supported on semi-infinite interval, usually (0,00) = 2.3 Supported on the whoke real line = 2.4 With variable support 3 Mixed discrete/contimous distributions 4 Joint distributions = 4.1 Two or more random variables on the same sample space = 4.2 Mattix-valued distributions 5 Non-mumeric distributions 6 Miscellaneous distributions 7 See also Discrete distributions With finite support The Bemoulli distribution, which takes value 1 with probability and value 0 with probability q = 1 - p. The Rademacher distribution, which takes value | with probability 1/2 and value ~1 with probability 1/2. The binomial distribution, which describes the number of successes in a series of independent Yes/No experiments all with the same probability of success. Binomial distribution The beta-binomial distribution, which describes the number of successes in a series of independent Yes/No experiments with heterogeneity in the success probability The degenerate distribution at x, where X is certain to take the value xp. This does not look random, but it satisfies the definition of random variable. This is useful because it puts deterministic variables and random variables in the same formalism, The discrete uniform distribution, where all elements of a finite set are equally likely. This is the theoretical distribution model for a balanced coin, an unbiased die, a casino roulette, or the first card of a well-shuflled deck. ‘enswikipedia oiwikiList_of_probablly_dstibutions wrsaat Lstofprobabity dstrbutons - Wikipedia, te fee encyclopedia = The hypergeometric distribution, which describes the number of successes in the first m ofa series of n consecutive Yes/No experiments, ifthe total number of successes is known. This distribution arises when there is no replacement. = The Poisson binomial distribution, which describes the number of successes in a series of independent Yes/No experiments with different success probabilities. = Fisher's noncentral hypergeometric distribution = Wallenius' noncentral hypergeometric distribution With infinite support = The beta negative binomial distribution oa" = The Boltzmann distribution, a discrete distribution important in oad statistical physics which describes the probabilities of the 025] various discrete energy levels ofa system in thermal $020, bon equilibrium. It has a continuous analogue. Special cases ot nas include: mor = The Gibbs distribution Ol 2 od "= The MaxwellBoltzmann distribution Lh ae = The Bose—Binstein distribution = The FermiDirac distribution = The extended negative binomial distribution = The geometric distribution, a discrete distribution which describes the number of attempts needed to get the first success in a series of independent Yes/No experiments. = The logarithmic (series) distribution = The negative binomial distribution, a generalization of the geometric distribution to the nth success = The parabolic fiactal distribution = The Poisson distribution, which describes a very large number of individually unlikely events that happen in a certain time ‘Skellam distribution interval. = The Conway-MaxwellPoisson distribution, a two- parameter extension of the Poisson distribution with an adjustable rate of decay. = The Skellam distribution, the distribution of the difference between two independent Poisson-distributed random variables. = The Yule-Simon distribution = The zeta distribution has uses in applied statistics and statistical mechanics, and perhaps may be of interest to number theorists. It is the Zipf distribution for an infinite number of elements, = Zipf’s law or the Zipf distribution. A discrete power-law distribution, the most fimous example of which is the description of the frequency of words in the English language = The Zip Mandelbrot law is a discrete power law distribution which is a generalization of the Zipf distribution. ‘enswikipedia oiwikiList_of_probablly_dstibutionsarea Lstofprobabity distributions - Wikipedia, he fee encyclopedia Continuous distributions Supported on a bounded interval Supported on semi-infinite intervals, usually [0,20) = The Arcsine distribution on [a,b], which is a special case of the Beta distribution ifa-0 and b=1 = The Beta distribution on [0,1], of which the uniform distribution is a special case, and which is usefil in estimating success probabilities. = The Loginormal distribution on (0,1) = The Dirac delta finction although not strictly a fimction, is a Tee eee al limiting form of many continuous probability functions, It Beta distribution represents a discrete probability distribution concentrated at 0 — a degenerate distribution — but the notation treats it as ifit were a continuous distribution. = The contimous uniform distribution on [a,b], where all points | —; ina finite interval are equally likely. = The rectangular distribution is a uniform distribution on [-1/2,1/2]. = The rwin-Hall distribution is the distribution of the sum of id. U(O,1) random variables. = The Kent distribution on the three-dimensional sphere. ? $ = The Kumaraswamy distribution i as versatile asthe Beta Continuous uniform distribution distribution but has simple closed forms for both the edf and the pdf = The logarithmic distribution (continuous) = The raised cosine distribution on [H — 8,1 + S] = The triangular distribution on [a, b], a special ease of which is the distribution of the sum of two independent uniformly distributed random variables (the convolution of two uniform distributions). = The truncated normal distribution on [a, 6] = The U-quadratic distribution on [a, 6] = The von Mises distribution on the citcle = The von Mises-Fisher distribution on the N-dimensional sphere has the von Mises distribution as a special case. = The Wigner semicircle distribution is important in the theory of random matrices. = The Beta prime distribution = The chidistribution = The noncentral chi distribution = The chi-squared distribution, which is the sum of the squares ofn independent Gaussian random variables. It is a special case of the Gamma distribution, and it is used in goodness-of fi tests in statistis. ‘enswikipedia oiwikiList_of_probablly_dstibutions 37