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  2. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The degenerate distribution at x 0, where X is certain to take the value x 0. 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 ...

  3. Glossary of probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Glossary_of_probability...

    Also confidence coefficient. A number indicating the probability that the confidence interval (range) captures the true population mean. For example, a confidence interval with a 95% confidence level has a 95% chance of capturing the population mean. Technically, this means that, if the experiment were repeated many times, 95% of the CIs computed at this level would contain the true population ...

  4. Logistic distribution - Wikipedia

    en.wikipedia.org/wiki/Logistic_distribution

    As the logistic distribution, which can be solved analytically, is similar to the normal distribution, it can be used instead. The blue picture illustrates an example of fitting the logistic distribution to ranked October rainfalls—that are almost normally distributed—and it shows the 90% confidence belt based on the binomial distribution.

  5. Convolution of probability distributions - Wikipedia

    en.wikipedia.org/wiki/Convolution_of_probability...

    The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.

  6. Dirichlet distribution - Wikipedia

    en.wikipedia.org/wiki/Dirichlet_distribution

    The Dirichlet distribution is the conjugate prior distribution of the categorical distribution (a generic discrete probability distribution with a given number of possible outcomes) and multinomial distribution (the distribution over observed counts of each possible category in a set of categorically distributed observations).

  7. Generalized normal distribution - Wikipedia

    en.wikipedia.org/.../Generalized_normal_distribution

    A symmetric distribution which can model both tail (long and short) and center behavior (like flat, triangular or Gaussian) completely independently could be derived e.g. by using X = IH/chi. The Tukey g- and h-distribution also allows for a deviation from normality, both through skewness and fat tails. [19]

  8. Beta prime distribution - Wikipedia

    en.wikipedia.org/wiki/Beta_prime_distribution

    In probability theory and statistics, the beta prime distribution (also known as inverted beta distribution or beta distribution of the second kind [1]) is an absolutely continuous probability distribution. If [,] has a beta distribution, then the odds has a beta prime distribution.

  9. Burr distribution - Wikipedia

    en.wikipedia.org/wiki/Burr_distribution

    In probability theory, statistics and econometrics, the Burr Type XII distribution or simply the Burr distribution [2] is a continuous probability distribution for a non-negative random variable. It is also known as the Singh–Maddala distribution [ 3 ] and is one of a number of different distributions sometimes called the "generalized log ...