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  2. List of probability distributions - Wikipedia

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

    The Birnbaum–Saunders distribution, also known as the fatigue life distribution, is a probability distribution used extensively in reliability applications to model failure times. The chi distribution. The noncentral chi distribution; The chi-squared distribution, which is the sum of the squares of n independent Gaussian random variables.

  3. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    A discrete probability distribution is applicable to the scenarios where the set of possible outcomes is discrete (e.g. a coin toss, a roll of a die) and the probabilities are encoded by a discrete list of the probabilities of the outcomes; in this case the discrete probability distribution is known as probability mass function.

  4. 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).

  5. Multimodal distribution - Wikipedia

    en.wikipedia.org/wiki/Multimodal_distribution

    A bivariate, multimodal distribution Figure 4. A non-example: a unimodal distribution, that would become multimodal if conditioned on either x or y. In statistics, a multimodal distribution is a probability distribution with more than one mode (i.e., more than one local peak of the distribution).

  6. 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.

  7. PERT distribution - Wikipedia

    en.wikipedia.org/wiki/PERT_distribution

    In probability and statistics, the PERT distributions are a family of continuous probability distributions defined by the minimum (a), most likely (b) and maximum (c) values that a variable can take. It is a transformation of the four-parameter beta distribution with an additional assumption that its expected value is

  8. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    List of probability distributions; Probability amplitude – Complex number whose squared absolute value is a probability; Probability mass function – Discrete-variable probability distribution; Secondary measure; Uses as position probability density: Atomic orbital – Function describing an electron in an atom

  9. Stable distribution - Wikipedia

    en.wikipedia.org/wiki/Stable_distribution

    The distributions have undefined variance for <, and undefined mean for . The importance of stable probability distributions is that they are "attractors" for properly normed sums of independent and identically distributed random variables. The normal distribution defines a family of stable distributions.