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  2. Exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Exponential_distribution

    In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...

  3. List of probability distributions - Wikipedia

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

    The Dagum distribution; The exponential distribution, which describes the time between consecutive rare random events in a process with no memory. The exponential-logarithmic distribution; The F-distribution, which is the distribution of the ratio of two (normalized) chi-squared-distributed random variables, used in the analysis of variance.

  4. Exponential family - Wikipedia

    en.wikipedia.org/wiki/Exponential_family

    The terms "distribution" and "family" are often used loosely: Specifically, an exponential family is a set of distributions, where the specific distribution varies with the parameter; [a] however, a parametric family of distributions is often referred to as "a distribution" (like "the normal distribution", meaning "the family of normal distributions"), and the set of all exponential families ...

  5. Relationships among probability distributions - Wikipedia

    en.wikipedia.org/wiki/Relationships_among...

    When one or more parameter(s) of a distribution are random variables, the compound distribution is the marginal distribution of the variable. Examples: If X | N is a binomial (N,p) random variable, where parameter N is a random variable with negative-binomial (m, r) distribution, then X is distributed as a negative-binomial (m, r/(p + qr)).

  6. Conjugate prior - Wikipedia

    en.wikipedia.org/wiki/Conjugate_prior

    In Bayesian probability theory, if, given a likelihood function (), the posterior distribution is in the same probability distribution family as the prior probability distribution (), the prior and posterior are then called conjugate distributions with respect to that likelihood function and the prior is called a conjugate prior for the likelihood function ().

  7. Power law - Wikipedia

    en.wikipedia.org/wiki/Power_law

    As an example, [citation needed] the cumulative distribution of the fracture aperture, X, for a sample of N elements is defined as 'the number of fractures per meter having aperture greater than x. Use of cumulative frequency has some advantages, e.g. it allows one to put on the same diagram data gathered from sample lines of different lengths ...

  8. Exponential dispersion model - Wikipedia

    en.wikipedia.org/wiki/Exponential_dispersion_model

    In probability and statistics, the class of exponential dispersion models (EDM), also called exponential dispersion family (EDF), is a set of probability distributions that represents a generalisation of the natural exponential family.

  9. Phase-type distribution - Wikipedia

    en.wikipedia.org/wiki/Phase-type_distribution

    The simplest non-trivial example of a phase-type distribution is the exponential distribution of parameter λ. The parameter of the phase-type distribution are : S = -λ and α = 1. Hyperexponential or mixture of exponential distribution