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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. Characteristic function (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Characteristic_function...

    The characteristic function always exists when treated as a function of a real-valued argument, unlike the moment-generating function. There are relations between the behavior of the characteristic function of a distribution and properties of the distribution, such as the existence of moments and the existence of a density function.

  4. Univariate distribution - Wikipedia

    en.wikipedia.org/wiki/Univariate_distribution

    The univariate continuous uniform distribution on an interval [a, b] has the property that all sub-intervals of the same length are equally likely. Binomial distribution with normal approximation for n = 6 and p = 0.5. Other examples of discrete univariate distributions include the binomial, geometric, negative binomial, and Poisson ...

  5. Probability theory - Wikipedia

    en.wikipedia.org/wiki/Probability_theory

    Probability theory or probability calculus is the branch of mathematics concerned with probability.Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms.

  6. Relationships among probability distributions - Wikipedia

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

    The reciprocal 1/X of a random variable X, is a member of the same family of distribution as X, in the following cases: Cauchy distribution, F distribution, log logistic distribution. Examples: If X is a Cauchy (μ, σ) random variable, then 1/X is a Cauchy (μ/C, σ/C) random variable where C = μ 2 + σ 2.

  7. Continuous uniform distribution - Wikipedia

    en.wikipedia.org/.../Continuous_uniform_distribution

    If X has a standard uniform distribution, then Y = X n has a beta distribution with parameters (1/n,1). As such, The Irwin–Hall distribution is the sum of n i.i.d. U(0,1) distributions. The Bates distribution is the average of n i.i.d. U(0,1) distributions. The standard uniform distribution is a special case of the beta distribution, with ...

  8. Discrete uniform distribution - Wikipedia

    en.wikipedia.org/wiki/Discrete_uniform_distribution

    In probability theory and statistics, the discrete uniform distribution is a symmetric probability distribution wherein each of some finite whole number n of outcome values are equally likely to be observed. Thus every one of the n outcome values has equal probability 1/n. Intuitively, a discrete uniform distribution is "a known, finite number ...

  9. Shape of a probability distribution - Wikipedia

    en.wikipedia.org/wiki/Shape_of_a_probability...

    The shape of a distribution will fall somewhere in a continuum where a flat distribution might be considered central and where types of departure from this include: mounded (or unimodal), U-shaped, J-shaped, reverse-J shaped and multi-modal. [1] A bimodal distribution would have two high points rather than one. The shape of a distribution is ...