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  2. Conjugate prior - Wikipedia

    en.wikipedia.org/wiki/Conjugate_prior

    The Gamma distribution is parameterized by two hyperparameters ,, which we have to choose. By looking at plots of the gamma distribution, we pick = =, which seems to be a reasonable prior for the average number of cars. The choice of prior hyperparameters is inherently subjective and based on prior knowledge.

  3. Poisson distribution - Wikipedia

    en.wikipedia.org/wiki/Poisson_distribution

    In probability theory and statistics, the Poisson distribution (/ ˈ p w ɑː s ɒ n /) is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time if these events occur with a known constant mean rate and independently of the time since the last event. [1]

  4. List of probability distributions - Wikipedia

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

    The Gamma distribution, which describes the time until n consecutive rare random events occur in a process with no memory. The Erlang distribution, which is a special case of the gamma distribution with integral shape parameter, developed to predict waiting times in queuing systems; The inverse-gamma distribution; The generalized gamma distribution

  5. Gamma distribution - Wikipedia

    en.wikipedia.org/wiki/Gamma_distribution

    If the shape parameter of the gamma distribution is known, but the inverse-scale parameter is unknown, then a gamma distribution for the inverse scale forms a conjugate prior. The compound distribution , which results from integrating out the inverse scale, has a closed-form solution known as the compound gamma distribution .

  6. List of convolutions of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_convolutions_of...

    In probability theory, 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 ...

  7. Poisson regression - Wikipedia

    en.wikipedia.org/wiki/Poisson_regression

    In statistics, Poisson regression is a generalized linear model form of regression analysis used to model count data and contingency tables. [1] Poisson regression assumes the response variable Y has a Poisson distribution, and assumes the logarithm of its expected value can be modeled by a linear combination of unknown parameters.

  8. Empirical Bayes method - Wikipedia

    en.wikipedia.org/wiki/Empirical_Bayes_method

    This approach stands in contrast to standard Bayesian methods, for which the prior distribution is fixed before any data are observed. Despite this difference in perspective, empirical Bayes may be viewed as an approximation to a fully Bayesian treatment of a hierarchical model wherein the parameters at the highest level of the hierarchy are ...

  9. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    Poisson distribution, for the number of occurrences of a Poisson-type event in a given period of time; Exponential distribution, for the time before the next Poisson-type event occurs; Gamma distribution, for the time before the next k Poisson-type events occur