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| 1 | +--- |
| 2 | +layout: page |
| 3 | +title: "Special: Probability Distributions" |
| 4 | +--- |
| 5 | + |
| 6 | + |
| 7 | +**Proofs** and *Definitions* on [Probability Distributions](/I/ToC#Probability%20Distributions) in the StatProofBook, as of 2021-11-05. |
| 8 | + |
| 9 | +| Distribution | Def | PDF | CDF | QF | MGF | Mean | Med | Mode | Var | Ent | KL | Marg | Cond | Other | |
| 10 | +|:------------ |:--- |:--- |:--- |:-- |:--- |:---- |:--- |:---- |:--- |:--- |:-- |:---- |:---- |:----- | |
| 11 | +| **Univariate<br>discrete<br>distributions** | | | | | | | | | | | | | | | |
| 12 | +| Discrete uniform distribution | *[duni](/D/duni)* | **[duni-pmf](/P/duni-pmf)** | **[duni-cdf](/P/duni-cdf)** | **[duni-qf](/P/duni-qf)** | | | | | | | | | | | |
| 13 | +| Bernoulli distribution | *[bern](/D/bern)* | **[bern-pmf](/P/bern-pmf)** | | | | **[bern-mean](/P/bern-mean)** | | | | | | | | | |
| 14 | +| Binomial distribution | *[bin](/D/bin)* | **[bin-pmf](/P/bin-pmf)** | | | | **[bin-mean](/P/bin-mean)** | | | | | | | | | |
| 15 | +| Poisson distribution | *[poiss](/D/poiss)* | **[poiss-pmf](/P/poiss-pmf)** | | | | **[poiss-mean](/P/poiss-mean)** | | | **[poiss-var](/P/poiss-var)** | | | | | | |
| 16 | +| **Multivariate<br>discrete<br>distributions** | | | | | | | | | | | | | | | |
| 17 | +| Categorical distribution | *[cat](/D/cat)* | **[cat-pmf](/P/cat-pmf)** | | | | **[cat-mean](/P/cat-mean)** | | | | | | | | | |
| 18 | +| Multinomial distribution | *[mult](/D/mult)* | **[mult-pmf](/P/mult-pmf)** | | | | **[mult-mean](/P/mult-mean)** | | | | | | | | | |
| 19 | +| **Univariate<br>continuous<br>distributions** | | | | | | | | | | | | | | | |
| 20 | +| Continuous uniform distribution | *[cuni](/D/cuni)* | **[cuni-pdf](/P/cuni-pdf)** | **[cuni-cdf](/P/cuni-cdf)** | **[cuni-qf](/P/cuni-qf)** | | **[cuni-mean](/P/cuni-mean)** | **[cuni-med](/P/cuni-med)** | **[cuni-mode](/P/cuni-mode)** | | | | | | | |
| 21 | +| Normal distribution | *[norm](/D/norm)*<br>*[snorm](/D/snorm)* | **[norm-pdf](/P/norm-pdf)** | **[norm-cdf](/P/norm-cdf)**<br>**[norm-cdfwerf](/P/norm-cdfwerf)** | **[norm-qf](/P/norm-qf)** | **[norm-mgf](/P/norm-mgf)** | **[norm-mean](/P/norm-mean)** | **[norm-med](/P/norm-med)** | **[norm-mode](/P/norm-mode)** | **[norm-var](/P/norm-var)** | **[norm-dent](/P/norm-dent)**<br>**[norm-maxent](/P/norm-maxent)** | **[norm-kl](/P/norm-kl)** | | | **[norm-snorm](/P/norm-snorm)**<br>**[norm-chi2(/P/norm-chi2)**<br>**[norm-t](/P/norm-t)**<br>**[norm-lincomb](/P/norm-lincomb)**<br>**[norm-gi](/P/norm-gi)**<br>**[norm-fwhm](/P/norm-fwhm)**<br>**[norm-extr](/P/norm-extr)**<br>**[norm-infl](/P/norm-infl)** | |
| 22 | +| t-distribution | *[t](/D/t)*<br>*[nst](/D/nst)* | **[t-pdf](/P/t-pdf)** | | | | | | | | | | | | **[nst-t](/P/nst-t)** | |
| 23 | +| Gamma distribution | *[gam](/D/gam)*<br>*[sgam](/D/sgam)* | **[gam-pdf](/P/gam-pdf)** | **[gam-cdf](/P/gam-cdf)** | **[gam-qf](/P/gam-qf)** | | **[gam-mean](/P/gam-mean)**<br>**[gam-logmean](/P/gam-logmean)**<br>**[gam-xlogx](/P/gam-xlogx)** | | | **[gam-var](/P/gam-var)** | **[gam-dent](/P/gam-dent)** | **[gam-kl](/P/gam-kl)** | | | **[gam-sgam](/P/gam-sgam)** | |
| 24 | +| Exponential distribution | *[exp](/D/exp)* | **[exp-pdf](/P/exp-pdf)** | **[exp-cdf](/P/exp-cdf)** | **[exp-qf](/P/exp-qf)** | | **[exp-mean](/P/exp-mean)** | **[exp-med](/P/exp-med)** | **[exp-mode](/P/exp-mode)** | | | | | | **[exp-gam](/P/exp-gam)** | |
| 25 | +| Chi-squared distribution | *[chi2](/D/chi2)* | **[chi2-pdf](/P/chi2-pdf)** | | | | | | | | | | | | **[chi2-gam](/P/chi2-gam)**<br>**[chi2-mom](/P/chi2-mom)** | |
| 26 | +| F-distribution | *[f](/D/f)* | **[f-pdf](/P/f-pdf)** | | | | | | | | | | | | | |
| 27 | +| Beta distribution | *[beta](/D/beta)* | **[beta-pdf](/P/beta-pdf)** | **[beta-cdf](/P/beta-cdf)** | | **[beta-mgf](/P/beta-mgf)** | **[beta-mean](/P/beta-mean)** | | | **[beta-var](/P/beta-var)** | | | | | | |
| 28 | +| Wald distribution | *[wald](/D/wald)* | **[wald-pdf](/P/wald-pdf)** | | | **[wald-mgf](/P/wald-mgf)** | **[wald-mean](/P/wald-mean)** | | | **[wald-var](/P/wald-var)** | | | | | | |
| 29 | +| **Multivariate<br>continuous<br>distributions** | | | | | | | | | | | | | | | |
| 30 | +| Multivariate normal distribution | *[mvn](/D/mvn)* | **[mvn-pdf](/P/mvn-pdf)** | | | | | | | | **[mvn-dent](/P/mvn-dent)** | **[mvn-kl](/P/mvn-kl)** | **[mvn-marg](/P/mvn-marg)** | **[mvn-cond](/P/mvn-cond)** | **[mvn-ltt](/P/mvn-ltt)**<br>**[mvn-ind](/P/mvn-ind)** | |
| 31 | +| Multivariate t-distribution | *[mvt](/D/mvt)* | | | | | | | | | | | | | **[mvt-f](/P/mvt-f)** | |
| 32 | +| Normal-gamma distribution | *[ng](/D/ng)* | **[ng-pdf](/P/ng-pdf)** | | | | **[ng-mean](/P/ng-mean)** | | | | **[ng-dent](/P/ng-dent)** | **[ng-kl](/P/ng-kl)** | **[ng-marg](/P/ng-marg)** | **[ng-cond](/P/ng-cond)** | | |
| 33 | +| Dirichlet distribution | *[dir](/D/dir)* | **[dir-pdf](/P/dir-pdf)** | | | | | | | | | | | | **[dir-ep](/P/dir-ep)** | |
| 34 | +| **Matrix-variate<br>continuous<br>distributions** | | | | | | | | | | | | | | | |
| 35 | +| Matrix-normal distribution | *[matn](/D/matn)* | **[matn-pdf](/P/matn-pdf)** | | | | | | | | | | | | **[matn-mvn](/P/matn-mvn)**<br>**[matn-ltt](/P/matn-ltt)**<br>**[matn-trans](/P/matn-trans)** | |
| 36 | +| Wishart distribution | *[wish](/D/wish)* | | | | | | | | | | | | | | |
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