Relationships Among Probability Distributions
In probability theory and statistics, there are several relationships among probability distributions. These relations can be categorized in the following groups:
- One distribution is a special case of another with a broader parameter space
- Transforms (function of a random variable);
- Combinations (function of several variables);
- Approximation (limit) relationships;
- Compound relationships (useful for Bayesian inference);
- Duality;
- Conjugate priors.
Read more about Relationships Among Probability Distributions: Special Case of Distribution Parametrization, Approximate (limit) Relationships, Compound (or Bayesian) Relationships, See Also
Famous quotes containing the word probability:
“The probability of learning something unusual from a newspaper is far greater than that of experiencing it; in other words, it is in the realm of the abstract that the more important things happen in these times, and it is the unimportant that happens in real life.”
—Robert Musil (1880–1942)