Generalised Hyperbolic Distribution - Related Distributions

Related Distributions

has a Student's t-distribution with degrees of freedom.
has a hyperbolic distribution.

has a normal-inverse Gaussian distribution (NIG).
normal-inverse chi-squared distribution
normal-inverse gamma distribution (NI)

has a variance-gamma distribution.

Probability distributions

Discrete univariate with finite support

Benford Bernoulli Beta-binomial binomial categorical hypergeometric Poisson binomial Rademacher discrete uniform Zipf Zipf-Mandelbrot

Discrete univariate with infinite support

beta negative binomial Boltzmann Conway–Maxwell–Poisson discrete phase-type Delaporte extended negative binomial Gauss–Kuzmin geometric logarithmic negative binomial parabolic fractal Poisson Skellam Yule–Simon zeta

Continuous univariate supported on a bounded interval, e.g.

Arcsine ARGUS Balding-Nichols Bates Beta Beta rectangular Irwin–Hall Kumaraswamy logit-normal Noncentral beta raised cosine triangular U-quadratic uniform Wigner semicircle

Continuous univariate supported on a semi-infinite interval, usually [0,∞)

Benini
Benktander 1st kind
Benktander 2nd kind
Beta prime
Bose–Einstein
Burr
chi-squared
chi
Coxian
Dagum
Davis
Erlang
exponential
F
Fermi–Dirac
folded normal
Fréchet
Gamma
generalized inverse Gaussian
half-logistic
half-normal
Hotelling's T-squared
hyper-exponential
hypoexponential
inverse chi-squared (scaled inverse chi-squared)
inverse Gaussian
inverse gamma
Kolmogorov
Lévy
log-Cauchy
log-Laplace
log-logistic
log-normal
Maxwell–Boltzmann
Maxwell speed
Mittag–Leffler
Nakagami
noncentral chi-squared
Pareto
phase-type
Rayleigh
relativistic Breit–Wigner
Rice
Rosin–Rammler
shifted Gompertz
truncated normal
type-2 Gumbel
Weibull
Wilks' lambda

Continuous univariate supported on the whole real line (−∞, ∞)

Cauchy exponential power Fisher's z generalized normal generalized hyperbolic geometric stable Gumbel Holtsmark hyperbolic secant Landau Laplace Linnik logistic noncentral t normal (Gaussian) normal-inverse Gaussian skew normal slash stable Student's t type-1 Gumbel variance-gamma Voigt

Continuous univariate with support whose type varies

generalized extreme value generalized Pareto Tukey lambda q-Gaussian q-exponential shifted log-logistic

Mixed continuous-discrete univariate distributions

rectified Gaussian

Multivariate (joint)

Discrete: Ewens; multinomial; Dirichlet-multinomial; negative multinomial

Continuous: Dirichlet; Generalized Dirichlet; multivariate normal; Multivariate stable; multivariate Student; normal-scaled inverse gamma; normal-gamma

Matrix-valued: inverse matrix gamma; inverse-Wishart; matrix normal; matrix t; matrix gamma; normal-inverse-Wishart; normal-Wishart; Wishart

Directional

Univariate (circular) directional: Circular uniform; univariate von Mises; wrapped normal; wrapped Cauchy; wrapped exponential; wrapped Lévy

Bivariate (spherical): Kent
Bivariate (toroidal): bivariate von Mises

Multivariate: von Mises–Fisher; Bingham

Degenerate and singular

Degenerate: discrete degenerate; Dirac delta function

Singular: Cantor

Families

Circular compound Poisson elliptical exponential natural exponential location-scale maximum entropy mixture Pearson Tweedie wrapped

Read more about this topic: Generalised Hyperbolic Distribution

Famous quotes containing the word related:

“A parent who from his own childhood experience is convinced of the value of fairy tales will have no difficulty in answering his child’s questions; but an adult who thinks these tales are only a bunch of lies had better not try telling them; he won’t be able to related them in a way which would enrich the child’s life.”
—Bruno Bettelheim (20th century)