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:
“Only in Britain could it be thought a defect to be “too clever by half.” The probability is that too many people are too stupid by three-quarters.”
—John Major (b. 1943)