Probability distributions

Work in progress: Most of the pages linked here are not yet available.

Univariate Normal and conjugates

• Univariate Normal
• Gamma
• Inverse-Gamma
• Normal-Gamma
• Normal-Inverse-Gamma

Multivariate Normal and conjugates

• Multivariate Normal
• Wishart
• Inverse-Wishart
• Normal-Wishart
• Normal-Inverse-Wishart

Binary trials and conjugates

• Bernoulli
• Binomial
• Negative-Binomial
• Geometric
• Beta

n-ary trials and conjugates

• Categorical
• Multinomial
• Dirichlet

Exponential family

Univariate

• Exponential
• Univariate Normal
• Gamma
• Inverse-Gamma
• Beta
• Geometric
• Chi-squared

Multivariate

• Multivariate Normal
• Wishart
• Inverse-Wishart
• Dirichlet

Categorical

• Bernoulli
• Categorical
• Poisson
• Binomial (with fixed number of trials)
• Negative-Binomial (with fixed number of failures)
• Multinomial (with fixed number of trials)

---

Created by Yaël Balbastre on 6 April 2018. Last edited on 9 April 2018.

---