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Relationships among probability distributions : ウィキペディア英語版 | 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. ==Special case of distribution parametrization==
* A binomial (n, p) random variable with n = 1, is a Bernoulli (p) random variable. * A negative binomial distribution with r = 1 is a geometric distribution. * A gamma distribution with shape parameter α = 1 and scale parameter β is an exponential (β) distribution. * A gamma (α, β) random variable with α = ν/2 and β = 2, is a chi-squared random variable with ν degrees of freedom. * A chi-squared distribution with 2 degrees of freedom is an exponential distribution with mean 2 and vice versa. * A Weibull (1, β) random variable is an exponential random variable with mean β. * A beta random variable with parameters α = β = 1 is a uniform random variable. * A beta-binomial (n, 1, 1) random variable is a discrete uniform random variable over the values 0 ... n. * A random variable with a t distribution with one degree of freedom is a Cauchy(0,1) random variable.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Relationships among probability distributions」の詳細全文を読む
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