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List of probability distributions

Many probability distributions that are important in theory or applications have been given specific names.

Contents

Discrete distributionsEdit

With finite supportEdit

With infinite supportEdit

Continuous distributionsEdit

Supported on a bounded intervalEdit

Supported on intervals of length 2π – directional distributionsEdit

Supported on semi-infinite intervals, usually [0,∞)Edit

Supported on the whole real lineEdit

With variable supportEdit

  • The generalized extreme value distribution has a finite upper bound or a finite lower bound depending on what range the value of one of the parameters of the distribution is in (or is supported on the whole real line for one special value of the parameter
  • The generalized Pareto distribution has a support which is either bounded below only, or bounded both above and below
  • The Tukey lambda distribution is either supported on the whole real line, or on a bounded interval, depending on what range the value of one of the parameters of the distribution is in.
  • The Wakeby distribution

Mixed discrete/continuous distributionsEdit

Joint distributionsEdit

For any set of independent random variables the probability density function of their joint distribution is the product of their individual density functions.

Two or more random variables on the same sample spaceEdit

Matrix-valued distributionsEdit

Non-numeric distributionsEdit

Miscellaneous distributionsEdit

See alsoEdit