# Category: Compound probability distributions

Rayleigh mixture distribution
In probability theory and statistics a Rayleigh mixture distribution is a weighted mixture of multiple probability distributions where the weightings are equal to the weightings of a Rayleigh distribu
Beta rectangular distribution
In probability theory and statistics, the beta rectangular distribution is a probability distribution that is a finite mixture distribution of the beta distribution and the continuous uniform distribu
Compound probability distribution
In probability and statistics, a compound probability distribution (also known as a mixture distribution or contagious distribution) is the probability distribution that results from assuming that a r
Laplace distribution
In probability theory and statistics, the Laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also sometimes called the double exponential distributio
Compound Poisson distribution
In probability theory, a compound Poisson distribution is the probability distribution of the sum of a number of independent identically-distributed random variables, where the number of terms to be a
Lomax distribution
The Lomax distribution, conditionally also called the Pareto Type II distribution, is a heavy-tail probability distribution used in business, economics, actuarial science, queueing theory and Internet
Dirichlet-multinomial distribution
In probability theory and statistics, the Dirichlet-multinomial distribution is a family of discrete multivariate probability distributions on a finite support of non-negative integers. It is also cal
Mixed Poisson distribution
A mixed Poisson distribution is a univariate discrete probability distribution in stochastics. It results from assuming that the conditional distribution of a random variable, given the value of the r
Slash distribution
In probability theory, the slash distribution is the probability distribution of a standard normal variate divided by an independent standard uniform variate. In other words, if the random variable Z
Student's t-distribution
In probability and statistics, Student's t-distribution (or simply the t-distribution) is any member of a family of continuous probability distributions that arise when estimating the mean of a normal
Panjer recursion
The Panjer recursion is an algorithm to compute the probability distribution approximation of a compound random variablewhere both and are random variables and of special types. In more general cases
Mixture (probability)
In probability theory and statistics, a mixture is a probabilistic combination of two or more probability distributions. The concept arises mostly in two contexts: * A mixture defining a new probabil
Exponentially modified Gaussian distribution
In probability theory, an exponentially modified Gaussian distribution (EMG, also known as exGaussian distribution) describes the sum of independent normal and exponential random variables. An exGauss
Beta negative binomial distribution
In probability theory, a beta negative binomial distribution is the probability distribution of a discrete random variable equal to the number of failures needed to get successes in a sequence of inde
Beta prime distribution
In probability theory and statistics, the beta prime distribution (also known as inverted beta distribution or beta distribution of the second kind) is an absolutely continuous probability distributio
K-distribution
In probability and statistics, the generalized K-distribution is a three-parameter family of continuous probability distributions. The distribution arises by compounding two gamma distributions. In ea
Negative binomial distribution
In probability theory and statistics, the negative binomial distribution is a discrete probability distribution that models the number of failures in a sequence of independent and identically distribu
Delaporte distribution
The Delaporte distribution is a discrete probability distribution that has received attention in actuarial science. It can be defined using the convolution of a negative binomial distribution with a P
Normal variance-mean mixture
In probability theory and statistics, a normal variance-mean mixture with mixing probability density is the continuous probability distribution of a random variable of the form where , and are real nu
Beta-binomial distribution
In probability theory and statistics, the beta-binomial distribution is a family of discrete probability distributions on a finite support of non-negative integers arising when the probability of succ
Normal-exponential-gamma distribution
In probability theory and statistics, the normal-exponential-gamma distribution (sometimes called the NEG distribution) is a three-parameter family of continuous probability distributions. It has a lo
Yule–Simon distribution
In probability and statistics, the Yule–Simon distribution is a discrete probability distribution named after Udny Yule and Herbert A. Simon. Simon originally called it the Yule distribution. The prob