Category: Infinitely divisible probability distributions

Infinite divisibility (probability)
In probability theory, a probability distribution is infinitely divisible if it can be expressed as the probability distribution of the sum of an arbitrary number of independent and identically distri
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
Geometric distribution
In probability theory and statistics, the geometric distribution is either one of two discrete probability distributions: * The probability distribution of the number X of Bernoulli trials needed to
Variance-gamma distribution
The variance-gamma distribution, generalized Laplace distribution or Bessel function distribution is a continuous probability distribution that is defined as the normal variance-mean mixture where the
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
Inverse Gaussian distribution
In probability theory, the inverse Gaussian distribution (also known as the Wald distribution) is a two-parameter family of continuous probability distributions with support on (0,∞). Its probability
Erlang distribution
The Erlang distribution is a two-parameter family of continuous probability distributions with support . The two parameters are: * a positive integer the "shape", and * a positive real number the "r
Gamma distribution
In probability theory and statistics, the gamma distribution is a two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and chi-square distri
Degenerate distribution
In mathematics, a degenerate distribution is, according to some, a probability distribution in a space with support only on a manifold of lower dimension, and according to others a distribution with s
Poisson distribution
In probability theory and statistics, the Poisson distribution is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time o
Chi-squared distribution
In probability theory and statistics, the chi-squared distribution (also chi-square or -distribution) with degrees of freedom is the distribution of a sum of the squares of independent standard normal
Skellam distribution
The Skellam distribution is the discrete probability distribution of the difference of two statistically independent random variables and each Poisson-distributed with respective expected values and .
Exponential distribution
In probability theory and statistics, the exponential distribution is the probability distribution of the time between events in a Poisson point process, i.e., a process in which events occur continuo
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