distributions#

Base Class#

Name

Description

BaseDistribution

Bare-bones class for statistical distributions to provide consistent methods.

Derived Distributions#

Name

Description

PDF function

ArcSineDistribution

ArcSine distribution.

\(\dfrac{1}{\pi\sqrt{x(1-x)}}\)

BetaDistribution

Beta distribution.

\(\dfrac{1}{B(\alpha,\beta)}x^{\alpha-1}(1-x)^{\beta-1}\)

ChiSquareDistribution

ChiSquare distribution.

\(\dfrac{1}{2^{k/2}\Gamma(k/2)}x^{\frac{k}{2}-1}\exp\left[-\dfrac{x}{2}\right]\)

ExponentialDistribution

Exponential distribution.

\(\lambda\exp\left[-\lambda x\right]\)

FoldedNormalDistribution

Folded Normal distribution.

\(\dfrac{1}{\sqrt{2\pi}\sigma}\exp\left[-\dfrac{(x-\mu)^2}{2\sigma^2}\right] + \dfrac{1}{\sqrt{2\pi}\sigma}\exp\left[-\dfrac{(x+\mu)^2}{2\sigma^2}\right]\)

GammaDistributionSS

Gamma distribution with shape-scale parameterization.

\(\dfrac{1}{\Gamma(\alpha)\theta^\alpha}x^{\alpha - 1}\exp\left[-\dfrac{x}{\theta}\right]\)

GammaDistributionSR

Gamma distribution with shape-rate parameterization.

\(\dfrac{1}{\Gamma(\alpha)}\lambda^\alpha x^{\alpha - 1}\exp\left[-\lambda x\right]\)

GaussianDistribution

Gaussian distribution.

\(\dfrac{1}{\sqrt{2\pi}\sigma}\exp\left[-\dfrac{(x-\mu)^2}{2\sigma^2}\right]\)

HalfNormalDistribution

Half-Normal distribution.

\(\dfrac{1}{\sigma}\sqrt{\dfrac{2}{\pi}}\exp\left[-\dfrac{x^2}{2\sigma^2}\right]\)

LaplaceDistribution

Laplace distribution.

\(\dfrac{1}{2b}\exp\left[-\dfrac{|x-\mu|}{b}\right]\)

LogNormalDistribution

Log-Normal distribution.

\(\dfrac{1}{x\sigma\sqrt{2\pi}}\exp\left[-\dfrac{(\ln x-\mu)^2}{2\sigma^2}\right]\)

SkewNormalDistribution

Skew-Normal distribution.

\(\dfrac{2}{\sigma}\phi\left[\dfrac{x-\mu}{\sigma}\right]\Phi\left[\alpha\left(\dfrac{x-\mu}{\sigma}\right)\right]\)

UniformDistribution

Uniform distribution.

\(\dfrac{1}{b-a}\ \forall\ x\in[a,b]\ \text{else}\ 0\)

Other functions#

Name

Description

line()

Line function.

linear()

Similar to line().

quadratic()

Quadratic function

cubic()

Cubic function

nth_polynomial()

Polynomial function