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    common-distributions-one-pager

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    common-distributions-one-pager

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    of 1

    List of common distributions

    Geometric(x|✓) = ✓(1 ✓)x 1(x 2 {0, 1, 2, . . .}) for 0 < ✓ < 1

    Bernoulli(x|✓) = ✓x (1 ✓)1 x
    1(x 2 {0, 1}) for 0 < ✓ < 1
    ✓ ◆
    n x
    Binomial(x|n, ✓) = ✓ (1 ✓)n x
    1(x 2 {0, 1, . . . , n}) for 0 < ✓ < 1
    x

    e ✓ ✓x
    Poisson(x|✓) = 1(x 2 {0, 1, 2, . . .}) for ✓ > 0
    x!

    ✓x
    Exp(x|✓) = ✓e 1(x > 0) for ✓ > 0

    1
    Uniform(x|a, b) = 1(a < x < b) for a < b
    b a

    ba a 1 bx
    Gamma(x|a, b = rate) = x e 1(x > 0) for a, b > 0,
    (a)

    1
    Gamma(x|a, b = scale) = xa 1
    e x/b
    1(x > 0) for a, b > 0,
    ba (a)

    ↵c↵
    Pareto(x|↵, c) = 1(x > c) for ↵, c > 0
    x↵+1

    1
    Beta(x|a, b) = xa 1
    (1 x)b 1
    1(0 < x < 1) for a, b > 0
    B(a, b)

    2 1
    N (x|µ, )= p exp 2
    1
    2 (x µ)2 for µ 2 R, 2 >0
    2⇡ 2

    r
    1
    N (x|µ, )= exp 1
    2 (x µ)2 for µ 2 R, >0
    2⇡

    1 1 1
    N (x|µ, C) = exp 2 (x µ)T C (x µ) for µ 2 Rd , C 2 Rd⇥d symmetric
    (2⇡)d/2 |C|1/2
    positive definite.

    Other distributions
    Suppose ⌃ ⇠ inverseWishart(vo , So 1 ), then
    (vo +p+1)/2 1
    p(⌃) / |⌃| exp { tr(So ⌃ )/2}.

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