probability theory and statistics, the generalized multivariate log-gamma (G-MVLG) distribution is a multivariate distribution introduced by Demirhan and Hamurkaroglu...

The symmetric generalized normal distribution, also known as the exponential power distribution or the generalized error distribution, is a parametric...

Theory related to the generalized multivariate log-gamma distribution provides a multivariate version of the Gumbel distribution. Gumbel has shown that...

multinomial distribution, a generalization of the beta negative binomial distribution. The generalized multivariate log-gamma distribution The Marshall–Olkin...

The gamma distribution is a special case of the generalized gamma distribution, the generalized integer gamma distribution, and the generalized inverse...

{\displaystyle \psi _{p}} is the multivariate digamma function (the derivative of the log of the multivariate gamma function). The following variance...

theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the...

normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions. It is...

distribution (or binomial distribution, depending on exactly how the problem is phrased) and a log-odds (or logit) link function. In a generalized linear model (GLM)...

Scaled inverse chi-squared distribution Gamma distribution Generalized chi-squared distribution Noncentral chi-squared distribution Pearson's chi-squared test...

continuous multivariate probability distributions parameterized by a vector α of positive reals. It is a multivariate generalization of the beta distribution, hence...

2004.834013. Rootzén, Holger; Tajvidi, Nader (2006). "Multivariate generalized Pareto distributions". Bernoulli. 12 (5): 917–30. CiteSeerX 10.1.1.145.2991...

incidence of outliers in (just) one direction. Generalized normal distribution Log-normal distribution O'Hagan, A.; Leonard, Tom (1976). "Bayes estimation...

π γ ) {\displaystyle H(\gamma )=\int _{0}^{1}\log \,(Q'(p;\gamma ))\,\mathrm {d} p=\log(4\pi \gamma )} The Cauchy distribution is the maximum entropy probability...

logistic distribution Generalized method of moments Generalized multidimensional scaling Generalized multivariate log-gamma distribution Generalized normal...

of log(x) without a subscript base should be interpreted as a natural logarithm, also commonly written as ln(x) or loge(x). In mathematics, the gamma function...

of probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables...

elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. In the simplified...

In mathematics, the multivariate gamma function Γp is a generalization of the gamma function. It is useful in multivariate statistics, appearing in the...

κ-exponential distribution in the κ = 0 {\displaystyle \kappa =0} case. Exponential distribution is a limit of the κ-Generalized Gamma distribution in the α...

Laplace distribution minimised the absolute deviation from the median. Generalized normal distribution#Symmetric version Multivariate Laplace distribution Besov...

{\displaystyle 1} . Like the univariate generalized beta distribution, the multivariate generalized beta includes several distributions in its family as special cases...

{\text{Beta}}(\alpha ,\beta )} , then Y = log ⁡ X 1 − X {\displaystyle Y=\log {\frac {X}{1-X}}} has a generalized logistic distribution, with density σ ( y ) α σ (...

inverse of the covariance matrix of a multivariate normal distribution; generalization of the gamma distribution The cache language models and other statistical...

statistics, the generalized inverse Gaussian distribution (GIG) is a three-parameter family of continuous probability distributions with probability...

Γ {\displaystyle \Gamma } , and the relation matrix C {\displaystyle C} . The standard complex normal is the univariate distribution with μ = 0 {\displaystyle...

D_{u}^{2}\log C(\cdot )\right|}_{\boldsymbol {\gamma }}\\[1ex]&={\left.D_{u}\left({\frac {D_{u}C(\cdot )}{C(\cdot )}}\right)\right|}_{\boldsymbol {\gamma }}={\left...

( log ⁡ λ , 1 / k ) {\displaystyle G\sim \mathrm {Gumbel} _{\min }(\log \lambda ,1/k)} . A Weibull distribution is a generalized gamma distribution with...

or the log_gamma function in Fortran 2008 and later. Some computing languages provide built-in functions to evaluate the Poisson distribution, namely...

hypersphere, see: projected normal distribution § note on density definition. Starting from a multivariate normal distribution with isotropic covariance κ −...