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A common problem is that of describing the probability distribution of a single, continuous variable. A few distributions, such as the normal and exponential, were discovered in the 1800's or earlier. But about a century ago the great statistician, Karl Pearson, realized that the known probability distributions were not sufficient to handle all of the phenomena then under investigation, and set out to create new distributions with useful properties.
During the 20th century this process continued with abandon and a vast menagerie of distinct mathematical forms were discovered and invented, investigated, analyzed, rediscovered and renamed, all for the purpose of describing the probability of some interesting variable. There are hundreds of named distributions and synonyms in current usage. The apparent diversity is unending and disorienting.
Fortunately, the situation is less confused than it might at first appear. Most common, continuous, univariate, unimodal distributions can be organized into a small number of distinct families, which are all special cases of a single Grand Unified Distribution. This compendium details these hundred or so simple distributions, their properties and their interrelations.
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Subjects
Probabilities, Mathematical statistics, Random variablesShowing 1 featured edition. View all 1 editions?
Edition | Availability |
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1
Field Guide to Continuous Probability Distributions
1 April, 2019, Berkeley Institute for Theoretical Science
Hardcover
in English
- First edition
1733938109 9781733938105
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- Created December 14, 2021
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December 14, 2021 | Edited by Kaustubh Chakraborty | Added new book |
December 14, 2021 | Edited by Kaustubh Chakraborty | Added new cover |
December 14, 2021 | Created by Kaustubh Chakraborty | Added new book. |