The normal-inverse Gaussian distribution (NIG, also known as the normal-Wald distribution) is a continuous probability distribution that is defined as...

theory, the inverse Gaussian distribution (also known as the Wald distribution) is a two-parameter family of continuous probability distributions with support...

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

distribution The half-normal distribution Hotelling's T-squared distribution The inverse Gaussian distribution, also known as the Wald distribution The...

probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable...

probability theory and statistics, the normal-inverse-Wishart distribution (or Gaussian-inverse-Wishart distribution) is a multivariate four-parameter family...

probability theory and statistics, the normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate...

normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution...

generalized normal distribution (GND) or generalized Gaussian distribution (GGD) is either of two families of parametric continuous probability distributions on...

variance-mean mixture where the mixing distribution is the generalized inverse Gaussian distribution (GIG). Its probability density function (see the box) is given...

In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally...

Equivalently, this distribution results from compounding a Gaussian distribution with a scaled-inverse-chi-squared distribution with parameters ν {\displaystyle...

exponentially modified Gaussian distribution (EMG, also known as exGaussian distribution) describes the sum of independent normal and exponential random...

statistics, the normal-gamma distribution (or Gaussian-gamma distribution) is a bivariate four-parameter family of continuous probability distributions. It is...

matrix of a multivariate normal distribution. We say X {\displaystyle \mathbf {X} } follows an inverse Wishart distribution, denoted as X ∼ W − 1 ( Ψ...

random variables has a multivariate normal distribution. The distribution of a Gaussian process is the joint distribution of all those (infinitely many) random...

Half-t distribution Truncated normal distribution Folded normal distribution Rectified Gaussian distribution Gelman, A. (2006), "Prior distributions for...

South Khorasan, romanized as Nig Nikunau Airport (IATA: NIG) Normal-inverse Gaussian distribution Nigg (disambiguation) This disambiguation page lists articles...

matrix normal distribution or matrix Gaussian distribution is a probability distribution that is a generalization of the multivariate normal distribution to...

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

_{0}^{\infty }\exp(sv)g(v)\,dv.} Normal-inverse Gaussian distribution Variance-gamma distribution Generalised hyperbolic distribution O.E Barndorff-Nielsen, J...

standard normal random variables. The chi-squared distribution χ k 2 {\displaystyle \chi _{k}^{2}} is a special case of the gamma distribution and the...

a conjugate prior for several inverse scale parameters, facilitating analytical tractability in posterior distribution computations. The probability density...

In probability and statistics, the truncated normal distribution is the probability distribution derived from that of a normally distributed random variable...

Boltzmann–Gibbs entropy or Shannon entropy. The normal distribution is recovered as q → 1. The q-Gaussian has been applied to problems in the fields of...

mixture distribution. Normal distribution (Gaussian distribution), for a single such quantity; the most commonly used absolutely continuous distribution Log-normal...

EM-algorithm. Gaussian scale mixtures: Compounding a normal distribution with variance distributed according to an inverse gamma distribution (or equivalently...

logit-normal distribution is a probability distribution of a random variable whose logit has a normal distribution. If Y is a random variable with a normal...

Tweedie distributions are a family of probability distributions which include the purely continuous normal, gamma and inverse Gaussian distributions, the...

\end{aligned}}} The inverse of Φ is known as the normal quantile function, or probit function and may be expressed in terms of the inverse error function as...