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词条 Univariate distribution
释义

  1. Examples

  2. See also

  3. References

  4. Further reading

In statistics, a univariate distribution is a probability distribution of only one random variable. This is in contrast to a multivariate distribution, the probability distribution of a random vector (consisting of multiple random variables).

Examples

One of the simplest examples of a discrete univariate distribution is the discrete uniform distribution, where all elements of a finite set are equally likely. It is the probability model for the outcomes of tossing a fair coin, rolling a fair die, etc. The univariate continuous uniform distribution on an interval [a, b] has the property that all sub-intervals of the same length are equally likely.

Other examples of discrete univariate distributions include the binomial, geometric, negative binomial, and Poisson distributions.[1] At least 750 univariate discrete distributions have been reported in the literature.[2]

Examples of commonly applied continuous univariate distributions[3] include the normal distribution, Student's t distribution, chisquare distribution, F distribution, exponential and gamma distributions.

See also

  • Univariate
  • Bivariate distribution
  • List of probability distributions

References

1. ^Johnson, N.L., Kemp, A.W., and Kotz, S. (2005) Discrete Univariate Distributions, 3rd Edition, Wiley, {{ISBN|978-0-471-27246-5}}.
2. ^Wimmer G, Altmann G (1999) Thesaurus of univariate discrete probability distributions. STAMM Verlag GmbH Essen, 1st ed XXVII {{ISBN|3-87773-025-6}}
3. ^Johnson N.L., Kotz S, Balakrishnan N. (1994) Continuous Univariate Distributions Vol 1. Wiley Series in Probability and Statistics.

Further reading

  • {{Cite journal | last1 = Leemis | first1 = L. M. | last2 = McQueston | first2 = J. T. | doi = 10.1198/000313008X270448 | title = Univariate Distribution Relationships| journal = The American Statistician | volume = 62 | pages = 45–53| url = http://www.math.wm.edu/~leemis/2008amstat.pdf| year = 2008| pmid = | pmc = }}
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1 : Types of probability distributions

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