各统计分布之间关的系整理.docx

我见过的最好的各统计分布之间关系的整理来源：?孙昊宇的日志?Diagram of distribution relationshipsProbability distributions have a surprising number inter-connections. A dashed line in the chart below indicates an approximate (limit) relationship between two distribution families. A solid line indicates an exact relationship: special case, sum, or transformation.Click on a distribution?for the parameterization of that distribution.?Click on an arrow?for details on the relationship represented by the arrow. Other diagrams on this site:??The chart above is adapted from the chart originally published by Lawrence Leemis in 1986 (Relationships Among Common Univariate Distributions, American Statistician 40:143-146.) Leemis published a larger chart in 2008 which is available?online.ParameterizationsThe precise relationships between distributions depend on parameterization. The relationships detailed below depend on the following parameterizations for the PDFs.Let C(n, k) denote the?binomial coefficient(n, k) and B(a, b) = Γ(a) Γ(b) / Γ(a + b).Geometric: f(x) = p (1-p)x?for non-negative integers x.Discrete uniform: f(x) = 1/n for x = 1, 2, ..., n.Negative binomial: f(x) = C(r + x - 1, x) pr(1-p)x?for non-negative integers x. See?notes on the negative binomial distribution.Beta binomial: f(x) = C(n, x) B(α + x, n + β - x) / B(α, β) for x = 0, 1, ..., n.Hypergeometric: f(x) = C(M, x) C(N-M, K - x) / C(N, K) for x = 0, 1, ..., N.Poisson: f(x) = exp(-λ) λx/ x! for non-negative integers x. The parameter λ is both the mean and the variance.Binomial: f(x) = C(n, x) px(1 - p)n-x?for x = 0, 1, ..., n.Bernoulli: f(x) = px(1 - p)1-x?where x = 0 or 1.Lognormal: f(x) = (2πσ2)-1/2?exp( -(log(x) - μ)2/ 2σ2) / x for positive x. Note that μ and σ2are not the mean and variance of the distribution.Normal?: f(x) = (2π σ2)-1/2?exp( - ?((x - μ)/σ)2?) for all x.Beta: f(x) = Γ(α + β) xα-1(1 - x)β-1?/ (Γ(α) Γ(β)) for 0 ≤ x ≤ 1.Standard normal: f(x) = (2π)-1/2?exp( -x2/2) for all x.Chi-squared: f(x) = x-ν/2-1?exp(-x/2) / Γ(ν/2)