Category: Conjugate prior distributions

Complex Wishart distribution
In statistics, the complex Wishart distribution is a complex version of the Wishart distribution. It is the distribution of times the sample Hermitian covariance matrix of zero-mean independent Gaussi
Grouped Dirichlet distribution
In statistics, the grouped Dirichlet distribution (GDD) is a multivariate generalization of the Dirichlet distribution It was first described by Ng et al. 2008. The Grouped Dirichlet distribution aris
Inverse-Wishart distribution
In statistics, the inverse Wishart distribution, also called the inverted Wishart distribution, is a probability distribution defined on real-valued positive-definite matrices. In Bayesian statistics
Beta distribution
In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] in terms of two positive parameters, denoted by alpha (α)
Conjugate prior
In Bayesian probability theory, if the posterior distribution is in the same probability distribution family as the prior probability distribution , the prior and posterior are then called conjugate d
Dirichlet distribution
In probability and statistics, the Dirichlet distribution (after Peter Gustav Lejeune Dirichlet), often denoted , is a family of continuous multivariate probability distributions parameterized by a ve
Gamma distribution
In probability theory and statistics, the gamma distribution is a two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and chi-square distri
Inverse-gamma distribution
In probability theory and statistics, the inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of the recip
Exponential distribution
In probability theory and statistics, the exponential distribution is the probability distribution of the time between events in a Poisson point process, i.e., a process in which events occur continuo
Complex inverse Wishart distribution
The complex inverse Wishart distribution is a matrix probability distribution defined on complex-valued positive-definite matrices and is the complex analog of the real inverse Wishart distribution. T
Poisson distribution
In probability theory and statistics, the Poisson distribution is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time o
Inverted Dirichlet distribution
In statistics, the inverted Dirichlet distribution is a multivariate generalization of the beta prime distribution, and is related to the Dirichlet distribution. It was first described by Tiao and Cut
Generalized Dirichlet distribution
In statistics, the generalized Dirichlet distribution (GD) is a generalization of the Dirichlet distribution with a more general covariance structure and almost twice the number of parameters. Random
Normal-Wishart distribution
In probability theory and statistics, the normal-Wishart distribution (or Gaussian-Wishart distribution) is a multivariate four-parameter family of continuous probability distributions. It is the conj
Normal distribution
In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function i
Normal-gamma distribution
In probability theory and statistics, the normal-gamma distribution (or Gaussian-gamma distribution) is a bivariate four-parameter family of continuous probability distributions. It is the conjugate p
Normal-inverse-Wishart distribution
In probability theory and statistics, the normal-inverse-Wishart distribution (or Gaussian-inverse-Wishart distribution) is a multivariate four-parameter family of continuous probability distributions
Binomial distribution
In probability theory and statistics, the binomial distribution with parameters n and p is the discrete probability distribution of the number of successes in a sequence of n independent experiments,
Beta-binomial distribution
In probability theory and statistics, the beta-binomial distribution is a family of discrete probability distributions on a finite support of non-negative integers arising when the probability of succ
Wishart distribution
In statistics, the Wishart distribution is a generalization to multiple dimensions of the gamma distribution. It is named in honor of John Wishart, who first formulated the distribution in 1928. It is
Bernoulli distribution
In probability theory and statistics, the Bernoulli distribution, named after Swiss mathematician Jacob Bernoulli, is the discrete probability distribution of a random variable which takes the value 1