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Bayesian Analysis of Stochastic Process Models
book

Bayesian Analysis of Stochastic Process Models

by David Insua, Fabrizio Ruggeri, Mike Wiper
May 2012
Intermediate to advanced content levelIntermediate to advanced
332 pages
8h 39m
English
Wiley
Content preview from Bayesian Analysis of Stochastic Process Models

Appendix A

Main distributions

This appendix provides the probability mass function or density function, mean and variance, when appropriate, of the random variables used in this text. Further details of some of the less well-known distributions are also given. For full information about the properties of statistical distributions, see, e.g., Forbes et al. (2011).

Discrete distributions

Binomial

X ∼ Bi(n, p) if

Unnumbered Display Equation

where inlineappendixa001.gif and 0 ≤ p ≤ 1.

Unnumbered Display Equation

Discrete uniform

X ∼ DU[a, b] if

Unnumbered Display Equation

where inlineappendixa002.gif and b=a+n for some inlineappendixa003.gif.

Unnumbered Display Equation

Geometric

X ∼ Ge(p) if

Unnumbered Display Equation

where 0 ≤ p ≤ 1.

Unnumbered Display Equation

Negative binomial

X ∼ NBi(r, p) if

where r>0 and 0 ≤

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Publisher Resources

ISBN: 9781118304037Purchase book