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 ≤

Get Bayesian Analysis of Stochastic Process Models now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.