Appendix A

Standard probability distributions

Tables A.1 and A.2 present notation, probability density functions, parameter descriptions, means, modes, and standard deviations for several standard probability distributions. We use the standard notation θ for the random variable (or random vector), except in the case of the Wishart and inverse-Wishart, for which we use W for the random matrix, and LKJ correlation, for which we use σ for a correlation matrix.

Realistic distributions for complicated multivariate models, including hierarchical and ...

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