A Collection of Probability Distributions.

Abstract

A large number of probability distributions, with at least the first four moments known and methods of obtaining cumulative distribution functions or percentage points available, is presented. They do not include the common statistical distributions, such as the normal. chi-squared, t, F, gamma, beta and Johnson distributions. There are 395 distributions, from 20 different families; the parameters were chosen to cover a large area of the plane. The purpose of making the collection was to use the distributions to assess the accuracy of various methods of approximating densities, and they should be useful in similar studies. Keywords include: Densities; Density approximations; Moments; Statistical distributions.

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Document Details

Document Type
Technical Report
Publication Date
Feb 27, 1985
Accession Number
ADA153128

Entities

People

  • C. S. Davis
  • M. A. Stephens

Organizations

  • Stanford University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Computational Science
  • Computations
  • Distribution Functions
  • Integrals
  • Military Research
  • Normal Distribution
  • Numbers
  • Order Statistics
  • Probability
  • Probability Density Functions
  • Probability Distributions
  • Random Variables
  • Standards
  • Statistical Distributions
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Regression Analysis.