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Template:Infobox probability distribution

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Template documentation[view] [edit] [history] [purge]

Example

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Normal distribution
Probability density function
The red curve is the standard normal distribution
Cumulative distribution function
Notation N ( μ , σ 2 ) {\displaystyle {\mathcal {N}}(\mu ,\sigma ^{2})} {\displaystyle {\mathcal {N}}(\mu ,\sigma ^{2})}
Parameters μ R {\displaystyle \mu \in \mathbb {R} } {\displaystyle \mu \in \mathbb {R} } = mean (location)
σ 2 > 0 {\displaystyle \sigma ^{2}>0} {\displaystyle \sigma ^{2}>0} = variance (squared scale)
Support x R {\displaystyle x\in \mathbb {R} } {\displaystyle x\in \mathbb {R} }
PDF 1 σ 2 π e 1 2 ( x μ σ ) 2 {\displaystyle {\frac {1}{\sigma {\sqrt {2\pi }}}}e^{-{\frac {1}{2}}\left({\frac {x-\mu }{\sigma }}\right)^{2}}} {\displaystyle {\frac {1}{\sigma {\sqrt {2\pi }}}}e^{-{\frac {1}{2}}\left({\frac {x-\mu }{\sigma }}\right)^{2}}}
CDF 1 2 [ 1 + erf ( x μ σ 2 ) ] {\displaystyle {\frac {1}{2}}\left[1+\operatorname {erf} \left({\frac {x-\mu }{\sigma {\sqrt {2}}}}\right)\right]} {\displaystyle {\frac {1}{2}}\left[1+\operatorname {erf} \left({\frac {x-\mu }{\sigma {\sqrt {2}}}}\right)\right]}
Quantile μ + σ 2 erf 1 ( 2 p 1 ) {\displaystyle \mu +\sigma {\sqrt {2}}\operatorname {erf} ^{-1}(2p-1)} {\displaystyle \mu +\sigma {\sqrt {2}}\operatorname {erf} ^{-1}(2p-1)}
Mean μ {\displaystyle \mu } {\displaystyle \mu }
Median μ {\displaystyle \mu } {\displaystyle \mu }
Mode μ {\displaystyle \mu } {\displaystyle \mu }
Variance σ 2 {\displaystyle \sigma ^{2}} {\displaystyle \sigma ^{2}}
MAD σ 2 erf 1 ( 1 / 2 ) {\displaystyle \sigma {\sqrt {2}},円\operatorname {erf} ^{-1}(1/2)} {\displaystyle \sigma {\sqrt {2}},円\operatorname {erf} ^{-1}(1/2)}
AAD σ 2 / π {\displaystyle \sigma {\sqrt {2/\pi }}} {\displaystyle \sigma {\sqrt {2/\pi }}}
Skewness 0 {\displaystyle 0} {\displaystyle 0}
Excess kurtosis 0 {\displaystyle 0} {\displaystyle 0}
Entropy 1 2 log ( 2 π e σ 2 ) {\displaystyle {\frac {1}{2}}\log(2\pi e\sigma ^{2})} {\displaystyle {\frac {1}{2}}\log(2\pi e\sigma ^{2})}
MGF exp ( μ t + σ 2 t 2 / 2 ) {\displaystyle \exp(\mu t+\sigma ^{2}t^{2}/2)} {\displaystyle \exp(\mu t+\sigma ^{2}t^{2}/2)}
CF exp ( i μ t σ 2 t 2 / 2 ) {\displaystyle \exp(i\mu t-\sigma ^{2}t^{2}/2)} {\displaystyle \exp(i\mu t-\sigma ^{2}t^{2}/2)}
Fisher information

I ( μ , σ ) = ( 1 / σ 2 0 0 2 / σ 2 ) {\displaystyle {\mathcal {I}}(\mu ,\sigma )={\begin{pmatrix}1/\sigma ^{2}&0\0円&2/\sigma ^{2}\end{pmatrix}}} {\displaystyle {\mathcal {I}}(\mu ,\sigma )={\begin{pmatrix}1/\sigma ^{2}&0\0円&2/\sigma ^{2}\end{pmatrix}}}

I ( μ , σ 2 ) = ( 1 / σ 2 0 0 1 / ( 2 σ 4 ) ) {\displaystyle {\mathcal {I}}(\mu ,\sigma ^{2})={\begin{pmatrix}1/\sigma ^{2}&0\0円&1/(2\sigma ^{4})\end{pmatrix}}} {\displaystyle {\mathcal {I}}(\mu ,\sigma ^{2})={\begin{pmatrix}1/\sigma ^{2}&0\0円&1/(2\sigma ^{4})\end{pmatrix}}}
Kullback–Leibler divergence 1 2 { ( σ 0 σ 1 ) 2 + ( μ 1 μ 0 ) 2 σ 1 2 1 + 2 ln σ 1 σ 0 } {\displaystyle {1 \over 2}\left\{\left({\frac {\sigma _{0}}{\sigma _{1}}}\right)^{2}+{\frac {(\mu _{1}-\mu _{0})^{2}}{\sigma _{1}^{2}}}-1+2\ln {\sigma _{1} \over \sigma _{0}}\right\}} {\displaystyle {1 \over 2}\left\{\left({\frac {\sigma _{0}}{\sigma _{1}}}\right)^{2}+{\frac {(\mu _{1}-\mu _{0})^{2}}{\sigma _{1}^{2}}}-1+2\ln {\sigma _{1} \over \sigma _{0}}\right\}}

Usage

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The Template:Infobox probability distribution generates a right-hand side infobox, based on the specified parameters. To use this template, copy the following code in your article and fill in as appropriate:

{{Infobox probability distribution
| name = 
| type = 
| pdf_image = 
| cdf_image = 
| notation = 
| parameters = 
| support = 
| pdf = 
| cdf = 
| quantile = 
| mean = 
| median = 
| mode = 
| variance = 
| mad =
| aad = 
| skewness = 
| kurtosis = 
| entropy = 
| cross_entropy = 
| mgf = 
| cf = 
| pgf = 
| fisher = 
| moments = 
| KLdiv = 
| likelihood = 
| JSDiv = 
}}

Parameters

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  • |name= — Name at the top of the infobox; should be the name of the distribution without the word "distribution" in it, e.g. "Normal", "Exponential" (optional)
  • |type= — possible values are "discrete" (or "mass"), "continuous" (or "density"), and "multivariate"
  • |pdf_image= — probability density image-spec, such as: xxx.svg.
  • |pdf_caption= — probability density image captionn
  • |pdf_image_alt=alternative text for the image in |pdf_image=
  • |cdf_image= — cumulative distribution image-spec, such as: yyy.svg.
  • |cdf_caption= — cumulative distribution image caption
  • |cdf_image_alt=alternative text for the image in |cdf_image=
  • |notation= — typical designation for this distribution, for example N ( μ , σ 2 ) {\displaystyle {\mathcal {N}}(\mu ,\sigma ^{2})} {\displaystyle {\mathcal {N}}(\mu ,\sigma ^{2})}. The notation should include all the distribution parameters explained in the next cell.
  • |parameters= — parameters of the distribution family (such as μ and σ2 for the normal distribution).
  • |support= — the support of the distribution, which may depend on the parameters. Specify this as <math>x \in some set</math> for continuous distributions, and as <math>k \in some set</math> for discrete distributions.
  • |pdf= — probability density function (or probability mass function), such as: <math>\frac{\Gamma(r+k)}{k!\Gamma(r)}p^r(1-p)^k</math>. Please exclude the function label, such as "ƒ(x; μ,σ2)".
  • |cdf= — cumulative distribution function, e.g.: <math>I_p(r,k+1)\text{ where }I_p(x,y)</math> is the [[regularized incomplete beta function]].
  • |quantile=quantile function (or inverse cumulative distribution function). If F ( ) {\displaystyle F()} {\displaystyle F()} is the CDF and Q ( ) {\displaystyle Q()} {\displaystyle Q()} is the quantile function, then Q ( F ( x ) ) = x {\displaystyle Q(F(x))=x} {\displaystyle Q(F(x))=x}
  • |mean= — the mean, or expected value.
  • |median= — the median, only for univariate distributions.
  • |mode= — the mode.
  • |variance=variance of the distribution, or covariance matrix in multivariate case.
  • |mad= — the median absolute deviation around the median.
  • |aad= — the mean absolute deviation around the mean.
  • |skewness= — the skewness.
  • |kurtosis= — the kurtosis excess.
  • |entropy= — the differential information entropy, preferably expressed in unspecified units using base-unspecific log(.) rather than base-specific ln(.) which yields entropy in units of nats only.
  • |cross_entropy= — the cross-entropy of the model
  • |mgf= — the moment-generating function, for example: <math>\left(\frac{p}{1-(1-p) e^t}\right)^r</math>.
  • |char=/|cf= — the characteristic function, such as: <math>\left(\frac{p}{1-(1-p) e^{it}}\right)^r</math>.
  • |pgf= - the probability-generating function.
  • |fisher= — the Fisher information matrix for the model.
  • |KLDiv= — the Kullback–Leibler divergence of the model
  • |likelihood= — the Likelihood function of the model
  • |JSDiv= — the Jensen–Shannon divergence of the model
  • |moments= — formulas to use in method of moments for the model.
  • |ES= — the expected shortfall or CVaR for the model.
  • |bPOE= — the buffered probability of exceedance for the model.
  • |intro= — optional message which will be displayed before all other content in the infobox.
  • |marginleft= — margin space left of infobox (default: 1em).
  • |box_width= — width of the infobox (default: 325px).

|parameters2=, |support2=, |pdf2=, |cdf2=, |mean2=, |median2=, |mode2=, |variance2=, |mad=, |aad=, |skewness2=, |kurtosis2=, |entropy2=, |mgf2=, |char2=/|cf2=, |moments2=, |fisher2= are the same as their counterparts above. They should be used when the distribution needs two sets to describe it, e.g. Gamma distribution.

Tracking category

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The above documentation is transcluded from Template:Infobox probability distribution/doc. (edit | history)
Editors can experiment in this template's sandbox (edit | diff) and testcases (edit) pages.
Add categories to the /doc subpage. Subpages of this template.

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