Template:Infobox probability distribution
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Example
[edit ]| Normal distribution | |||
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Probability density function The red curve is the standard normal distribution | |||
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Cumulative distribution function | |||
| Notation | {\displaystyle {\mathcal {N}}(\mu ,\sigma ^{2})} | ||
| Parameters |
{\displaystyle \mu \in \mathbb {R} } = mean (location) {\displaystyle \sigma ^{2}>0} = variance (squared scale) | ||
| Support | {\displaystyle x\in \mathbb {R} } | ||
| {\displaystyle {\frac {1}{\sigma {\sqrt {2\pi }}}}e^{-{\frac {1}{2}}\left({\frac {x-\mu }{\sigma }}\right)^{2}}} | |||
| CDF | {\displaystyle {\frac {1}{2}}\left[1+\operatorname {erf} \left({\frac {x-\mu }{\sigma {\sqrt {2}}}}\right)\right]} | ||
| Quantile | {\displaystyle \mu +\sigma {\sqrt {2}}\operatorname {erf} ^{-1}(2p-1)} | ||
| Mean | {\displaystyle \mu } | ||
| Median | {\displaystyle \mu } | ||
| Mode | {\displaystyle \mu } | ||
| Variance | {\displaystyle \sigma ^{2}} | ||
| MAD | {\displaystyle \sigma {\sqrt {2}},円\operatorname {erf} ^{-1}(1/2)} | ||
| AAD | {\displaystyle \sigma {\sqrt {2/\pi }}} | ||
| Skewness | {\displaystyle 0} | ||
| Excess kurtosis | {\displaystyle 0} | ||
| Entropy | {\displaystyle {\frac {1}{2}}\log(2\pi e\sigma ^{2})} | ||
| MGF | {\displaystyle \exp(\mu t+\sigma ^{2}t^{2}/2)} | ||
| CF | {\displaystyle \exp(i\mu t-\sigma ^{2}t^{2}/2)} | ||
| Fisher information |
{\displaystyle {\mathcal {I}}(\mu ,\sigma )={\begin{pmatrix}1/\sigma ^{2}&0\0円&2/\sigma ^{2}\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 | {\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
[edit ]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
[edit ]|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 {\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 {\displaystyle F()} is the CDF and {\displaystyle Q()} is the quantile function, then {\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
[edit ]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.
Editors can experiment in this template's sandbox (edit | diff) and testcases (edit) pages.
Add categories to the /doc subpage. Subpages of this template.