Cauchy distribution The Cauchy distribution , named after Augustin Cauchy , is a continuous probability distribution .
Many probability distributions are so important in theory or applications that they have been given specific names. List of probability distributions
Stable distribution In probability theory , a random variable is said to be stable (or to have a stable distribution ) if it has the property that a linear combination of two independent copies of the variable has the same distribution , up to location and scale parameters. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution .
In probability theory , the normal (or Gaussian ) distribution is a continuous probability distribution , defined by the formula The parameter μ in this formula is the mean or expectation of the distribution (and also its median and mode ). The parameter σ is its standard deviation ; its variance is therefore σ 2 .
Lévy distribution In probability theory and statistics , the Lévy distribution , named after Paul Pierre Lévy , is a continuous probability distribution for a non-negative random variable .
In probability and statistics , the Yule–Simon distribution is a discrete probability distribution named after Udny Yule and Herbert A. Simon . Simon originally called it the Yule distribution . [ 1 ] Yule–Simon distribution
In probability theory and statistics , the generalized extreme value ( GEV ) distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel , Fréchet and Weibull families also known as type I, II and III extreme value distributions. Generalized extreme value distribution
In probability theory and statistics , the Gumbel distribution is used to model the distribution of the maximum (or the minimum) of a number of samples of various distributions. Gumbel distribution
Gompertz function A Gompertz curve or Gompertz function , named after Benjamin Gompertz , is a sigmoid function .