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瑞利分布.
瑞利分布(Rayleigh distribution),又译为莱利分布,当一个随机二维向量的两个分量呈独立的、有着相同的方差、均值为0的正态分布时,这个向量的模呈瑞利分布。例如,当随机复数的实部和虚部独立同分布于0均值,同方差的正态分布时,该复数的绝对值服从瑞利分布。该分布是以瑞利命名的。
瑞利分布的概率密度函数是[1]
![{\displaystyle f(x;\sigma )={\frac {x}{\sigma ^{2))}e^{-x^{2}/2\sigma ^{2)),\quad x\geq 0,}](https://wikimedia.org/api/rest_v1/media/math/render/svg/3d28112e469c1364df816cea252fb3df296ffbf8)
- ^ Athanasios Papoulis, S Pillai, "Probability, Random Variables and Stochastic Processes", 2001, ISBN 0073660116 / 9780073660110
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| 離散單變量 | 有限支集 | |
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| 無限支集 |
- beta negative binomial
- Borel
- Conway–Maxwell–Poisson
- discrete phase-type
- Delaporte
- extended negative binomial
- Flory–Schulz
- Gauss–Kuzmin
- 幾何分佈
- 对数分布
- mixed Poisson
- 负二项分布
- Panjer
- parabolic fractal
- 卜瓦松分布
- Skellam
- Yule–Simon
- zeta
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| 連續單變量 | |
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| 混合單變量 | |
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| 联合分布 |
- Discrete:
- Ewens
- multinomial
- Continuous:
- 狄利克雷分布
- multivariate Laplace
- 多元正态分布
- multivariate stable
- multivariate t
- normal-gamma
- 随机矩阵
- LKJ
- 矩阵正态分布
- matrix t
- matrix gamma
- 威沙特分佈
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| 定向統計 |
- 循環單變量定向統計
- 圆均匀分布
- univariate von Mises
- wrapped normal
- wrapped Cauchy
- wrapped exponential
- wrapped asymmetric Laplace
- wrapped Lévy
- 球形雙變量
- Kent
- 環形雙變量
- bivariate von Mises
- 多變量
- von Mises–Fisher
- Bingham
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| 退化分布和奇異分佈 | |
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| 其它 |
- Circular
- 复合泊松分布
- elliptical
- exponential
- natural exponential
- location–scale
- Maximum entropy
- Mixture
- Pearson
- Tweedie
- Wrapped
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