Distributions

Probability distributions describe how a random variable is spread. They are grouped by support type and dimensionality.

Families

FamilyExamplesTypical use
DiscreteBernoulli, Binomial, PoissonCounts, defaults, rare events

Continuous univariate

Uniform, Normal, Log-normal, Student…Returns, errors, continuous modeling
MultivariateMultivariate normalPortfolios, cross-asset correlations

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