Template:Infobox probability distribution/doc
![]() | This is a documentation subpage for Template:Infobox probability distribution. It may contain usage information, categories and other content that is not part of the original template page. |
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Example
Probability density function ![]() The red curve is the standard normal distribution | |||
Cumulative distribution function ![]() | |||
Notation | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{N}(\mu,\sigma^2)} | ||
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Parameters |
= mean (location) Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma^2>0} = variance (squared scale) | ||
Support | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x\in\R} | ||
CDF | |||
Quantile | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu+\sigma\sqrt{2} \operatorname{erf}^{-1}(2p-1)} | ||
Mean | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} | ||
Median | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} | ||
Mode | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} | ||
Variance | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma^2} | ||
MAD | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma\sqrt{2/\pi}} | ||
Skewness | |||
Excess kurtosis | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 0} | ||
Entropy | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{1}{2} \log(2\pi e\sigma^2)} | ||
MGF | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp(\mu t + \sigma^2t^2/2)} | ||
CF | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp(i\mu t - \sigma^2 t^2/2)} | ||
Fisher information |
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{I}(\mu,\sigma) =\begin {pmatrix} 1/\sigma^2 & 0 \\ 0 & 2/\sigma^2\end{pmatrix}} Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{I}(\mu,\sigma^2) =\begin {pmatrix} 1/\sigma^2 & 0 \\ 0 & 1/(2\sigma^4)\end{pmatrix}} | ||
Kullback–Leibler divergence | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\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
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: <syntaxhighlight lang="wikitext">
</syntaxhighlight>
Parameters
|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 caption|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 Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\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 <syntaxhighlight lang="tex" inline></syntaxhighlight> for continuous distributions, and as <syntaxhighlight lang="tex" inline>Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k \in some set} </syntaxhighlight> for discrete distributions.|pdf=
— probability density function (or probability mass function), such as: <syntaxhighlight lang="tex" inline>Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{\Gamma(r+k)}{k!\Gamma(r)}p^r(1-p)^k} </syntaxhighlight>. 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 Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F()} is the CDF and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Q()} is the quantile function, then Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\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 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: <syntaxhighlight lang="tex" inline>Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(\frac{p}{1-(1-p) e^t}\right)^r} </syntaxhighlight>.|char=
/|cf=
— the characteristic function, such as: <syntaxhighlight lang="tex" inline>Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(\frac{p}{1-(1-p) e^{it}}\right)^r} </syntaxhighlight>.|pgf=
- the Probability-generating function.|fisher=
— the Fisher information matrix for the model.|KLDiv=
— the Kullback-Leibler divergence 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=
, |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