Missing distributions list

[johnmyleswhite]

Since we're making pretty great progress at including probability distributions, I thought I'd add a list of distributions we're missing that we might want to add to rival SciPy's list:

Continuous Distribution

• alpha - An alpha continuous random variable
• anglit - An anglit continuous random variable
• arcsine - An arcsine continuous random variable
• betaprime - A beta prima continuous random variable
• bradford - A Bradford continuous random variable
• burr - A Burr continuous random variable.
• cosine - A cosine continuous random variable
• dgamma - A double gamma continuous random variable
• dweibull - A double Weibull continuous random variable
• erlang - An Erlang continuous random variable
• expon - An exponential continuous random variable
• exponweib - An exponentiated Weibull continuous random variable
• exponpow - An exponential power continuous random variable
• fatiguelife - A fatigue-life (Birnbaum-Sanders) continuous random variable
• fisk - A Fisk continuous random variable
• foldcauchy - A folded Cauchy continuous random variable
• foldnorm - A folded normal continuous random variable
• frechet_r - A Frechet right (or Weibull minimum) continuous random variable
• frechet_l - A Frechet left (or Weibull maximum) continuous random variable
• genlogistic - A generalized logistic continuous random variable
• genpareto - A generalized Pareto continuous random variable
• genexpon - A generalized exponential continuous random variable
• genextreme - A generalized extreme value continuous random variable
• gausshyper - A Gauss hypergeometric continuous random variable
• gengamma - A generalized gamma continuous random variable
• genhalflogistic - A generalized half-logistic continuous random variable
• gilbrat - A Gilbrat continuous random variable
• gompertz - A Gompertz (or truncated Gumbel) continuous random variable
• gumbel_r - A right-skewed Gumbel continuous random variable
• gumbel_l - A left-skewed Gumbel continuous random variable
• halfcauchy - A Half-Cauchy continuous random variable
• halflogistic - A half-logistic continuous random variable
• halfnorm - A half-normal continuous random variable
• hypsecant - A hyperbolic secant continuous random variable
• invweibull - An inverted Weibull continuous random variable
• johnsonsb - A Johnson SB continuous random variable
• johnsonsu - A Johnson SU continuous random variable
• loggamma - A log gamma continuous random variable
• loglaplace - A log-Laplace continuous random variable
• lomax - A Lomax (Pareto of the second kind) continuous random variable
• maxwell - A Maxwell continuous random variable
• mielke - A Mielke’s Beta-Kappa continuous random variable
• nakagami - A Nakagami continuous random variable
• pareto - A Pareto continuous random variable
• pearson3 - A pearson type III continuous random variable
• powerlaw - A power-function continuous random variable
• powerlognorm - A power log-normal continuous random variable
• powernorm - A power normal continuous random variable
• rdist - An R-distributed continuous random variable
• reciprocal - A reciprocal continuous random variable
• rayleigh - A Rayleigh continuous random variable
• rice - A Rice continuous random variable
• semicircular - A semicircular continuous random variable
• triang - A triangular continuous random variable
• truncexpon - A truncated exponential continuous random variable
• tukeylambda - A Tukey-Lamdba continuous random variable
• uniform - A uniform continuous random variable
• vonmises - A Von Mises continuous random variable
• wald - A Wald continuous random variable
• weibull_min - A Frechet right (or Weibull minimum) continuous random variable
• weibull_max - A Frechet left (or Weibull maximum) continuous random variable
• wrapcauchy - A wrapped Cauchy continuous random variable

Discrete Distributions

• boltzmann - A Boltzmann (Truncated Discrete Exponential) random variable
• dlaplace - A Laplacian discrete random variable
• logser - A Logarithmic (Log-Series, Series) discrete random variable
• planck - A Planck discrete exponential random variable
• skellam - A Skellam discrete random variable
• zipf - A Zipf discrete random variable

Some of these already exist, but the code needs some review.

Also, we might want to make generic Inverted, Folded, Half types that we implement specialized methods for when dealing with distributions like the Inverse Gaussian.

[johnmyleswhite]

I have a bunch of code for the alpha-stable distributions, but it needs some work.

[simonbyrne]

Wald = Inverse Gaussian

[johnmyleswhite]

Woops. I let a few slip through. Sorry about that.

[simonbyrne]

Actualy, we have to be careful with nomenclature here:

• log gamma and log normal refer to opposite transformations (the first is a log of a gamma variate, the second is an exp of a normal variate)
• inverse Gaussian is not the inverse of a Gaussian: perhaps this is an argument for calling it a "Wald distribution" (although I think is less prevalent).
• inverse distributions are often parametrised differently, e.g. inverse Wishart, and the scale parameter of the inverse Gamma is usually inverted (although not in ours).

[johnmyleswhite]

Sigh. The naming traditions in probability theory are so nutty. Well, let's avoid any hasty generalizations and just try to implement the rest of these distributions.

[BigCrunsh]

Add to list: I guess also the noncentral-hypergeometric distributions are missing (http://en.wikipedia.org/wiki/Noncentral_hypergeometric_distribution).

[mykelk]

Is there a reason why piece-wise uniform is missing?

[simonbyrne]

Is there a reason why piece-wise uniform is missing?

@mykelk Well, no one has asked for it ...

You could create one using a mixture of uniforms: would that be sufficient for your purpose?

[lindahua]

@mykelk you may make a PR if you want piece-wise uniform distribution to be in this package.

We may do it at some point in future. But not at our top priority, as no one else has asked for it.

[oxinabox]

I have code for Zipf discrete random variable.
(Which is more or less read off Wikipedia)
I'll make a PR in a few weeks when I am less busy

[laudv]

Am I right when I say that Truncated(Normal(0, sigma), 0, Inf) equals the half-normal distribution with parameter sigma? If that's the case, halfnorm can be checked, unless a specialized implementation is desired.

[juliohm]

Please check the generalized extreme value and generalized Pareto, they seem to be in master already.

[NittanyLion]

And Chernoff. I added code in a PR for this distribution that compiles for 0.6.

[andreasnoack]

I've updated the list