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Rayleigh mixture distributions have probability density functions of the form ...be interpreted as a function of other underlying random variables. Mixture distributions are often used in [[mixture models]], which are used to express probabiliti ...

...]] the [[null hypothesis]] that a sample is from a [[uniform distribution (continuous)|uniform distribution]] on the interval&nbsp;(0,&nbsp;1). This distribution ...−''&mu;''/2</sup> at zero; thus it is a mixture of discrete and continuous distributions ...

{{Short description|Continuous probability distribution}} ...nikov distribution''', also known as the '''Epanechnikov kernel''', is a [[continuous probability distribution]] that is defined on a finite interval. It is name ...

...'' (sometimes called the NEG distribution) is a three-parameter family of continuous [[probability distribution]]s. It has a [[location parameter]] <math>\mu</m ...tion-names should be interpreted as meaning the density functions of those distributions. ...

...distribution''', named after the [[physicist]] [[Anthony Moffat]], is a [[continuous probability distribution]] based upon the [[Cauchy distribution|Lorentzian == Relation to other distributions == ...

The '''Mittag-Leffler distributions''' are two families of [[probability distributions]] on the half-line <math>[0,\infty)</math>. They are parametrized by a real ==First family of Mittag-Leffler distributions== ...

{{Short description|Absolutely continuous distribution with rational Laplace–Stieltjes transform}} | type = continuous ...

...the players has a [[strategy]] that is restricted to absolutely continuous distributions with respect to the [[Lebesgue measure]] (in other words, one of the player ...milarly); and <math>A_X</math> denote the set of [[absolutely continuous]] distributions on <math>X</math> (with <math>A_Y</math> defined similarly). ...

The '''Benktander type I distribution''' is one of two distributions introduced by Gunnar {{harvs|last1=Benktander|year=1970|txt}} to model heav ...|year= 2003 |chapter=7.4 Benktander Distributions |title= Statistical Size Distributions in Economics and Actuarial Science |series= Wiley Series and Probability an ...

In [[statistics]], the '''Davis distributions''' are a family of [[continuous probability distribution]]s. It is named after [[Harold Thayer Davis|Harold ==Related distributions== ...

A matrix gamma distributions is identical to a [[Wishart distribution]] with <math>\beta \boldsymbol\Sig * Gupta, A. K.; Nagar, D. K. (1999) ''Matrix Variate Distributions'', Chapman and Hall/CRC {{ISBN|978-1584880462}} ...

<math id="1">\varphi(y) </math> is a continuous nonnegative function on <math>Y</math> satisfying <math>\Gamma(X) </math> the set of Gaussian distributions on the group <math>X</math>, and by <math>\Gamma^s(X) </math> the set of sy ...

...also called the Benktander distribution of the second kind, is one of two distributions introduced by Gunnar {{harvs|last1=Benktander|year=1970|txt}} to model heav ...|year= 2003 |chapter=7.4 Benktander Distributions |title= Statistical Size Distributions in Economics and Actuarial Science |url=https://archive.org/details/statist ...

...ussian-Wishart distribution''') is a multivariate four-parameter family of continuous [[probability distribution]]s. It is the [[conjugate prior]] of a [[multiva ===Marginal distributions=== ...

| name = Continuous Bernoulli distribution | pdf_image = [[File:CB pdf.png|325px|Probability density function of the continuous Bernoulli distribution]] ...

...to distribution]].<ref name=CMD1>{{cite book|title=Continuous Multivariate Distributions|volume=1|edition=second|author1=S. Kotz |author2=N. Balakrishnan |author3=N ...ublishing House |isbn=0-89974-012-X}} Chapter 3.</ref> Multivariate Pareto distributions have been defined for many of these types. ...

...s functions or probability density functions respectively. Many well known distributions have simple convolutions. The following is a list of these convolutions. Ea ...lace of <math>X_i</math> and <math>Y</math> the names of the corresponding distributions and their parameters have been indicated. ...

...hampernowne, D. G.| journal=Econometrica | title= The graduation of income distributions| year=1952 | volume=20 | issue=4 | pages = 591–614 |jstor=1907644 | doi=10. ...1 = Fisk | first1 = P. R. | year = 1961 | title = The graduation of income distributions | journal = Econometrica | volume = 29 | issue = 2 | pages = 171–185 | doi= ...

...density function]] graph resembles a [[trapezoid]]. Likewise, trapezoidal distributions also roughly resemble [[mesa]]s or [[plateau]]s. ...ené|last2=Kotz|first2=Samuel|date=2003-08-01|title=Generalized trapezoidal distributions|journal=Metrika|language=en|volume=58|issue=1|pages=85–97|doi=10.1007/s0018 ...

...'''continuous in probability''' or '''stochastically continuous''' if its distributions converge whenever the values in the index set converge. <ref name="applebau The process <math> X</math> is continuous in probability when <math> X_r </math> [[Convergence in probability|converg ...