List of probability distributions

Many probability distributions that are important in theory or applications have been given specific
names.

Discrete distributions

With finite support

The Bernoulli distribution, which takes value 1 with
probability p and value 0 with probability q = 1 − p.
The Rademacher distribution, which takes value 1 with
probability 1/2 and value −1 with probability 1/2.
The binomial distribution, which describes the number of
successes in a series of independent Yes/No Binomial distribution
experiments all with the same probability of success.
The beta-binomial distribution, which describes the
number of successes in a series of independent Yes/No
experiments with heterogeneity in the success
probability.
The degenerate distribution at x0, where X is certain to
take the value x0. This does not look random, but it
satisfies the definition of random variable. This is useful
because it puts deterministic variables and random
variables in the same formalism.
The discrete uniform distribution, where all elements of a
Degenerate distribution
finite set are equally likely. This is the theoretical
distribution model for a balanced coin, an unbiased die,
a casino roulette, or the first card of a well-shuffled deck.
The hypergeometric distribution, which describes the number of successes in the first m of a
series of n consecutive Yes/No experiments, if the total number of successes is known. This
distribution arises when there is no replacement.
The negative hypergeometric distribution, a distribution which describes the number of
attempts needed to get the nth success in a series of Yes/No experiments without
replacement.
The Poisson binomial distribution, which describes the number of successes in a series of
independent Yes/No experiments with different success probabilities.
Fisher's noncentral hypergeometric distribution
Wallenius' noncentral hypergeometric distribution
Benford's law, which describes the frequency of the first digit of many naturally occurring
data.
The ideal and robust soliton distributions.
Zipf's law or the Zipf distribution. A discrete power-law distribution, the most famous
example of which is the description of the frequency of words in the English language.
 The Zipf–Mandelbrot law is a discrete power law distribution which is a generalization of the
Zipf distribution.

With infinite support

The beta negative binomial distribution
The Boltzmann distribution, a discrete distribution
important in statistical physics which describes the
probabilities of the various discrete energy levels of a
system in thermal equilibrium. It has a continuous
Conway–Maxwell–Poisson
analogue. Special cases include:
distribution
The Gibbs distribution
The Maxwell–Boltzmann distribution
The Borel distribution
The discrete phase-type distribution, a generalization of
the geometric distribution which describes the first hit
time of the absorbing state of a finite terminating Markov
chain.
The extended negative binomial distribution
The generalized log-series distribution
The Gauss–Kuzmin distribution
The geometric distribution, a discrete distribution which Poisson distribution
describes the number of attempts needed to get the first
success in a series of independent Bernoulli trials, or
alternatively only the number of losses before the first
success (i.e. one less).
The Hermite distribution
The logarithmic (series) distribution
The mixed Poisson distribution
The negative binomial distribution or Pascal distribution,
a generalization of the geometric distribution to the nth
success.
The discrete compound Poisson distribution
Skellam distribution
The parabolic fractal distribution
The Poisson distribution, which describes a very large
number of individually unlikely events that happen in a certain time interval. Related to this
distribution are a number of other distributions: the displaced Poisson, the hyper-Poisson,
the general Poisson binomial and the Poisson type distributions.
The Conway–Maxwell–Poisson distribution, a two-parameter extension of the Poisson
distribution with an adjustable rate of decay.
The zero-truncated Poisson distribution, for processes in which zero counts are not
observed
The Polya–Eggenberger distribution
The Skellam distribution, the distribution of the difference between two independent
Poisson-distributed random variables.
The skew elliptical distribution
The Yule–Simon distribution
 The zeta distribution has uses in applied statistics and statistical mechanics, and perhaps
may be of interest to number theorists. It is the Zipf distribution for an infinite number of
elements.
The Hardy distribution, which describes the probabilities of the hole scores for a given golf
player.

Absolutely continuous distributions

Supported on a bounded interval

The Beta distribution on [0,1], a family of two-parameter
distributions with one mode, of which the uniform
distribution is a special case, and which is useful in
estimating success probabilities.
The four-parameter Beta distribution, a straight-
forward generalization of the Beta distribution to
arbitrary bounded intervals . Beta distribution

The arcsine distribution on [a,b], which is a special case

of the Beta distribution if α = β = 1/2, a = 0, and b = 1.
The PERT distribution is a special case of the four-
parameter beta distribution.
The uniform distribution or rectangular distribution on
[a,b], where all points in a finite interval are equally likely,
is a special case of the four-parameter Beta distribution.
The Irwin–Hall distribution is the distribution of the sum
of n independent random variables, each of which
having the uniform distribution on [0,1].
The Bates distribution is the distribution of the mean of n
independent random variables, each of which having the Kumaraswamy distribution
uniform distribution on [0,1].
The logit-normal distribution on (0,1).
The Dirac delta function, although not strictly a
probability distribution, is a limiting form of many
continuous probability functions. It represents a discrete
probability distribution concentrated at 0 — a degenerate
distribution — it is a Distribution (mathematics) in the
generalized function sense; but the notation treats it as if
it were a continuous distribution.
The Kent distribution on the two-dimensional sphere.
The Kumaraswamy distribution is as versatile as the
Beta distribution but has simple closed forms for both the Continuous uniform distribution
cdf and the pdf.
The logit metalog distribution, which is highly shape-
flexible, has simple closed forms, and can be parameterized with data using linear least
squares.
The Marchenko–Pastur distribution is important in the theory of random matrices.
The bounded quantile-parameterized distributions, which are highly shape-flexible and can
be parameterized with data using linear least squares (see Quantile-parameterized
distribution#Transformations)
 The raised cosine distribution on [ ]
The reciprocal distribution
The triangular distribution on [a, b], a special case of which is the distribution of the sum of
two independent uniformly distributed random variables (the convolution of two uniform
distributions).
The trapezoidal distribution
The truncated normal distribution on [a, b].
The U-quadratic distribution on [a, b].
The von Mises–Fisher distribution on the N-dimensional sphere has the von Mises
distribution as a special case.
The Bingham distribution on the N-dimensional sphere.
The Wigner semicircle distribution is important in the theory of random matrices.
The continuous Bernoulli distribution is a one-parameter exponential family that provides a
probabilistic counterpart to the binary cross-entropy loss.

Supported on intervals of length 2π – directional

distributions

The Henyey–Greenstein phase function

The Mie phase function
The von Mises distribution
The wrapped normal distribution
The wrapped exponential distribution Chi-squared distribution
The wrapped Lévy distribution
The wrapped Cauchy distribution
The wrapped Laplace distribution
The wrapped asymmetric Laplace distribution
The Dirac comb of period 2π, although not strictly a
function, is a limiting form of many directional
distributions. It is essentially a wrapped Dirac delta
function. It represents a discrete probability distribution
concentrated at 2πn — a degenerate distribution — but
the notation treats it as if it were a continuous
distribution.
Gamma distribution

Supported on semi-infinite intervals, usually

[0,∞)
The Beta prime distribution
The Birnbaum–Saunders distribution, also known as the fatigue life distribution, is a
probability distribution used extensively in reliability applications to model failure times.
The chi distribution
The noncentral chi distribution
The chi-squared distribution, which is the sum of the squares of n independent Gaussian
random variables. It is a special case of the Gamma distribution, and it is used in goodness-
of-fit tests in statistics.
 The inverse-chi-squared distribution
The noncentral chi-squared distribution
The scaled inverse chi-squared distribution
The Dagum distribution
The exponential distribution, which describes the time
between consecutive rare random events in a process
with no memory.
The exponential-logarithmic distribution
The F-distribution, which is the distribution of the ratio of
two (normalized) chi-squared-distributed random
variables, used in the analysis of variance. It is referred
to as the beta prime distribution when it is the ratio of
Pareto distribution
two chi-squared variates which are not normalized by
dividing them by their numbers of degrees of freedom.
The noncentral F-distribution
The folded normal distribution
The Fréchet distribution
The Gamma distribution, which describes the time until n consecutive rare random events
occur in a process with no memory.
The Erlang distribution, which is a special case of the gamma distribution with integral
shape parameter, developed to predict waiting times in queuing systems
The inverse-gamma distribution
The generalized gamma distribution
The generalized Pareto distribution
The Gamma/Gompertz distribution
The Gompertz distribution
The half-normal distribution
Hotelling's T-squared distribution
The inverse Gaussian distribution, also known as the Wald distribution
The Lévy distribution
The log-Cauchy distribution
The log-Laplace distribution
The log-logistic distribution
The log-metalog distribution, which is highly shape-flexile, has simple closed forms, can be
parameterized with data using linear least squares, and subsumes the log-logistic
distribution as a special case.
The log-normal distribution, describing variables which can be modelled as the product of
many small independent positive variables.
The Lomax distribution
The Mittag-Leffler distribution
The Nakagami distribution
The Pareto distribution, or "power law" distribution, used in the analysis of financial data and
critical behavior.
The Pearson Type III distribution
The phase-type distribution, used in queueing theory
The phased bi-exponential distribution is commonly used in pharmacokinetics
The phased bi-Weibull distribution
 The semi-bounded quantile-parameterized distributions, which are highly shape-flexible and
can be parameterized with data using linear least squares (see Quantile-parameterized
distribution § Transformations
The Rayleigh distribution
The Rayleigh mixture distribution
The Rice distribution
The shifted Gompertz distribution
The type-2 Gumbel distribution
The Weibull distribution or Rosin Rammler distribution, of which the exponential distribution
is a special case, is used to model the lifetime of technical devices and is used to describe
the particle size distribution of particles generated by grinding, milling and crushing
operations.
The modified half-normal distribution.[1]
The Polya-Gamma distribution[2]
The modified Polya-gamma distribution.[3]

Supported on the whole real line

The Behrens–Fisher distribution, which arises in the
Behrens–Fisher problem.
The Cauchy distribution, an example of a distribution
which does not have an expected value or a variance. In
physics it is usually called a Lorentzian profile, and is
associated with many processes, including resonance
energy distribution, impact and natural spectral line
Cauchy distribution
broadening and quadratic stark line broadening.
The centralized inverse-Fano distribution, which is the
distribution representing the ratio of independent normal
and gamma-difference random variables.
Chernoff's distribution
The exponentially modified Gaussian distribution, a
convolution of a normal distribution with an exponential
distribution, and the Gaussian minus exponential
distribution, a convolution of a normal distribution with
the negative of an exponential distribution.
The expectile distribution, which nests the Gaussian
distribution in the symmetric case.
Johnson SU distribution
The Fisher–Tippett, extreme value, or log-Weibull
distribution
Fisher's z-distribution
The skewed generalized t distribution
The gamma-difference distribution, which is the distribution of the difference of independent
gamma random variables.
The generalized logistic distribution
The generalized normal distribution
The geometric stable distribution
The Gumbel distribution
The Holtsmark distribution, an example of a distribution that has a finite expected value but
infinite variance.
 The hyperbolic distribution
The hyperbolic secant distribution
The Johnson SU distribution
The Landau distribution
The Laplace distribution
The Lévy skew alpha-stable distribution or stable
distribution is a family of distributions often used to
characterize financial data and critical behavior; the
Cauchy distribution, Holtsmark distribution, Landau
distribution, Lévy distribution and normal distribution are Laplace distribution
special cases.
The Linnik distribution
The logistic distribution
The map-Airy distribution
The metalog distribution, which is highly shape-flexible,
has simple closed forms, and can be parameterized with
data using linear least squares.
The normal distribution, also called the Gaussian or the
bell curve. It is ubiquitous in nature and statistics due to
the central limit theorem: every variable that can be
modelled as a sum of many small independent, Stable distribution
identically distributed variables with finite mean and
variance is approximately normal.
The normal-exponential-gamma distribution
The normal-inverse Gaussian distribution
The Pearson Type IV distribution (see Pearson distributions)
The Quantile-parameterized distributions, which are highly shape-flexible and can be
parameterized with data using linear least squares.
The skew normal distribution
Student's t-distribution, useful for estimating unknown means of Gaussian populations.
The noncentral t-distribution
The skew t distribution
The Champernowne distribution
The type-1 Gumbel distribution
The Tracy–Widom distribution
The Voigt distribution, or Voigt profile, is the convolution of a normal distribution and a
Cauchy distribution. It is found in spectroscopy when spectral line profiles are broadened by
a mixture of Lorentzian and Doppler broadening mechanisms.
The Chen distribution.

With variable support

The generalized extreme value distribution has a finite upper bound or a finite lower bound
depending on what range the value of one of the parameters of the distribution is in (or is
supported on the whole real line for one special value of the parameter
The generalized Pareto distribution has a support which is either bounded below only, or
bounded both above and below
 The metalog distribution, which provides flexibility for unbounded, bounded, and semi-
bounded support, is highly shape-flexible, has simple closed forms, and can be fit to data
using linear least squares.
The Tukey lambda distribution is either supported on the whole real line, or on a bounded
interval, depending on what range the value of one of the parameters of the distribution is in.
The Wakeby distribution

Mixed discrete/continuous distributions

The rectified Gaussian distribution replaces negative values from a normal distribution with
a discrete component at zero.
The compound poisson-gamma or Tweedie distribution is continuous over the strictly
positive real numbers, with a mass at zero.

Joint distributions
For any set of independent random variables the probability density function of their joint distribution is
the product of their individual density functions.

Two or more random variables on the same sample space

The Dirichlet distribution, a generalization of the beta distribution.
The Ewens's sampling formula is a probability distribution on the set of all partitions of an
integer n, arising in population genetics.
The Balding–Nichols model
The multinomial distribution, a generalization of the binomial distribution.
The multivariate normal distribution, a generalization of the normal distribution.
The multivariate t-distribution, a generalization of the Student's t-distribution.
The negative multinomial distribution, a generalization of the negative binomial distribution.
The Dirichlet negative multinomial distribution, a generalization of the beta negative binomial
distribution.
The generalized multivariate log-gamma distribution
The Marshall–Olkin exponential distribution
The continuous-categorical distribution, an exponential family supported on the simplex that
generalizes the continuous Bernoulli distribution.

Distributions of matrix-valued random variables

The Wishart distribution
The inverse-Wishart distribution
The Lewandowski-Kurowicka-Joe distribution
The matrix normal distribution
The matrix t-distribution
The Matrix Langevin distribution
The matrix variate beta distribution
Non-numeric distributions
The categorical distribution

Miscellaneous distributions
The Cantor distribution
The generalized logistic distribution family
The metalog distribution family
The Pearson distribution family
The phase-type distribution

See also
Mixture distribution
Relationships among probability distributions
ProbOnto

References
1. Sun, Jingchao; Kong, Maiying; Pal, Subhadip (22 June 2021). "The Modified-Half-Normal
distribution: Properties and an efficient sampling scheme" (https://www.tandfonline.com/doi/
abs/10.1080/03610926.2021.1934700?journalCode=lsta20). Communications in Statistics -
Theory and Methods. 52 (5): 1591–1613. doi:10.1080/03610926.2021.1934700 (https://doi.
org/10.1080%2F03610926.2021.1934700). ISSN 0361-0926 (https://search.worldcat.org/iss
n/0361-0926). S2CID 237919587 (https://api.semanticscholar.org/CorpusID:237919587).
2. Polson, Nicholas G.; Scott, James G.; Windle, Jesse (2013). "Bayesian Inference for
Logistic Models Using Pólya–Gamma Latent Variables" (https://www.jstor.org/stable/242470
65). Journal of the American Statistical Association. 108 (504): 1339–1349. arXiv:1205.0310
(https://arxiv.org/abs/1205.0310). doi:10.1080/01621459.2013.829001 (https://doi.org/10.10
80%2F01621459.2013.829001). ISSN 0162-1459 (https://search.worldcat.org/issn/0162-14
59). JSTOR 24247065 (https://www.jstor.org/stable/24247065). S2CID 2859721 (https://api.
semanticscholar.org/CorpusID:2859721). Retrieved 11 July 2021.
3. Pal, Subhadip; Gaskins, Jeremy (23 May 2022). "Modified Pólya-Gamma data
augmentation for Bayesian analysis of directional data" (https://doi.org/10.1080/00949655.2
022.2067853). Journal of Statistical Computation and Simulation. 92 (16): 3430–3451.
doi:10.1080/00949655.2022.2067853 (https://doi.org/10.1080%2F00949655.2022.206785
3). S2CID 249022546 (https://api.semanticscholar.org/CorpusID:249022546).

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