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kjetil b halvorsen
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Vyraj
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Pedagogical order of study for named distributions

I've seen myriads of named probability densities or distributions in multiple books and courses, usually both Binomial and Bernoulli are among the first discrete ones, while for continuous they use Normal and Poisson as examples. Following this train of thought, I wondered if there were any "fundamental" distributions. I found this link to contain a useful graphical summary of the many distributions out there and how they relate to each other. Judging by the amount of arrows going in and out, the most 'important' ones appear to be normal, exponential, binomial, chi squared.

However, from a pedagogical standpoint and based on how conceptually valuable they can be on posterior study I ask for a sensible "study order" of important distributions, since I also know that some distributions "approach" or approximate" others when the samples increase or in an appropriately taken limit.