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Is there a book(s) / Website(s) that list the different type of distributions and real world usage or application for each one of them (beyond the typical know ones such as normal, binomial, poisson, etc).

Looking for practical application information that would allow to pick the right family for the problem that one would be addressing.

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  • $\begingroup$ Honestly, I find the information about probability distributions on Wikipedia to be convenient & useful. Here is the list of probability distributions, which contains some, brief, information on where they are typically used. $\endgroup$ – gung - Reinstate Monica Dec 5 '13 at 20:28
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I usually refer to NIST Engineering Statistics Handbook for the common ones (http://www.itl.nist.gov/div898/handbook/eda/section3/eda366.htm) and they recommend the following two books for detailed treatment of the subject:

  • Johnson, Kotz, and Balakrishnan, (1994), Continuous Univariate Distributions, Volumes I and II, 2nd. Ed., John Wiley and Sons.

  • Evans, Hastings, and Peacock (2000), Statistical Distributions, 3rd. Ed., John Wiley and Sons.

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  • $\begingroup$ Here's the link for the second book Statistical Distributions $\endgroup$ – Alex Popov Dec 5 '13 at 20:23
  • $\begingroup$ The Statistical distributions book is in now in 4th edition with Catherine Forbes as new first author. $\endgroup$ – Nick Cox Dec 5 '13 at 22:53
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I second the Wikipedia recommendation. Standard warnings about Wikipedia apply, but I find it much more readable for self-teaching than any book. Usually I look up whatever probability distribution I'm concerned with at the moment. Everything I learned about power laws I learned from reading Wikipedia, then following up the academic references given there on Google Scholar.

(Apologies if this is more appropriate as a comment than an answer - I don't have enough reputation to leave a comment yet)

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