# Questions tagged [distributions]

A distribution is a mathematical description of probabilities or frequencies.

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### The multivariate Inverse-Gamma

On wikipedia they give a multivariate form, which to my understanding is used when V is known up until the scaling factor for a Normal-InverseGamma conjugacy. I tried to find a source of the ...
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### Negative multinomial distribution

The pmf of negative multinomial distribution is \begin{align*} P(\boldsymbol{\rm{X}}=\boldsymbol{\rm{x}})=\frac{\Gamma\left(x_0+\sum_{i=1}^{m}x_{i}\right)}{\Gamma\left(x_0\right)}p_0^{x_0} \prod_{i=1}...
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### Hazard function and survival analysis

I have a function $\lambda(t)$ which returns the instant probability of dying at a time $t$. I'd like to compute the function $F(t)$ which returns the probability of being dead at a certain time $t$. ...
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### Monte Carlo simulation or Bootstrap for determining sample L-moments estimates

I'm trying to estimate the sample L-moments of stations from the Annual Maximum Series of precipitation. The book by Hosking (1986a, 1990) recommend using Monte Carlo simulation in generating ...
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### How to fit a GLMM with non-negative non-integer continuous data?

I am trying to analyse a data set which has numbers of behaviours performed under 2 different predictor variables. The numbers of behaviours were standardised to rates per minute, since the ...
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### Calculate the likelihood at the mode of a pdf conditioned on θ [closed]

Assuming that I have the PDF of a random variable X with parameter θ (i.e., f(x|θ)). How is the likelihood at the mode of this PDF computed?
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### What is the distribution of the daily change rates of S&P 500?

I was wondering what is the distribution of the daily change rates of the S&P 500. It doesn't seem to be distributed normally (using qq plot for example).
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### Find the probability of which sample comes from a "higher" distribution based on random sample from two distributions

I am trying to find the answer for the following question. I have two distributions of numbers between 1 and 8, as illustrated here: I draw random samples from each distribution, which we can call &...
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### Top 10 win probabilities

I am a newbie here, hoping to find the right response for my question. I have a task at my hand to create some kind of model that can help me to determine what is the chance of winning a certain ...
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### Infinitesimal Robustness, influence function of $T$ at $F$
This text is taken from Introduction to robust estimation and hypothesis testing. Wilcox R. First I will write down the description that leads to definition of relative influence on $T(F)$ and then I ...