List of 1D Continuous Distributions ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ The following is a list of all 1D continuous distributions currently available in :py:mod:`UQpy`. Beta """" Beta distribution having probability density function .. math:: f(x|a,b) = \dfrac{ \Gamma(a+b)x^{a-1}(1-x)^{b-1}}{\Gamma(a) \Gamma(b)} for :math:`0 \le x \ge 0`, :math:`a > 0, b > 0`. Here :math:`\Gamma (a)` refers to the Gamma function. In this standard form :math:`(loc=0, scale=1)`, the distribution is defined over the interval (0, 1). Use `loc` and `scale` to shift the distribution to interval :math:`(loc, loc + scale)`. Specifically, this is equivalent to computing :math:`f(y|a,b)` where :math:`y=(x-loc)/scale`. The :class:`.Beta` class is imported using the following command: >>> from UQpy.distributions.collection.Beta import Beta .. autoclass:: UQpy.distributions.collection.Beta ______ Cauchy """""" Cauchy distribution having probability density function .. math:: f(x) = \dfrac{1}{\pi(1+x^2)} In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.Cauchy` class is imported using the following command: >>> from UQpy.distributions.collection.Cauchy import Cauchy .. autoclass:: UQpy.distributions.collection.Cauchy __________ Chi Square """""""""" Chi-square distribution having probability density: .. math:: f(x|k) = \dfrac{1}{2^{k/2}\Gamma(k/2)}x^{k/2-1}\exp{(-x/2)} for :math:`x\ge 0`, :math:`k>0`. Here :math:`\Gamma(\cdot)` refers to the Gamma function. In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y|k)` where :math:`y=(x-loc)/scale`. The :class:`.ChiSquare` class is imported using the following command: >>> from UQpy.distributions.collection.ChiSquare import ChiSquare .. autoclass:: UQpy.distributions.collection.ChiSquare ___________ Exponential """"""""""" Exponential distribution having probability density function: .. math:: f(x) = \exp(-x) In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. A common parameterization for Exponential is in terms of the rate parameter :math:`\lambda`, which corresponds to using :math:`scale = 1 / \lambda`. The :class:`.Exponential` class is imported using the following command: >>> from UQpy.distributions.collection.ExponentialCorrelation import Exponential >>> from UQpy.distributions.collection.ExponentialCorrelation import Exponential >>> from UQpy.distributions.collection.Exponential import Exponential .. autoclass:: UQpy.distributions.collection.Exponential ___________ Gamma """"""""""" Gamma distribution having probability density function: .. math:: f(x|a) = \dfrac{x^{a-1}\exp(-x)}{\Gamma(a)} for :math:`x\ge 0`, :math:`a>0`. Here :math:`\Gamma(a)` refers to the Gamma function. In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.Gamma` class is imported using the following command: >>> from UQpy.distributions.collection.Gamma import Gamma .. autoclass:: UQpy.distributions.collection.Gamma ___________________ Generalized Extreme """"""""""""""""""" Generalized Extreme Value distribution having probability density function: .. math:: f(x|c) = \exp(-(1-cx)^{1/c})(1-cx)^{1/c-1} for :math:`x\le 1/c, c>0`. For :math:`c=0` .. math:: f(x) = \exp(\exp(-x))\exp(-x) In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.GeneralizedExtreme` class is imported using the following command: >>> from UQpy.distributions.collection.GeneralizedExtreme import GeneralizedExtreme .. autoclass:: UQpy.distributions.collection.GeneralizedExtreme ________________ Inverse Gaussian """""""""""""""" Inverse Gaussian distribution having probability density function .. math:: f(x|\mu) = \dfrac{1}{2\pi x^3}\exp{(-\dfrac{(x\\mu)^2}{2x\mu^2})} for :math:`x>0`. :py:meth:`cdf` method returns :code:`NaN` for :math:`\mu<0.0028`. In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.InverseGauss` class is imported using the following command: >>> from UQpy.distributions.collection.InverseGaussian import InverseGauss .. autoclass:: UQpy.distributions.collection.InverseGauss _______ Laplace """"""" Laplace distribution having probability density function .. math:: f(x) = \dfrac{1}{2}\exp{-|x|} In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.Laplace` class is imported using the following command: >>> from UQpy.distributions.collection.Laplace import Laplace .. autoclass:: UQpy.distributions.collection.Laplace ____ Levy """" Levy distribution having probability density function .. math:: f(x) = \dfrac{1}{\sqrt{2\pi x^3}}\exp(-\dfrac{1}{2x}) for :math:`x\ge 0`. In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.Levy` class is imported using the following command: >>> from UQpy.distributions.collection.Levy import Levy .. autoclass:: UQpy.distributions.collection.Levy ________ Logistic """""""" Logistic distribution having probability density function .. math:: f(x) = \dfrac{\exp(-x)}{(1+\exp(-x))^2} In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.Logistic` class is imported using the following command: >>> from UQpy.distributions.collection.Logistic import Logistic .. autoclass:: UQpy.distributions.collection.Logistic _________ Lognormal """"""""" Lognormal distribution having probability density function .. math:: f(x|s) = \dfrac{1}{sx\sqrt{2\pi}}\exp(-\dfrac{\log^2(x)}{2s^2}) for :math:`x>0, s>0`. A common parametrization for a lognormal random variable :math:`Y` is in terms of the mean, mu, and standard deviation, sigma, of the gaussian random variable :math:`X` such that :math:`exp(X) = Y`. This parametrization corresponds to setting :math:`s = sigma` and :math:`scale = exp(mu)`. The :class:`.Lognormal` class is imported using the following command: >>> from UQpy.distributions.collection.Lognormal import Lognormal .. autoclass:: UQpy.distributions.collection.Lognormal _______ Maxwell """"""" Maxwell-Boltzmann distribution having probability density function .. math:: f(x) = \sqrt{2/\pi}x^2\exp(-x^2/2) for :math:`x\ge0`. In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.Maxwell` class is imported using the following command: >>> from UQpy.distributions.collection.Maxwell import Maxwell .. autoclass:: UQpy.distributions.collection.Maxwell _______ Normal """"""" Normal distribution having probability density function .. math:: f(x) = \dfrac{\exp(-x^2/2)}{\sqrt{2\pi}} In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.Normal` class is imported using the following command: >>> from UQpy.distributions.collection.Normal import Normal .. autoclass:: UQpy.distributions.collection.Normal _______ Pareto """"""" Pareto distribution having probability density function .. math:: f(x|b) = \dfrac{b}{x^{b+1}} for :math:`x\ge 1, b>0`. In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.Pareto` class is imported using the following command: >>> from UQpy.distributions.collection.Pareto import Pareto .. autoclass:: UQpy.distributions.collection.Pareto _______ Rayleigh """""""" Rayleigh distribution having probability density function .. math:: f(x) = x\exp(-x^2/2) for :math:`x\ge 0`. In this standard form :math:`(loc=0, scale=1)`. Use `loc` and `scale` to shift and scale the distribution. Specifically, this is equivalent to computing :math:`f(y)` where :math:`y=(x-loc)/scale`. The :class:`.Rayleigh` class is imported using the following command: >>> from UQpy.distributions.collection.Rayleigh import Rayleigh .. autoclass:: UQpy.distributions.collection.Rayleigh _______ Truncated Normal """""""""""""""" Truncated normal distribution The standard form of this distribution :math:`(loc=0, scale=1)` is a standard normal truncated to the range :math:`[a, b]`. Note that *a* and *b* are defined over the domain of the standard normal. The :class:`.TruncatedNormal` class is imported using the following command: >>> from UQpy.distributions.collection.TruncatedNormal import TruncatedNormal .. autoclass:: UQpy.distributions.collection.TruncatedNormal _______ Uniform """"""" Uniform distribution having probability density function .. math:: f(x|a, b) = \dfrac{1}{b-a} where :math:`a=loc` and :math:`b=loc+scale` The :class:`.Uniform` class is imported using the following command: >>> from UQpy.distributions.collection.Uniform import Uniform .. autoclass:: UQpy.distributions.collection.Uniform