Distribution Navigator
From countless probability distributions, you're sure to find one that perfectly fits your purpose!
(To find the optimal distribution based on data characteristics ⇒Gallery of Distributions)
For cases dealing with integers such as counts or number of people
Data Range | Distribution Name | Description |
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Finite | Bernoulli | Success or failure. An all-or-nothing model. Coin toss is a typical example. |
Uniform(discrete) | Distribution of "equally likely" outcomes.
Fair coin. Toss a coin and take 1 step right if heads, 1 step left if tails... This is a one-dimensional random walk. Four-sided fair die. Each face is labeled "Right", "Left", "Forward", "Backward". Roll the die and take 1 step in the direction shown... This is a two-dimensional random walk. Six-sided fair die. Each face is labeled "Right", "Left", "Forward", "Backward", "Up", "Down". Roll the die and take 1 step in the direction shown... This is a three-dimensional random walk. | |
Infinite | Poisson | Distribution of events that occur randomly and infrequently.
The "infrequently" part is important. For high-frequency events, it can be approximated by a Normal(Single) |
For cases dealing with any values, not limited to integers, such as weight, length, time, rate of return...
Data Range | Distribution Name | Description |
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Finite | Beta | Has a high degree of freedom in shape, so it can fit various distributions. Good to try for finite interval data with unclear characteristics that don't fit well with normal distribution. |
Johnson SB | Like the Beta, it can be used to fit data of unknown nature in a finite interval with asymmetric shape. Mean, standard deviation, skewness, and kurtosis can be freely adjusted. Used in forestry (distribution of tree trunk diameters in forests). | |
Kumaraswamy | When Beta distribution and Johnson SB distribution are too complex, but triangular distribution is too simple... This might be just right. | |
Triangular | Easy to handle due to its simple distribution function. Can be used instead of Beta or Johnson SB for finite interval distributions with a single peak and left-right asymmetry. | |
Uniform | The base random number used in the inverse function method to generate random numbers following other distributions. | |
U Quadratic | The simplest U-shaped distribution. Can be an alternative to Beta distribution. | |
Semi-Infinite | Exponential | Distribution of "intervals" between rare events.
If events occur following this distribution, their frequency follows a Poisson . |
Gumbel Type II | Extreme value theory | |
Log Normal |
The logarithm of these data follows a normal distribution. In this case, the original data follows a log-normal distribution. | |
Pareto | Originally developed as a model for income distribution. One of the distributions known as power-law distributions. It's becoming increasingly important as various phenomena are found to follow power-law distributions.
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Weibull | A representative distribution for failure rates in reliability engineering. Also used in extreme value theory. | |
Chi | Can someone explain? | |
Chi square | Chi-square test | |
Gamma | Precipitation amount distribution. Insurance claim amount distribution. | |
F | F test | |
Infinite | Cauchy | Like the normal distribution, it's a distribution with a single peak over an infinite interval. However, it's used as a distribution with far more outliers than can be explained by a normal distribution. |
Gumbel Type I | Extreme value theory | |
Johnson SU | It has heavier tails than the normal distribution and allows for adjustment of skewness and kurtosis. It's gaining attention as a replacement for the normal distribution in VaR calculations, etc. | |
Laplace | Can someone explain? | |
Logistic | Similar to the normal distribution but with slightly heavier tails. It's sometimes used instead of the normal distribution because its equation is simpler and easier to handle. Also, its Cumulative Distribution Function is called the "logistic curve" and is applied in various fields.
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Normal(Single) | A fundamental distribution that appears everywhere. You can't do anything without knowing this. | |
Normal(Multi) | Used for calculating VaR of portfolios through Monte Carlo simulation. | |
t | t test |