Distributions Flashcards
Mean of poisson
μ
Variance of poisson
μ
Mean of bernoulli
θ
Variance of bernoulli
θ(1-θ)
Mean of binomial
n*p
Variance of binomial
npq
Mean of multinomial for Xi
n*pi
Variance of multinomial for Xi
npiqi
Covariance between Xi and Xj
npipj
Mean of uniform
(α + β) / 2
Variance of uniform
(β - α)^2 / 12
Mean of beta
α / (α + β)
Variance of beta
(α / (α + β)) * (β / (α + β)) * (1 / (α + β + 1))
Mean of gamma
α / β
Variance of gamma
α / β^2
Mean of exponential
1/λ
Variance of exponential
1 / λ^2
Conjugate prior for θ when y ~ binomial
Beta
Conjugate prior for θi,..,θk when y ~ Multinomial
Dirichlet
Conjugate prior for θ when y ~ poisson
Gamma
Conjugate prior for θ when y ~ exponential
Gamma
Conjugate prior for θ when y ~ Uniform
Pareto
Conjugate prior for μ when y ~ Normal and σ^2 known
Normal
Conjugate prior for σ^2 when y ~ Normal and μ known
Inverse gamma
Conjugate prior for σ^2 and μ when y ~ Normal
Inverse gamma conditional normal