Available Univariate Distributions#

The table below lists all the available univariate distribution types used to construct UnivDist instances. UnivDist are used to represent the univariate marginals of a (possibly, multivariate) probabilistic input model.

Name

Keyword value for distribution

Notation

Support

Number of parameters

Beta

"beta"

\(\mathrm{Beta}(\alpha, \beta, a, b)\)

\([a, b], \; a, b \in \mathbb{R}\)

4

Exponential

"exponential"

\(\mathcal{E}(\lambda)\)

\([0, \infty)\)

1

Gumbel (max.)

"gumbel"

\(\mathrm{Gumbel}(\mu, \beta)\)

\((-\infty, \infty)\)

2

Logit-Normal

"logitnormal"

\(\mathcal{N}_{\mathrm{logit}}(\mu, \sigma)\)

\((0, 1)\)

2

Log-Normal

"lognormal"

\(\mathcal{N}_{\mathrm{log}} (\mu, \sigma)\)

\((0, \infty)\)

2

Normal (Gaussian)

"normal"

\(\mathcal{N}(\mu, \sigma)\)

\((-\infty, \infty)\)

2

Triangular

"triangular"

\(\mathcal{T}_r(a, b, c)\)

\([a, b], \; a, b \in \mathbb{R}\)

3

Truncated Gumbel (max.)

"trunc-gumbel"

\(\mathrm{Gumbel}_{\mathrm{Tr}}(\mu, \beta, a, b)\)

\([a, b], \; a, b \in \mathbb{R}\)

4

Truncated Normal (Gaussian)

"trunc-normal"

\(\mathcal{N}_{\mathrm{Tr}}(\mu, \sigma, a, b)\)

\([a, b], \; a, b \in \mathbb{R}\)

4

Uniform

"uniform"

\(\mathcal{U}(a, b)\)

\([a, b], \; a, b \in \mathbb{R}\)

2