Work

A Review: Construction of Statistical Distributions

Year: 2025

Type: article

Abstract: Statistical modeling is fundamentally based on probability distributions, which can be discrete or continuous and univariate or multivariate. This review focuses on the methods used to construct these distributions, covering both traditional and newly developed approaches. We first examine classic distributions such as the normal, exponential, gamma, and beta for univariate data, and the multivariate normal, elliptical, and Dirichlet for multidimensional data. We then address how, in recent decades, the demand for more flexible modeling tools has led to the creation of complex meta-distributions built using copula theory.

Source: Entropy

DOI: 10.3390/e27121188

Authors: Kai-Tai Fang, Yu-Xuan Lin, Yu-Hui Deng

Institutions: Beijing Normal-Hong Kong Baptist University, Hong Kong Baptist University, Chinese Academy of Sciences

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $3,137

Funders: Hong Kong Baptist University, National Natural Science Foundation of China