| Distribution | Notation | Parameter meaning | In brms |
|---|---|---|---|
| Cauchy | Cauchy(ΞΌ, Ο) | ΞΌ: location parameter; equals the median and mode. Cauchy has no mean. Ο: scale parameter (width) β not a standard deviation; the variance is undefined too. | No dedicated family. Likelihood: student() with fixed Ξ½ = 1 (prior(constant(1), class = nu)). As a prior: cauchy(ΞΌ, Ο). |
| Student-t | Student-t(Ξ½, ΞΌ, Ο) | Ξ½ (Nu): degrees of freedom; small Ξ½ β heavier tails, large Ξ½ β approaches Normal. ΞΌ: location parameter; for Ξ½ > 1 also the mean. Ο: scale parameter, not generally the actual SD. For Ξ½ > 2, SD = ΟΒ·β(Ξ½/(Ξ½β2)). | student() β ΞΌ (link: identity), Ο = sigma, Ξ½ = nu. Same parametrization as here; Ο and Ξ½ can also be modeled by formula, e.g. sigma ~ group. |
| Normal | Normal(ΞΌ, Ο) | ΞΌ: mean / location. Ο: standard deviation. | gaussian() β ΞΌ (identity), Ο = sigma. Identical to the notation here. |
| Skew-Normal | Skew-Normal(ΞΎ, Ο, Ξ±) | ΞΎ (Xi): location parameter. Ο (Omega): scale parameter (> 0). Ξ±: shape/skewness parameter; Ξ± = 0 gives the Normal distribution. With skew, ΞΎ and Ο are not simply the mean and SD. | skew_normal() β ΞΌ is the actual mean, Ο the actual SD (not ΞΎ and Ο), Ξ± = alpha. Conversion: Ο = Ο/β(1 β 2δ²/Ο) with Ξ΄ = Ξ±/β(1+Ξ±Β²), ΞΎ = ΞΌ β Ο·δ·β(2/Ο). |
| Distribution | Notation | Parameter meaning | In brms |
|---|---|---|---|
| Gamma | Gamma(Ξ±, Ξ²) | Ξ±: shape parameter; determines the shape of the distribution. Ξ²: rate parameter in the classical shape-rate parametrization shown here. Mean = Ξ±/Ξ². Note: Ξ² is also used as a scale elsewhere. | Gamma(link = "log") β ΞΌ = mean (link: log), Ξ± = shape. The rate is Ξ² = shape/ΞΌ. (The brms default link would be inverse; log is more common.) |
| Exponential | Exponential(Ξ») | Ξ» (Lambda): rate/event rate. Mean waiting time = 1/Ξ». In brms the likelihood is often parametrized via the mean ΞΌ β a different notation. | exponential(link = "log") β ΞΌ = mean = 1/Ξ» (link: log). No further parameter. |
| ExGaussian | ExGauss(ΞΌ, Ο, Ξ²) | ΞΌ: mean of the Normal component. Ο: SD of the Normal component. Ξ²: mean/scale of the Exponential component; its rate is 1/Ξ². Overall mean: E[Y] = ΞΌ + Ξ². | exgaussian() β ΞΌ = overall mean E[Y] (identity), Ο = sigma, Ξ² = beta. The normal component has mean ΞΌbrms β Ξ², i.e. ΞΌhere = ΞΌbrms β Ξ². |
| Log-Normal | Lognormal(ΞΌ, Ο) | ΞΌ: mean of log(Y), not the mean of Y on its original scale. Ο: SD of log(Y), not the SD of Y on its original scale. | lognormal() β ΞΌ = mean of log(Y) (identity), Ο = sigma (SD of log(Y)). Identical to the notation here. |
| Shifted LogNormal | ShiftedLogNormal(ΞΌ, Ο, Ξ΄) | ΞΌ: mean of the log values of the unshifted positive part. Ο: SD of the log values. Ξ΄ (delta, lowercase): additive shift / lower bound; shifts the distribution to the right. Not to be confused with Ξ (uppercase) in the ordinal models below. | shifted_lognormal() β ΞΌ and Ο as for Log-Normal, Ξ΄ = ndt (non-decision time; must be smaller than min(Y)). |
| ChiΒ² | ΟΒ²(k) | k: degrees of freedom. A ΟΒ² distribution with k degrees of freedom is a special case of the Gamma distribution: Gamma(shape = k/2, rate = 1/2). | No brms family. Special case of Gamma: shape = k/2, rate = 1/2. Rarely used as a prior: chi_square(k). |
| F distribution | F(dβ, dβ) | dβ: numerator degrees of freedom. dβ: denominator degrees of freedom. The F distribution arises from the ratio of two appropriately scaled ChiΒ² variables. | No brms family. In Bayesian analyses replaced by model comparison, e.g. with loo(). |
| Weibull | Weibull(k, Ξ») | k: shape parameter; controls the shape and course of the hazard function. Ξ» (Lambda): scale parameter. At k = 1 this becomes an Exponential distribution; if its rate is written there as Ξ», Rate = 1/Ξ» (Weibull scale). | weibull() β ΞΌ = mean (link: log), k = shape. The scale is Ξ» = ΞΌ/Ξ(1 + 1/k). |
| Inverse Gaussian | InvGauss(ΞΌ, Ξ») | ΞΌ: mean (> 0). Ξ» (Lambda): shape/precision parameter; larger Ξ» β lower relative spread. Variance = ΞΌΒ³/Ξ». | inverse.gaussian() β ΞΌ (link: 1/mu^2, alternatively log), Ξ» = shape. |
| Hurdle-Gamma | HurdleGamma(ΞΌ, Ο, hu) | ΞΌ: mean of the Gamma component for Y > 0. Ο (Phi): shape/precision; Var = ΞΌΒ²/Ο. hu: probability of the hurdle, P(Y = 0). | hurdle_gamma() β ΞΌ (link: log), Ο = shape (log), hu (logit; can be modeled by formula, e.g. hu ~ x2). |
| Hurdle-Lognormal | HurdleLogNormal(ΞΌ, Ο, hu) | ΞΌ: mean of log(Y) for Y > 0. Ο: SD of log(Y). hu: probability of the hurdle, P(Y = 0). | hurdle_lognormal() β ΞΌ (identity), Ο = sigma (log), hu (logit). |
| Distribution | Notation | Parameter meaning | In brms |
|---|---|---|---|
| Beta | Beta(Ξ±, Ξ²) | Ξ±, Ξ²: two positive shape parameters. Together they determine location and shape. Mean = Ξ±/(Ξ±+Ξ²). Beta(1,1) = Uniform(0,1). | Beta() β ΞΌ (link: logit), Ο = phi (log). Conversion: Ξ± = ΞΌΒ·Ο, Ξ² = (1βΞΌ)Β·Ο. |
| ZI-Beta | ZI-Beta(ΞΌ, Ο, zi) | ΞΌ: mean of the continuous Beta part (between 0 and 1). Ο (Phi): precision/concentration of the Beta part; larger Ο β tighter clustering around ΞΌ. zi: probability of an additional point mass at 0 (zero inflation). | zero_inflated_beta() β ΞΌ (logit), Ο = phi (log), zi (logit; can be modeled by formula). |
| ZOIB | ZOIB(ΞΌ, Ο, zoi, coi) | ΞΌ: mean of the continuous Beta part. Ο: precision of the Beta part. zoi: overall probability of an additional 0-or-1 point mass. coi: conditional probability of a 1 within that 0/1 point mass. Hence: P(0) = zoiΒ·(1βcoi), P(1) = zoiΒ·coi. | zero_one_inflated_beta() β ΞΌ (logit), Ο = phi (log), zoi and coi (both logit; can be modeled by formula). |
| Bernoulli | Bernoulli(p) | p: probability of success P(Y=1). Y can only be 0 or 1. Beta is the conjugate prior for p. | bernoulli() β p = ΞΌ, link: logit: p = 1/(1+eβXΞ²). |
| LKJ (distribution over correlation matrices, not [0,1]) | LKJ(Ξ·) | Ξ· (Eta): only parameter, concentration around the identity matrix. Ξ·=1: uniform over all correlation matrices. Ξ·>1: regularizes toward Ο=0. Shown is the marginal distribution of a single correlation Ο β (β1,1) in the 2Γ2 case. | Never a likelihood, only a prior: prior(lkj(2), class = cor), where Ξ· is the argument of lkj(). |
| Distribution | Notation | Parameter meaning | In brms |
|---|---|---|---|
| Beta-Binomial | BetaBin(n, ΞΌ, Ο) | n: number of trials. ΞΌ: mean probability of success. Ο: precision/concentration of the underlying Beta distribution; smaller Ο β more heterogeneity/overdispersion, Ο β β β Binomial. | beta_binomial() with k | trials(n) ~ β¦ β ΞΌ (link: logit), Ο = phi (log). Conversion: Ξ± = ΞΌΒ·Ο, Ξ² = (1βΞΌ)Β·Ο. |
| Binomial | Binomial(n, p) | n: number of independent trials. p: probability of success per trial. | binomial() with k | trials(n) ~ β¦ β p (link: logit). |
| Poisson | Poisson(Ξ») | Ξ» (Lambda): expected count / rate over the interval considered. For Poisson, E[Y] = Var(Y) = Ξ». | poisson() β Ξ» = exp(XΞ²) (link: log). |
| Neg. Binomial | NegBin(ΞΌ, shape) | ΞΌ: expected count. shape: dispersion/shape parameter. Larger shape β less extra spread; shape β β β Poisson. In this parametrization: Var(Y) = ΞΌ + ΞΌΒ²/shape. | negbinomial() β ΞΌ (link: log), shape (log). Called shape in brms, not Ο; Var(Y) = ΞΌ + ΞΌΒ²/shape. Same parametrization as here. |
| ZI-Poisson | ZIPoisson(Ξ», zi) | Ξ»: rate of the Poisson component. zi: probability of an additional structural zero. | zero_inflated_poisson() β Ξ» = ΞΌ (link: log), zi (logit). |
| ZI-NegBinomial | ZINegBin(ΞΌ, Ο, zi) | ΞΌ: mean of the NegBin component. Ο: overdispersion (shape). zi: probability of an additional structural zero. | zero_inflated_negbinomial() β ΞΌ (log), Ο = shape (log), zi (logit). |
| ZI-Binomial | ZIBinomial(n, p, zi) | n: number of trials. p: success probability. zi: probability of an additional structural zero. | zero_inflated_binomial() with trials(n) β p = ΞΌ (logit), zi (logit). |
| Hurdle-Poisson | HurdlePoisson(Ξ», hu) | Ξ»: rate of the untruncated Poisson base distribution. hu: probability of the hurdle, P(Y = 0); positive values follow the Poisson truncated at 0. | hurdle_poisson() β Ξ» = ΞΌ (link: log), hu (logit). Note: E[Y] = (1βhu)Β·ΞΌ/(1βeβΞΌ). |
| Hurdle-NegBinomial | HurdleNegBin(ΞΌ, Ο, hu) | ΞΌ: mean of the untruncated NegBin base distribution. Ο: overdispersion (shape). hu: probability of the hurdle, P(Y = 0). | hurdle_negbinomial() β ΞΌ (log), Ο = shape (log), hu (logit). |
| Model | Notation | Parameter meaning | In brms |
|---|---|---|---|
| Cumulative Probit | OrderedProbit(Ξ·, Ο, Ξ, K) | Ξ· (Eta): linear predictor / position on the latent continuous scale. Ο (Tau): ordered thresholds (cutpoints) separating the categories. Ξ (delta, uppercase): spacing between thresholds (assumed even here, for illustration only). Not to be confused with Ξ΄ (lowercase) in Shifted LogNormal above. K: number of ordinal categories. Probit uses the Normal CDF as its link. | cumulative("probit") β Ξ· = formula term without intercept. The Kβ1 thresholds are estimated individually (Intercept[1], Intercept[2], β¦), not via a common Ξ. disc is fixed at 1. |
| Cumulative Logit | OrderedLogit(Ξ·, Ο, Ξ, K) | Ξ·: linear predictor / position on the latent scale. Ο: ordered thresholds. Ξ: spacing between thresholds (assumed even here, for illustration only). K: number of categories. Logit uses the logistic CDF as its link. | cumulative("logit") β Ξ· = formula term without intercept. The Kβ1 thresholds are estimated individually (Intercept[1], β¦), not via a common Ξ. disc is fixed at 1. |
| Symbol / label | Meaning in the graphic |
|---|---|
| Ξ½ = 1 | Student-t with one degree of freedom is the Cauchy distribution. |
| Ξ½ β β | With very large degrees of freedom, Student-t approaches the Normal distribution. |
| Ξ± = 0 | For Skew-Normal, the skew vanishes; what's left is the Normal distribution. |
| Ξ± = 1 | Gamma with shape Ξ± = 1 becomes the Exponential distribution (under the matching rate parametrization). |
| k = 1 | Weibull becomes the Exponential distribution. With scale vs. rate, the parameter conversion must be taken into account. |
| Ο β 0 | For ExGaussian, the Normal spread vanishes; in the limit what remains is a shifted Exponential part. Only at ΞΌ = 0 does this directly equal an unshifted Exponential distribution. |
| Y = exp(X) | Exponentiating a normally distributed variable X gives a Log-Normal distribution for Y. |
| + Ξ΄ (shift) | An additive shift Ξ΄ shifts a Log-Normal distribution, producing a Shifted LogNormal. |
| β | Convolution: the sum of two independent random variables. Normal β Exponential = ExGaussian. |
| p ~ Beta | The probability of success p is given a Beta distribution; this is how the Beta-Binomial mixture arises. |
| Ο β β | For Beta-Binomial, the extra heterogeneity vanishes; the limiting case is Binomial. |
| n = 1 | Binomial with exactly one trial is Bernoulli. |
| n β β, p β 0 | Poisson limit of the Binomial distribution, as long as np = Ξ» stays finite/constant. |
| shape β β | Negative Binomial approaches the Poisson distribution. |
| + 0 (zi) | An additional point mass at 0 is added to the Beta distribution (zero inflation). |
| + 1 / zero-one inflation | Point masses at both 0 and 1 can additionally be modelled; for ZOIB, zoi and coi control their total and split. |
| ΟΒ² β ΟΒ² | The F distribution can be constructed as the ratio of two ChiΒ² variables scaled by their degrees of freedom. |
| β | Limit or special case (depending on the arrow's label). |
| colored dashed arrow | "Constructed from" β the target distribution arises through an operation (convolution, shift, mixture) on the source distribution, within the same group. |
| grey dotted arrow | Cross-group relationship β a connection between two different distribution groups, not a special case in the strict sense. Deliberately dotted rather than dashed so it can't be confused with "constructed from". |
| β | Infinity; e.g. "Ξ½ β β" means: Ξ½ keeps growing. |
| ~ | "is distributed as" / "follows the distribution", e.g. p ~ Beta. |
| β | approximately / roughly equal. |
y ~ x always predicts the mean. That's a sensible, user-friendly unification β you don't have to relearn what the first parameter means for every new distribution family.dgamma, dnbinom), and in publications.prior(gamma(2, 0.1), ...) the two numbers are shape and rate, not ΞΌ and Ο. That's internally consistent (a prior doesn't predict a mean β it directly describes the distribution of a parameter), but it can be confusing β especially for distributions like Skew-Normal, where both notations appear under the same function name.