Distribution Lab
Normal Β· Gamma Β· Beta Β· Poisson Β· Binomial Β· GLM preparation
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Distribution Lab β€” Explore probability distributions interactively.  Β·  Adjust parameters Β· Show moments Β· brms roles & parametrisation Β· Lockable x-axis Β· Ordinal models
Normal
Y ~ Normal(ΞΌ, Οƒ)
Parameters
Show moments
Key figures
Additional display
Relationships between distributions
LEGEND: Limit / special case Constructed from Cross-group relationship βŠ• Convolution (sum of two random variables) CONTINUOUS UNBOUNDED Cauchy Cauchy(ΞΌ, Οƒ) Student-t Student-t(Ξ½, ΞΌ, Οƒ) Normal Normal(ΞΌ, Οƒ) Skew-Normal Skew-Normal(ΞΎ, Ο‰, Ξ±) Ξ½ = 1 Ξ½ β†’ ∞ Ξ± = 0 CONTINUOUS POSITIVE Gamma Gamma(Ξ±, Ξ²) Exponential Exponential(Ξ») ExGaussian ExGauss(ΞΌ, Οƒ, Ξ²) = Normal(ΞΌ,Οƒ) βŠ• Exponential(Ξ²) Log-Normal LogNormal(ΞΌ, Οƒ) Ξ± = 1 Οƒ β†’ 0 ChiΒ² χ²(k) F-Distribution F(d₁, dβ‚‚) Weibull Weibull(k, Ξ») Inv. Gaussian InvGaussian(ΞΌ, Ξ») Shifted LogNormal ShiftedLogNormal(ΞΌ,Οƒ,Ξ΄) = Gamma(k/2, Β½) Ο‡Β²βˆ•Ο‡Β² k = 1 + Ξ΄ (shift) βŠ• Exponential (cross-group) Y = exp(X) (cross-group) BOUNDED Beta Beta(Ξ±, Ξ²) Beta(1,1) = Uniform[0,1] ZI-Beta ZI-Beta(ΞΌ, Ο†, zi) ZOIB ZOIB(ΞΌ, Ο†, zoi, coi) Bernoulli Bernoulli(p) Beta = conj. prior for p LKJ LKJ(Ξ·) ρ = 2Β·Beta(Ξ·,Ξ·) βˆ’ 1 + 0 (zi) + 1 (zoi) COUNT DATA (DISCRETE) Beta-Binomial BetaBin(n, ΞΌ, Ο†) Binomial Binomial(n, p) Poisson Poisson(Ξ») Neg. Binomial NegBin(ΞΌ, shape) Ο† β†’ ∞ nβ†’βˆž, pβ†’0 shape β†’ ∞ p ~ Beta n = 1 ORDERED CATEGORIES (ORDINAL) same latent structure, different link function (Normal ↔ Logistic) Cum. Probit OrderedProbit(Ξ·,Ο„,Ξ”,K) Cum. Logit OrderedLogit(Ξ·,Ο„,Ξ”,K) At K=2 categories β‰ˆ binary logit/probit regression (groups "Count data"/"Bounded") Normal = limit of Student-t (Ξ½β†’βˆž), Skew-Normal (Ξ±=0), Gamma (Ξ±β†’βˆž) and Binomial (nβ†’βˆž, pβ†’0) χ²(k) = Z₁² + … + Zβ‚–Β² (Zα΅’ ~ Normal(0,1)) β€” also a special case of Gamma(k/2, Β½) Bold = reference distribution per group Β· dashed border = "constructed" distribution (ExGaussian, Shifted LogNormal) All distributions of the Distribution Lab Β· Source: Ben Lambert, A Student's Guide to Bayesian Statistics (2018), p. 225
Cheat Sheet β€” Symbols & Parameters
1. What are the symbols called?
2. Parameters per distribution
The last column shows how the same distribution is parametrized in brms (in brackets: link function of the respective parameter). Bold marks where brms differs from the notation in the preceding columns.
Continuous unbounded
DistributionNotationParameter meaningIn brms
CauchyCauchy(ΞΌ, Οƒ)ΞΌ: location parameter; equals the median and mode. Cauchy has no mean.
Οƒ: 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, Οƒ).
Student-tStudent-t(Ξ½, ΞΌ, Οƒ)Ξ½ (Nu): degrees of freedom; small Ξ½ β†’ heavier tails, large Ξ½ β†’ approaches Normal.
ΞΌ: location parameter; for Ξ½ > 1 also the mean.
Οƒ: scale parameter, not generally the actual SD. For Ξ½ > 2, SD = ΟƒΒ·βˆš(Ξ½/(Ξ½βˆ’2)).
student() β€” ΞΌ (link: identity), Οƒ = sigma, Ξ½ = nu. Same parametrization as here; Οƒ and Ξ½ can also be modeled by formula, e.g. sigma ~ group.
NormalNormal(ΞΌ, Οƒ)ΞΌ: mean / location.
Οƒ: standard deviation.
gaussian() β€” ΞΌ (identity), Οƒ = sigma. Identical to the notation here.
Skew-NormalSkew-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, Οƒ the actual SD (not ΞΎ and Ο‰), Ξ± = alpha. Conversion: Ο‰ = Οƒ/√(1 βˆ’ 2δ²/Ο€) with Ξ΄ = Ξ±/√(1+Ξ±Β²), ΞΎ = ΞΌ βˆ’ Ο‰Β·Ξ΄Β·βˆš(2/Ο€).
Continuous positive
DistributionNotationParameter meaningIn brms
GammaGamma(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.)
ExponentialExponential(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.
ExGaussianExGauss(ΞΌ, Οƒ, Ξ²)ΞΌ: mean of the Normal component.
Οƒ: 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), Οƒ = sigma, Ξ² = beta. The normal component has mean ΞΌbrms βˆ’ Ξ², i.e. ΞΌhere = ΞΌbrms βˆ’ Ξ².
Log-NormalLognormal(ΞΌ, Οƒ)ΞΌ: mean of log(Y), not the mean of Y on its original scale.
Οƒ: SD of log(Y), not the SD of Y on its original scale.
lognormal() β€” ΞΌ = mean of log(Y) (identity), Οƒ = sigma (SD of log(Y)). Identical to the notation here.
Shifted LogNormalShiftedLogNormal(ΞΌ, Οƒ, Ξ΄)ΞΌ: mean of the log values of the unshifted positive part.
Οƒ: 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 Οƒ as for Log-Normal, Ξ΄ = ndt (non-decision time; must be smaller than min(Y)).
Chi²χ²(k)k: degrees of freedom. A χ² 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 distributionF(d₁, dβ‚‚)d₁: 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().
WeibullWeibull(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 GaussianInvGauss(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-GammaHurdleGamma(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-LognormalHurdleLogNormal(ΞΌ, Οƒ, hu)ΞΌ: mean of log(Y) for Y > 0.
Οƒ: SD of log(Y).
hu: probability of the hurdle, P(Y = 0).
hurdle_lognormal() β€” ΞΌ (identity), Οƒ = sigma (log), hu (logit).
Bounded
DistributionNotationParameter meaningIn brms
BetaBeta(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 = (1βˆ’ΞΌ)Β·Ο†.
ZI-BetaZI-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).
ZOIBZOIB(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·(1βˆ’coi), P(1) = zoiΒ·coi.
zero_one_inflated_beta() β€” ΞΌ (logit), Ο† = phi (log), zoi and coi (both logit; can be modeled by formula).
BernoulliBernoulli(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+eβˆ’XΞ²).
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 ρ=0. Shown is the marginal distribution of a single correlation ρ ∈ (βˆ’1,1) in the 2Γ—2 case.Never a likelihood, only a prior: prior(lkj(2), class = cor), where Ξ· is the argument of lkj().
Count data (discrete)
DistributionNotationParameter meaningIn brms
Beta-BinomialBetaBin(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†’ Binomial.
beta_binomial() with k | trials(n) ~ … β€” ΞΌ (link: logit), Ο† = phi (log). Conversion: Ξ± = ΞΌΒ·Ο†, Ξ² = (1βˆ’ΞΌ)Β·Ο†.
BinomialBinomial(n, p)n: number of independent trials.
p: probability of success per trial.
binomial() with k | trials(n) ~ … β€” p (link: logit).
PoissonPoisson(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. BinomialNegBin(ΞΌ, shape)ΞΌ: expected count.
shape: dispersion/shape parameter. Larger shape β†’ less extra spread; shape 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-PoissonZIPoisson(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-NegBinomialZINegBin(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-BinomialZIBinomial(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-PoissonHurdlePoisson(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] = (1βˆ’hu)Β·ΞΌ/(1βˆ’eβˆ’ΞΌ).
Hurdle-NegBinomialHurdleNegBin(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).
Ordered categories (ordinal)
ModelNotationParameter meaningIn brms
Cumulative ProbitOrderedProbit(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 Kβˆ’1 thresholds are estimated individually (Intercept[1], Intercept[2], …), not via a common Ξ”. disc is fixed at 1.
Cumulative LogitOrderedLogit(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 Kβˆ’1 thresholds are estimated individually (Intercept[1], …), not via a common Ξ”. disc is fixed at 1.
3. What do the arrows and extra symbols mean?
Symbol / labelMeaning in the graphic
Ξ½ = 1Student-t with one degree of freedom is the Cauchy distribution.
Ξ½ β†’ ∞With very large degrees of freedom, Student-t approaches the Normal distribution.
Ξ± = 0For Skew-Normal, the skew vanishes; what's left is the Normal distribution.
Ξ± = 1Gamma with shape Ξ± = 1 becomes the Exponential distribution (under the matching rate parametrization).
k = 1Weibull becomes the Exponential distribution. With scale vs. rate, the parameter conversion must be taken into account.
Οƒ β†’ 0For 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.
βŠ•Convolution: the sum of two independent random variables. Normal βŠ• Exponential = ExGaussian.
p ~ BetaThe probability of success p is given a Beta distribution; this is how the Beta-Binomial mixture arises.
Ο† β†’ ∞For Beta-Binomial, the extra heterogeneity vanishes; the limiting case is Binomial.
n = 1Binomial with exactly one trial is Bernoulli.
n β†’ ∞, p β†’ 0Poisson limit of the Binomial distribution, as long as np = Ξ» stays finite/constant.
shape 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 inflationPoint masses at both 0 and 1 can additionally be modelled; for ZOIB, zoi and coi control their total and split.
χ² βˆ• χ²The 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 arrowCross-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".
∞Infinity; e.g. "Ξ½ β†’ ∞" means: Ξ½ keeps growing.
~"is distributed as" / "follows the distribution", e.g. p ~ Beta.
β‰ˆapproximately / roughly equal.
Source (graphic & structure): Ben Lambert, A Student's Guide to Bayesian Statistics (2018), p. 225.
Help β€” Distribution Lab
Overview
Distribution Lab shows probability distributions interactively β€” as preparation for GLMs and Bayesian models in brms. Which distribution fits which data? For each distribution: description, use cases, parameter explanation, brms usage and technical details.
Navigation
Category tabs (top) select the distribution group.
Distribution buttons below select the specific distribution.
Sliders on the left adjust parameters in real time.
Moments
Mean (blue), Median (green), Mode (orange) as vertical dashed lines. Each moment independently toggleable.
Why two parametrisations?
This is the most common stumbling block β€” and it has a good reason.

For one and the same distribution, statistics has several equivalent ways of writing it down. The Gamma distribution, for instance, can be described via (shape, rate), via (shape, scale), or via (mean, shape) β€” the same distribution, just different "dials". Which one you pick is pure convention.

Paul BΓΌrkner, the author of brms, deliberately took a different route than most: he asked what users actually want to predict in a regression model β€” and the answer is almost always the mean. So he parametrised every distribution that can serve as a likelihood so that the regression's target is always ΞΌ. Whether Gamma, Beta, Weibull or Negative Binomial: 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.

Because this ΞΌ-parametrisation is central to working with brms, it's the default throughout this tool. For comparison, the toggle also lets you show the classical textbook notation β€” the one you'll meet in textbooks, in R's base functions (dgamma, dnbinom), and in publications.

So where does brms use the classical notation? Precisely whenever the distribution is not a likelihood but plays a different role β€” in particular as a prior. In 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.

The colour coding helps keep them apart: in the "What do the parameters mean?" section, the teal box 1 always stands for the brms/likelihood parametrisation, the wine-red box 2 for the classical notation or prior usage. The sidebar toggle uses the same colours.

The "Usage in brms" section then shows both roles concretely for each distribution: as likelihood (family syntax, link) and as prior (prior() syntax) β€” including typical parametrisations.
Mixed distributions
ZI-Beta and ZOIB: point masses at 0/1 as red bars, Beta component as curve. Hurdle-Gamma and Hurdle-Lognormal: point mass at 0 as a red bar, positive component as a curve on (0, ∞) instead of [0,1].
Discrete distributions
Bar chart of the PMF. Mode = tallest bar.
Lock x-axis
X locked / X free button (above the chart): Freezes the x-axis so that when changing parameters (e.g. ΞΌ or Οƒ) the shape change is directly visible β€” instead of the axis rescaling. Active by default, and the on/off setting is global across all distributions. The frozen axis range itself, however, is remembered per distribution rather than shared β€” so continuous-unbounded and continuous-bounded distributions still each get their own sensible axis. The tool likewise remembers each distribution's last-set parameter values, so you can jump back and forth between distributions without losing your settings β€” until the page is reloaded, after which everything reverts to defaults. Disabled for discrete, mixed, and ordinal distributions (not meaningful there).
Distribution relationships
⊞ Relations button opens a large overview map with all distributions of the Distribution Lab and their connections: special cases, limits, constructions. Orientation in the distribution zoo. Inside it, πŸ“– Symbols expands a quick-reference for the Greek letters used.
Cheat Sheet
πŸ“‹ Cheat Sheet button opens a full reference: every symbol (name, pronunciation, note), the parameter meaning of every distribution grouped by category, and the arrow/extra-symbol legend from the relationship map β€” for looking things up without first having to select a specific distribution.