• Descriptive
    • Moments
    • Concentration
    • Central Tendency
    • Variability
    • Stem-and-Leaf Plot
    • Histogram & Frequency Table
    • Data Quality Forensics
    • Conditional EDA
    • Quantiles
    • Kernel Density Estimation
    • Normal QQ Plot
    • Bootstrap Plot

    • Multivariate Descriptive Statistics
  • Distributions
    • Binomial Probabilities
    • Geometric Probabilities
    • Negative Binomial Probabilities
    • Hypergeometric Probabilities
    • Multinomial Probabilities
    • Dirichlet
    • Poisson Probabilities

    • Exponential
    • Gamma
    • Erlang
    • Weibull
    • Rayleigh
    • Maxwell-Boltzmann
    • Lognormal
    • Pareto
    • Inverse Gamma
    • Inverse Chi-Square

    • Beta
    • Power
    • Beta Prime (Inv. Beta)
    • Triangular

    • Normal (area)
    • Logistic
    • Laplace
    • Cauchy (standard)
    • Cauchy (location-scale)
    • Gumbel
    • Fréchet
    • Generalized Extreme Value

    • Normal RNG
    • ML Fitting
    • Tukey Lambda PPCC
    • Box-Cox Normality Plot
    • Noncentral t
    • Noncentral F
    • Sample Correlation r

    • Empirical Tests
  • Hypotheses
    • Theoretical Aspects of Hypothesis Testing
    • Bayesian Inference
    • Minimum Sample Size

    • Empirical Tests
    • Multivariate (pair-wise) Testing
  • Models
    • Manual Model Building
    • Guided Model Building
  • Time Series
    • Time Series Plot
    • Decomposition
    • Exponential Smoothing

    • Blocked Bootstrap Plot
    • Mean Plot
    • (P)ACF
    • VRM
    • Standard Deviation-Mean Plot
    • Spectral Analysis
    • ARIMA

    • Cross Correlation Function
    • Granger Causality
  1. Probability Distributions
  2. 51  Distribution Relationship Map
  • Preface
  • Getting Started
    • 1  Introduction
    • 2  Why Do We Need Innovative Technology?
    • 3  Basic Definitions
    • 4  The Big Picture: Why We Analyze Data
  • Introduction to Probability
    • 5  Definitions of Probability
    • 6  Jeffreys’ axiom system
    • 7  Bayes’ Theorem
    • 8  Sensitivity and Specificity
    • 9  Naive Bayes Classifier
    • 10  Law of Large Numbers

    • 11  Problems
  • Probability Distributions
    • 12  Bernoulli Distribution
    • 13  Binomial Distribution
    • 14  Geometric Distribution
    • 15  Negative Binomial Distribution
    • 16  Hypergeometric Distribution
    • 17  Multinomial Distribution
    • 18  Poisson Distribution

    • 19  Uniform Distribution (Rectangular Distribution)
    • 20  Normal Distribution (Gaussian Distribution)
    • 21  Gaussian Naive Bayes Classifier
    • 22  Chi Distribution
    • 23  Chi-squared Distribution (1 parameter)
    • 24  Chi-squared Distribution (2 parameters)
    • 25  Student t-Distribution
    • 26  Fisher F-Distribution
    • 27  Exponential Distribution
    • 28  Lognormal Distribution
    • 29  Gamma Distribution
    • 30  Beta Distribution
    • 31  Weibull Distribution
    • 32  Pareto Distribution
    • 33  Inverse Gamma Distribution
    • 34  Rayleigh Distribution
    • 35  Erlang Distribution
    • 36  Logistic Distribution
    • 37  Laplace Distribution
    • 38  Gumbel Distribution
    • 39  Cauchy Distribution
    • 40  Triangular Distribution
    • 41  Power Distribution
    • 42  Beta Prime Distribution
    • 43  Sample Correlation Distribution
    • 44  Dirichlet Distribution
    • 45  Generalized Extreme Value (GEV) Distribution
    • 46  Frechet Distribution
    • 47  Noncentral t Distribution
    • 48  Noncentral F Distribution
    • 49  Inverse Chi-Squared Distribution
    • 50  Maxwell-Boltzmann Distribution
    • 51  Distribution Relationship Map

    • 52  Problems
  • Descriptive Statistics & Exploratory Data Analysis
    • 53  Types of Data
    • 54  Datasheets

    • 55  Frequency Plot (Bar Plot)
    • 56  Frequency Table
    • 57  Contingency Table
    • 58  Binomial Classification Metrics
    • 59  Confusion Matrix
    • 60  ROC Analysis

    • 61  Stem-and-Leaf Plot
    • 62  Histogram
    • 63  Data Quality Forensics
    • 64  Quantiles
    • 65  Central Tendency
    • 66  Variability
    • 67  Skewness & Kurtosis
    • 68  Concentration
    • 69  Notched Boxplot
    • 70  Scatterplot
    • 71  Pearson Correlation
    • 72  Rank Correlation
    • 73  Partial Pearson Correlation
    • 74  Simple Linear Regression
    • 75  Moments
    • 76  Quantile-Quantile Plot (QQ Plot)
    • 77  Normal Probability Plot
    • 78  Probability Plot Correlation Coefficient Plot (PPCC Plot)
    • 79  Box-Cox Normality Plot
    • 80  Kernel Density Estimation
    • 81  Bivariate Kernel Density Plot
    • 82  Conditional EDA: Panel Diagnostics
    • 83  Bootstrap Plot (Central Tendency)
    • 84  Survey Scores Rank Order Comparison
    • 85  Cronbach Alpha

    • 86  Equi-distant Time Series
    • 87  Time Series Plot (Run Sequence Plot)
    • 88  Mean Plot
    • 89  Blocked Bootstrap Plot (Central Tendency)
    • 90  Standard Deviation-Mean Plot
    • 91  Variance Reduction Matrix
    • 92  (Partial) Autocorrelation Function
    • 93  Periodogram & Cumulative Periodogram

    • 94  Problems
  • Hypothesis Testing
    • 95  Normal Distributions revisited
    • 96  The Population
    • 97  The Sample
    • 98  The One-Sided Hypothesis Test
    • 99  The Two-Sided Hypothesis Test
    • 100  When to use a one-sided or two-sided test?
    • 101  What if \(\sigma\) is unknown?
    • 102  The Central Limit Theorem (revisited)
    • 103  Statistical Test of the Population Mean with known Variance
    • 104  Statistical Test of the Population Mean with unknown Variance
    • 105  Statistical Test of the Variance
    • 106  Statistical Test of the Population Proportion
    • 107  Statistical Test of the Standard Deviation \(\sigma\)
    • 108  Statistical Test of the difference between Means -- Independent/Unpaired Samples
    • 109  Statistical Test of the difference between Means -- Dependent/Paired Samples
    • 110  Statistical Test of the difference between Variances -- Independent/Unpaired Samples

    • 111  Hypothesis Testing for Research Purposes
    • 112  Decision Thresholds, Alpha, and Confidence Levels
    • 113  Bayesian Inference for Decision-Making
    • 114  One Sample t-Test
    • 115  Skewness & Kurtosis Tests
    • 116  Paired Two Sample t-Test
    • 117  Wilcoxon Signed-Rank Test
    • 118  Unpaired Two Sample t-Test
    • 119  Unpaired Two Sample Welch Test
    • 120  Two One-Sided Tests (TOST) for Equivalence
    • 121  Mann-Whitney U test (Wilcoxon Rank-Sum Test)
    • 122  Bayesian Two Sample Test
    • 123  Median Test based on Notched Boxplots
    • 124  Chi-Squared Tests for Count Data
    • 125  Kolmogorov-Smirnov Test
    • 126  One Way Analysis of Variance (1-way ANOVA)
    • 127  Kruskal-Wallis Test
    • 128  Two Way Analysis of Variance (2-way ANOVA)
    • 129  Repeated Measures ANOVA
    • 130  Friedman Test
    • 131  Testing Correlations
    • 132  A Note on Causality

    • 133  Problems
  • Regression Models
    • 134  Simple Linear Regression Model (SLRM)
    • 135  Multiple Linear Regression Model (MLRM)
    • 136  Logistic Regression
    • 137  Generalized Linear Models
    • 138  Multinomial and Ordinal Logistic Regression
    • 139  Cox Proportional Hazards Regression
    • 140  Conditional Inference Trees
    • 141  Leaf Diagnostics for Conditional Inference Trees
    • 142  Conditional Random Forests
    • 143  Hypothesis Testing with Linear Regression Models (from a Practical Point of View)

    • 144  Problems
  • Introduction to Time Series Analysis
    • 145  Case: the Market of Health and Personal Care Products
    • 146  Decomposition of Time Series
    • 147  Ad hoc Forecasting of Time Series
  • Box-Jenkins Analysis
    • 148  Introduction to Box-Jenkins Analysis
    • 149  Theoretical Concepts
    • 150  Stationarity
    • 151  Identifying ARMA parameters
    • 152  Estimating ARMA Parameters and Residual Diagnostics
    • 153  Forecasting with ARIMA models
    • 154  Intervention Analysis
    • 155  Cross-Correlation Function
    • 156  Transfer Function Noise Models
    • 157  General-to-Specific Modeling
  • Model Building Strategies
    • 158  Introduction to Model Building Strategies
    • 159  Manual Model Building
    • 160  Model Validation
    • 161  Regularization Methods
    • 162  Hyperparameter Optimization Strategies
    • 163  Guided Model Building in Practice
    • 164  Diagnostics, Revision, and Guided Forecasting
    • 165  Leakage, Target Encoding, and Robust Regression
  • References
  • Appendices
    • Appendices
    • A  Method Selection Guide
    • B  Presentations and Teaching Materials
    • C  R Language Concepts for Statistical Computing
    • D  Matrix Algebra
    • E  Standard Normal Table (Gaussian Table)
    • F  Critical values of Student’s \(t\) distribution with \(\nu\) degrees of freedom
    • G  Upper-tail critical values of the \(\chi^2\)-distribution with \(\nu\) degrees of freedom
    • H  Lower-tail critical values of the \(\chi^2\)-distribution with \(\nu\) degrees of freedom

Table of contents

  • 51.1 Interactive Relationship Map
  • 51.2 Relationship Types
    • 51.2.1 Special Case / Generalization
    • 51.2.2 Transformation
    • 51.2.3 Limiting Approximation
    • 51.2.4 Bayesian Conjugate Prior
  • 51.3 Legend
  1. Probability Distributions
  2. 51  Distribution Relationship Map

51  Distribution Relationship Map

Probability distributions do not exist in isolation. They form an interconnected web where one distribution emerges as a special case of another, transforms into a third under algebraic operations, or converges to a fourth as a parameter tends to infinity. Understanding these relationships deepens intuition, simplifies computation (a Normal approximation often replaces an intractable exact distribution), and reveals the internal coherence of statistical theory.

The diagram below shows the central skeleton of this network for 15 hub distributions. Solid arrows denote special-case or transformation links; dashed arrows mark limiting approximations and Bayesian conjugate-prior relationships. The full interactive map — with 38 distributions and 54 edges — is available in the Shiny app that follows.

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flowchart TD
    Multi["Multinomial"] -->|"K = 2"| Bin["Binomial"]
    Bin -->|"n = 1"| Ber["Bernoulli"]
    Bin -.->|"CLT"| Norm["Normal"]
    Bin -.->|"n large, p small"| Poi["Poisson"]
    Poi -.->|"large λ"| Norm

    Norm -->|"sum of squares"| ChiSq["Chi-squared"]
    Norm -->|"N / √(χ²/n)"| Tdist["Student t"]
    ChiSq -->|"ratio"| Fdist["F"]
    Tdist -->|"t²"| Fdist
    Tdist -.->|"large df"| Norm

    Gam["Gamma"] -->|"k = 1"| Exp["Exponential"]
    Gam -->|"k = n/2"| ChiSq
    Wei["Weibull"] -->|"k = 1"| Exp

    Dir["Dirichlet"] -->|"K = 2"| Beta["Beta"]
    GEV["GEV"] -->|"ξ = 0"| Gum["Gumbel"]

    Beta -.->|"conjugate"| Bin
    Gam -.->|"conjugate"| Poi
    Dir -.->|"conjugate"| Multi

    classDef discrete fill:#E3F2FD,stroke:#1565C0,stroke-width:2px,color:#0D47A1
    classDef classical fill:#E8F5E9,stroke:#2E7D32,stroke-width:2px,color:#1B5E20
    classDef applied fill:#FFF3E0,stroke:#EF6C00,stroke-width:2px,color:#E65100
    classDef extended fill:#F3E5F5,stroke:#7B1FA2,stroke-width:2px,color:#4A148C

    class Multi,Bin,Ber,Poi discrete
    class Norm,ChiSq,Tdist,Fdist classical
    class Gam,Exp,Beta,Wei applied
    class Dir,GEV,Gum extended

    linkStyle 0,1,10,11,12,13,14 stroke:#1565C0,stroke-width:2px
    linkStyle 5,6,7,8 stroke:#EF6C00,stroke-width:2px
    linkStyle 2,3,4,9 stroke:#2E7D32,stroke-width:2px
    linkStyle 15,16,17 stroke:#7B1FA2,stroke-width:2px
Figure 51.1: Hub diagram of core distribution relationships. Blue solid: special case. Orange solid: transformation. Green dashed: limiting approximation. Purple dashed: conjugate prior.

51.1 Interactive Relationship Map

The static diagram above shows only the main skeleton. The interactive map below includes all 38 distributions covered in this handbook and 54 typed relationships. Use the sidebar controls to filter by edge type and distribution group. Click any node to see its PDF/PMF formula, support, and links to the relevant chapter and Shiny app.

Interactive distribution relationship map (click to load).
Open in new tab

51.2 Relationship Types

The map encodes four types of relationships, each represented by a distinct visual style.

51.2.1 Special Case / Generalization

A distribution \(A\) is a special case of distribution \(B\) when fixing one or more parameters of \(B\) recovers \(A\) exactly. The arrow points from the more general distribution to the special case. For example, the Bernoulli distribution is a Binomial with \(n = 1\), the Exponential is a Gamma with shape \(k = 1\), and the Beta distribution is a Dirichlet with \(K = 2\). Recognising special-case links avoids redundant derivations: properties of the Bernoulli follow immediately from the Binomial, and marginal distributions of the Dirichlet are Beta by construction.

51.2.2 Transformation

Two distributions are linked by a transformation when an algebraic operation on a random variable from one distribution produces a random variable from the other. The sum of squared standard Normal variates follows a Chi-squared distribution; the ratio of two independent Chi-squared variates (each divided by their degrees of freedom) follows an F distribution; and squaring a Student \(t\) variate yields an \(F(1, n)\) variate. These relationships underpin the derivations of classical test statistics.

51.2.3 Limiting Approximation

A limiting link indicates that one distribution converges to another as a parameter tends to a boundary value. The Binomial converges to the Normal (Central Limit Theorem) and to the Poisson (rare-event limit). The Student \(t\) converges to the Normal as degrees of freedom grow. These approximations justify practical shortcuts: for large samples, a \(z\)-test replaces the \(t\)-test, and a Normal approximation replaces an exact Binomial calculation.

51.2.4 Bayesian Conjugate Prior

A conjugate prior link connects a prior distribution to the likelihood it is conjugate to. The Beta distribution is the conjugate prior for Bernoulli and Binomial likelihoods, the Gamma is conjugate for the Poisson rate, and the Dirichlet is conjugate for the Multinomial. Conjugacy guarantees that the posterior belongs to the same family as the prior, enabling closed-form Bayesian updating without numerical integration.

51.3 Legend

The colour and shape conventions used in the interactive map are summarised below.

Node groups:

Group Colour Shape Distributions
Discrete Light blue Square Bernoulli, Binomial, Geometric, Negative Binomial, Hypergeometric, Multinomial, Poisson
Classical inference Light green Circle Normal, Chi, Chi-squared (1p & 2p), Student t, F
Applied modelling Light orange Circle Exponential, Lognormal, Gamma, Beta, Weibull, Pareto, Inv. Gamma, Rayleigh, Erlang, Logistic, Laplace, Gumbel, Cauchy, Triangular, Power, Beta Prime, Corr. r
Extended toolkit Light purple Diamond Dirichlet, GEV, Fréchet, Noncentral t, Noncentral F, Inv. Chi-squared, Maxwell-Boltzmann

Edge types:

Relationship Colour Line style
Special case / generalization Blue Solid
Transformation Orange Solid
Limiting / approximation Green Dashed
Conjugate prior Purple Dotted
50  Maxwell-Boltzmann Distribution

© 2026 Patrick Wessa. Provided as-is, without warranty.

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