I discovered a book online a while back that specifically was about probability distributions the connections between them and some generalized forms that captured big families of distributions. I believe someone linked to it from some comments in a topic on the Julia forum.
The problem is I don’t remember the name, author or anything. I’m hoping whoever it was that linked it recognizes the description and can suggest which book it was. Or maybe it was all a fever dream? I hate that web search has gotten so useless. Particularly for things with these kinds of keywords.
If I remember correctly it was a pdf made available on the author’s page. And it was more mathy than an applied thing, kind of a taxonomy of distributions.
Wow. I’m not sure if that was the book, but it looks like it’s awesome. Thanks so much. Anyone else know of a book like this? maybe by a different author.
Actually now I see that I have a downloaded copy of that book already in my enormous Downloads folder, so I think that was the book I was thinking of. But now I’m thinking there was another recommendation that was given in the same discussion to another interesting book on same kind of topic. So if anyone else has thoughts please chip in.
I had another look at that thread. The e-book “All of Statistics” mentioned in this post is currently selling on the Springer site for €7 instead of the usual €48. That might mean there’s a new edition coming, but it still seems a good price.
There’s an online free book that I love, which includes in particular a chapter about specific distributions, but cast the discussion in terms of general families of distribution.
The chapter on distributions is this. The list of sections of the whole book is this.