Random variables in Julia (working list)

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One of the nice features of Distributions.jl is the ability to create new transformed distributions from existing distributions.

  • MixtureModel([Normal(0,1),Cauchy(0,1)], [0.5,0.5]) returns a new random variable

  • Truncated(Cauchy(0,1), 0.25, 1.8)

  • convolve(Cauchy(0,1), Cauchy(5,2))

A recent PR proposes folded distributions.
This is cool b/c it automatically allows the user to access a large number of distributions:
folded-Cauchy/folded-normal/Half-Cauchy/half-logistic/half-normal etc

There has been discussion about a generic ZeroInflated distribution here, here, here

Are there other important transformations of random variables not considered yet?
Maybe CensoredDistribution, Conditioned & Derived Statistical Distributions can provide some inspiration?

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