DistributionParameterAssumptions[dist]
gives a logical expression for assumptions on parameters in the symbolic distribution dist.
DistributionParameterAssumptions
DistributionParameterAssumptions[dist]
gives a logical expression for assumptions on parameters in the symbolic distribution dist.
Details
- DistributionParameterAssumptions returns a logical combination of equalities, inequalities, and domain specifications for assumptions on parameters in dist.
- DistributionParameterAssumptions can generate parameter assumptions for any univariate or multivariate distribution specified as a symbolic distribution.
Examples
open all close allBasic Examples (1)
Obtain parameter assumptions for a normal distribution:
DistributionParameterAssumptions[NormalDistribution[μ, σ]]Parameter assumptions for a multinomial distribution:
DistributionParameterAssumptions[MultinomialDistribution[n, {Subscript[p, 1], Subscript[p, 2], Subscript[p, 3]}]]Scope (4)
Obtain assumptions for distributions with combinations of numeric and symbolic parameters:
dists = Table[GammaDistribution[a, b], {a, {α, 1}}, {b, {β, 2}}]//FlattenTable[{d, DistributionParameterAssumptions[d]}, {d, dists}]//TableFormGet assumptions for univariate and multivariate discrete and continuous distributions:
validDistributions = {GeometricDistribution[p], ParetoDistribution[k, a], BinormalDistribution[ρ], MultivariatePoissonDistribution[μ, {Subscript[μ, 1], Subscript[μ, 2]}]};Table[{dist, DistributionParameterAssumptions[dist]}, {dist, validDistributions}]//TableFormGet assumptions for a derived distribution:
tdist = TransformedDistribution[x ^ 3, xPoissonDistribution[μ]];DistributionParameterAssumptions[tdist]Data distributions have no parameters, so the assumptions are vacuously true:
ddist = EmpiricalDistribution[Range[10]];DistributionParameterAssumptions[ddist]Applications (4)
Get the PDF for an extreme value distribution:
pdf = PDF[ExtremeValueDistribution[α, β], x]Compute the integral for its mean without including parameter assumptions:
Integrate[x * pdf, {x, -∞, ∞}]Use parameter assumptions to simplify the result:
Assuming[DistributionParameterAssumptions[ExtremeValueDistribution[α, β]], Simplify[%]]Compute the result by giving the assumptions directly to Integrate:
Integrate[x * pdf, {x, -∞, ∞}, Assumptions -> DistributionParameterAssumptions[ExtremeValueDistribution[α, β]]]Compare with the mean of the distribution:
Mean[ExtremeValueDistribution[α, β]]Define two χ2 distributions and their parameter assumptions:
dist1 = ChiSquareDistribution[n];
dist2 = ChiSquareDistribution[m];
assumpts = DistributionParameterAssumptions[dist1] && DistributionParameterAssumptions[dist2];Compute the pdf of the sum of the χ2 distributed variables via convolution with assumptions:
Convolve[PDF[dist1, t], PDF[dist2, t], t, x, Assumptions -> assumpts]Verify the additive property of χ2 variables:
% == PDF[ChiSquareDistribution[m + n], x]//SimplifyDefine a Haight distribution with probability parameter
:
dist = ProbabilityDistribution[(4 ^ (-1 + k)p((1 - p) * p) ^ (-1 + k)(-(3 / 2) + k)!) / (Sqrt[Pi]k!), {k, 1, Infinity, 1}, Assumptions -> 1 / 2 < p < 1];Sum the PDF expression to check normalization:
Sum[PDF[dist, k], {k, 1, Infinity}]The result is not always unity if the distribution assumptions are not met:
FullSimplify[%, Not[DistributionParameterAssumptions[dist]]]Give assumptions to Sum to verify the total probability is 1 for assumed values of
:
Sum[PDF[dist, k], {k, 1, Infinity}, Assumptions -> DistributionParameterAssumptions[dist]]Get the assumptions for a type 1 Pearson with unknown b1 and b0 parameters:
assumpts = DistributionParameterAssumptions[PearsonDistribution[1, 3, -2, 3, Subscript[b, 1], Subscript[b, 0]]]Find the maximum possible value of b1 as a function of b0:
max = ArgMax[{Subscript[b, 1], assumpts}, Subscript[b, 1]]Plot[max, {Subscript[b, 0], -10, 10}, Filling -> -20, AxesLabel -> {Subscript[b, 0], Subscript[b, 1]}]Properties & Relations (1)
DistributionParameterAssumptions returns conditions on parameters:
DistributionParameterAssumptions[BinomialDistribution[n, p]]DistributionParameterQ assumes symbolic parameters are valid:
DistributionParameterQ[BinomialDistribution[n, p]]With numeric parameters, the outputs are equivalent:
DistributionParameterAssumptions[BinomialDistribution[20, 1 / 3]]DistributionParameterQ[BinomialDistribution[20, 1 / 3]]See Also
Related Guides
History
Text
Wolfram Research (2010), DistributionParameterAssumptions, Wolfram Language function, https://reference.wolfram.com/language/ref/DistributionParameterAssumptions.html.
CMS
Wolfram Language. 2010. "DistributionParameterAssumptions." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/DistributionParameterAssumptions.html.
APA
Wolfram Language. (2010). DistributionParameterAssumptions. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/DistributionParameterAssumptions.html
BibTeX
@misc{reference.wolfram_2026_distributionparameterassumptions, author="Wolfram Research", title="{DistributionParameterAssumptions}", year="2010", howpublished="\url{https://reference.wolfram.com/language/ref/DistributionParameterAssumptions.html}", note=[Accessed: 12-June-2026]}
BibLaTeX
@online{reference.wolfram_2026_distributionparameterassumptions, organization={Wolfram Research}, title={DistributionParameterAssumptions}, year={2010}, url={https://reference.wolfram.com/language/ref/DistributionParameterAssumptions.html}, note=[Accessed: 12-June-2026]}