Demos & Notebooks

Interactive Jupyter notebooks demonstrating how to use normix distributions. Each notebook includes theory, parameter estimation, and visualizations.

Univariate Distributions

• Exponential Distribution in Exponential Family Form
• Gamma Distribution in Exponential Family Form
• Inverse Gamma Distribution in Exponential Family Form
• Inverse Gaussian Distribution in Exponential Family Form
• Generalized Inverse Gaussian Distribution in Exponential Family Form

Multivariate Distributions

• Multivariate Normal Distribution in Exponential Family Form

Mixture Distributions

• Variance Gamma Distribution
• Part 1: Joint Distribution (1D X)
• Part 2: Marginal Distribution (2D X)
• Part 3: Exponential Family Structure
• Summary
• Normal Inverse Gamma Distribution
• Part 1: Joint Distribution (1D X)
• Part 2: Marginal Distribution (2D X)
• Part 3: Exponential Family Structure
• Part 4: Connection to Student-t (Symmetric Case)
• Summary
• Normal Inverse Gaussian Distribution
• Part 1: Joint Distribution (1D X)
• Part 2: Marginal Distribution (2D X)
• Part 3: Exponential Family Structure
• Summary
• Generalized Hyperbolic (GH) Distribution

Comparisons & Applications

• Comparison of Normal Mixture Distributions
• S&P 500 Empirical Study: Distribution Comparison
• S&P 500 Stocks Multivariate Empirical Study