GLM glossary term

Author: mjhajharia

docs/source/glossary.md

@@ -59,4 +59,11 @@ Posterior
 
   - For more on generating and interpreting the posterior samples, see Statistical Rethinking 2nd Edition By Richard McElreath, chapter 3.
 
+Generalized Linear Model(GLM)
+In a GLM, we assume the response variable $y_i$ to follow an exponential family distribution with mean $\mu_i$, which is assumed to be some (often nonlinear) function of $x_i^T\beta$. They're considered linear because the covariates affect the distribution of $Y_i$ only through the linear combination $x_i^T\beta$.
+
+Examples: Linear Regression,	ANOVA,	Logistic Regression and	Poisson Regression
+
+Note: Do not confuse these with general linear models
+
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