Probability Distributions

The standard models for random quantities and how their parameters shape them.

In suggested reading order:

  1. Probability Distributions. A description of which values a random variable can take and how probability is spread over them.
  2. Bernoulli and Binomial Distributions. The distributions of a single yes/no trial and of the number of successes in a fixed number of independent trials.
  3. Normal Distribution. The bell-shaped continuous distribution described by a mean and a standard deviation.
  4. Poisson Distribution. The distribution of the number of events in a fixed interval when events occur independently at a constant average rate.
  5. Uniform Distribution. The distribution that spreads probability evenly, either over an interval or over a finite set of equally likely values.
  6. Exponential Distribution. The distribution of the waiting time until the next event when events occur independently at a constant average rate.