Types of ProbabilityDistributions
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Meenakshi RajputTypes of ProbabilityDistributions
Uploaded by
Meenakshi RajputThere are several different types of probability distributions in statistics and probability theory.
Each distribution describes the likelihood of different outcomes in a given random experiment or
process. Here are some common types of probability distributions:
Uniform Distribution: In a uniform distribution, all outcomes are equally likely. For example,
rolling a fair six-sided die has a uniform distribution because each side has a probability of 1/6 of
occurring.
Bernoulli Distribution: The Bernoulli distribution models a single binary event with two
possible outcomes, typically labeled as "success" and "failure." It is characterized by a single
parameter p, which is the probability of success.
Binomial Distribution: The binomial distribution models the number of successful outcomes
(usually denoted as "k") in a fixed number of independent Bernoulli trials. It has two parameters:
n (the number of trials) and p (the probability of success in each trial).
Poisson Distribution: The Poisson distribution describes the number of events that occur in a
fixed interval of time or space. It is often used for rare events where the average rate of
occurrence is known.
Normal Distribution (Gaussian Distribution): The normal distribution is one of the most well-
known distributions. It is characterized by a bell-shaped curve and is completely described by its
mean (μ) and standard deviation (σ). Many natural phenomena approximate a normal
distribution.
Exponential Distribution: The exponential distribution describes the time between events in a
Poisson process, where events occur continuously and independently at a constant rate.
Geometric Distribution: The geometric distribution models the number of trials needed to
achieve the first success in a sequence of independent Bernoulli trials. It is characterized by a
single parameter p, the probability of success.
Gamma Distribution: The gamma distribution is a family of continuous probability
distributions that generalize the exponential distribution. It has two parameters: shape (α) and
rate (β).
Weibull Distribution: The Weibull distribution is often used to model reliability and survival
data. It can take on various shapes depending on its parameters.
Log-Normal Distribution: The log-normal distribution describes data whose logarithms follow
a normal distribution. It is often used to model data that is positively skewed.
Beta Distribution: The beta distribution is a family of continuous probability distributions
defined on the interval [0, 1]. It is often used to model probabilities and proportions.
Chi-Square Distribution: The chi-square distribution is related to the normal distribution and is
used in hypothesis testing and confidence interval calculations.
F-Distribution: The F-distribution arises in the context of analysis of variance (ANOVA) and is
used to compare the variances of two or more groups.
Hypergeometric Distribution: The hypergeometric distribution describes the probability of
drawing a specific number of successes in a finite population without replacement.
Multinomial Distribution: The multinomial distribution is an extension of the binomial
distribution to multiple categories or outcomes.
The binomial distribution is a discrete probability distribution that models the
number of successes (usually denoted as "k") in a fixed number of
independent Bernoulli trials. A Bernoulli trial is an experiment with two
possible outcomes: "success" and "failure," where success has a probability of
"p," and failure has a probability of "q" (where q = 1 - p). The key
characteristics of the binomial distribution are:
1. Fixed Number of Trials (n): The binomial distribution considers a fixed
number of independent trials or experiments, denoted as "n." Each trial can
result in either success or failure.
2. Independent Trials: The trials must be independent of each other, meaning
that the outcome of one trial does not affect the outcome of another. For
example, when flipping a coin, each flip is independent of the others.
3. Two Possible Outcomes: Each trial has two possible outcomes: success and
failure. These outcomes are mutually exclusive.
4. Constant Probability of Success (p): The probability of success (p) remains
the same for each trial. Similarly, the probability of failure (q = 1 - p) also
remains constant.
The probability mass function (PMF) of the binomial distribution is given by
the binomial probability formula:
�(�=�)=(��)⋅��⋅��−�P(X=k)=(kn)⋅pk⋅qn−k
Where:
�(�=�)P(X=k) is the probability of getting exactly "k" successes in "n"
trials.
(��)(kn) is the binomial coefficient, also known as "n choose k," which
represents the number of ways to choose "k" successes out of "n" trials. It is
calculated as (��)=�!�!(�−�)!(kn)=k!(n−k)!n!.
"p" is the probability of success in a single trial.
"q" is the probability of failure in a single trial (q = 1 - p).
"k" is the number of successes.
Here are some important properties and characteristics of the binomial
distribution:
1. Mean and Variance:
The mean (expected value) of a binomial distribution is
�=�⋅�μ=n⋅p.
The variance of a binomial distribution is �2=�⋅�⋅�σ2=n⋅p⋅q.
2. Shape:
The shape of the binomial distribution is influenced by the values of "n"
and "p." As "n" increases, the distribution becomes more symmetric and
approaches a normal distribution (central limit theorem).
When "p" is close to 0 or 1, the distribution becomes skewed, with the
majority of outcomes concentrated around either 0 or "n."
3. Cumulative Distribution Function (CDF):
The cumulative distribution function (CDF) of the binomial distribution
gives the probability that the number of successes is less than or equal
to a specified value.
4. Applications:
The binomial distribution is commonly used to model scenarios
involving a fixed number of trials with two possible outcomes, such as
the probability of getting a certain number of heads in a series of coin
flips, the success rate of a new drug in clinical trials, or the likelihood of
passing a test based on guessing.
5. Approximation:
When "n" is large and "p" is not extremely close to 0 or 1, the binomial
distribution can be approximated by a normal distribution for practical
purposes (central limit theorem).
In summary, the binomial distribution is a fundamental probability distribution
that helps analyze and predict outcomes in situations where there are only
two possible outcomes (success and failure) and a fixed number of
independent trials. It is widely used in various fields, including statistics,
biology, economics, and quality control.
