Probability distribution

mathematical function that describes the probability of occurrence of different possible outcomes in an experiment

Probability distribution is a term from mathematics. Suppose there are many events with random outcomes. A probability distribution is the theoretical counterpart to the frequency distribution. A frequency distribution simply shows how many times a certain event occurred. A probability distribution says how many times it should have occurred in the long run (that is, its probability). The probability distribution of a random variable is often written as (or simply ).[1][2] Such a distribution can either be discrete, taking a discrete (or countable) amount of values, or continuous, taking an uncountable amount of values (as from a continuous interval).[3]

The normal distribution, often called the "bell curve"

As an example, the probability distribution for a single roll of a normal 6-sided dice can be presented by:

Probability distribution for a dice roll event
Result
Probability of result

where result is the outcome of the dice roll, and the probability shows the chances of that result occurring. If we roll a dice 60 times, then in the long run, we should expect to have each side appear 10 times on average.

There are different probability distributions. Each of them has its use, its benefits and its drawbacks. Some common probability distributions include:

Related pagesEdit

ReferencesEdit

  1. "List of Probability and Statistics Symbols". Math Vault. 2020-04-26. Retrieved 2020-09-11.
  2. Bourne, Murray. "11. Probability Distributions - Concepts". www.intmath.com. Retrieved 2020-09-11.
  3. "1.3.6.1. What is a Probability Distribution". www.itl.nist.gov. Retrieved 2020-09-11.