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1 Introduction

This article is about probability distribution. For generalized functions in mathematical analysis, see Distribution

(mathematics). For other uses, see Distribution.

p(S)

0.16

1

_

6

__

5

36

1

_

9

__

1

12

__

1

18

__

1

36

0.14

assigns a probability to each measurable subset of the pos0.12

sible outcomes of a random experiment, survey, or pro0.10

cedure of statistical inference. Examples are found in experiments whose sample space is non-numerical, where

0.08

the distribution would be a categorical distribution; ex0.06

periments whose sample space is encoded by discrete

0.04

random variables, where the distribution can be specied by a probability mass function; and experiments with

0.02

sample spaces encoded by continuous random variables,

2 3 4 5 6 7 8 9 10 11 12

where the distribution can be specied by a probability

S

density function. More complex experiments, such as

those involving stochastic processes dened in continuous The probability mass function (pmf) p(S) species the probability

time, may demand the use of more general probability distribution for the sum S of counts from two dice. For example,

measures.

the gure shows that p(11) = 1/18. The pmf allows the compuIn applied probability, a probability distribution can be tation of probabilities of events such as P(S > 9) = 1/12 + 1/18

+ 1/36 = 1/6, and all other probabilities in the distribution.

specied in a number of dierent ways, often chosen for

mathematical convenience:

To dene probability distributions for the simplest cases,

one needs to distinguish between discrete and continu by supplying a valid probability mass function or ous random variables. In the discrete case, one can easily

probability density function

assign a probability to each possible value: for example,

when throwing a fair die, each of the six values 1 to 6

by supplying a valid cumulative distribution function has the probability 1/6. In contrast, when a random varior survival function

able takes values from a continuum then, typically, probabilities can be nonzero only if they refer to intervals: in

by supplying a valid hazard function

quality control one might demand that the probability of

a 500 g package containing between 490 g and 510 g

by supplying a valid characteristic function

should be no less than 98%.

0.2

0.3

0.4

variable from other random variables whose joint

probability distribution is known.

34.1% 34.1%

0.1

multivariate. A univariate distribution gives the probabilities of a single random variable taking on various alternative values; a multivariate distribution (a joint probability

distribution) gives the probabilities of a random vector

a set of two or more random variablestaking on various combinations of values. Important and commonly

encountered univariate probability distributions include

the binomial distribution, the hypergeometric distribution, and the normal distribution. The multivariate normal distribution is a commonly encountered multivariate

distribution.

0.0

0.1%

3

2.1%

13.6%

13.6%

0

2.1%

0.1%

3

also called Gaussian or bell curve, the most important continuous random distribution. As notated on the gure, the probabilities of intervals of values correspond to the area under the

curve.

1

if a total order is dened for its possible values), the cumulative distribution function (CDF) gives the probability that the random variable is no larger than a given value;

in the real-valued case, the CDF is the integral of the

probability density function (pdf) provided that this function exists.

Terminology

As probability theory is used in quite diverse applications, terminology is not uniform and sometimes confusing. The following terms are used for non-cumulative

probability distribution functions:

Probability mass, Probability mass function,

p.m.f.: for discrete random variables.

Categorical distribution: for discrete random variables with a nite set of values.

Probability density, Probability density function,

p.d.f.: most often reserved for continuous random

variables.

Tail: the complement of the head within the support; the large set of values where the pmf or pdf is

relatively low.

Expected value or mean: the weighted average of

the possible values, using their probabilities as their

weights; or the continuous analog thereof.

Median: the value such that the set of values less

than the median has a probability of one-half.

Variance: the second moment of the pmf or pdf

about the mean; an important measure of the

dispersion of the distribution.

Standard deviation: the square root of the variance,

and hence another measure of dispersion.

Symmetry: a property of some distributions in

which the portion of the distribution to the left of

a specic value is a mirror image of the portion to

its right.

Skewness: a measure of the extent to which a pmf

or pdf leans to one side of its mean.

refer to non-cumulative or cumulative distributions, deBecause a probability distribution Pr on the real line is

pending on authors preferences:

determined by the probability of a scalar random variable

X being in a half-open interval (-, x], the probability

Probability distribution function: continuous or distribution is completely characterized by its cumulative

discrete, non-cumulative or cumulative.

distribution function:

Probability function: even more ambiguous, can

mean any of the above or other things.

F (x) = Pr [X x]

all for x R.

Finally,

probability distribution function, but usually refers to

See also: Probability mass function and Categorical disthe more complete assignment of probabilities to all

tribution

measurable subsets of outcomes, not just to specic

A discrete probability distribution is a probability

outcomes or ranges of outcomes.

2.1

Basic terms

highest probability (the location at which the probability mass function has its peak); for a continuous

random variable, the location at which the probability density function has its peak.

Support: the smallest closed set whose complement The probability mass function of a discrete probability distribution. The probabilities of the singletons {1}, {3}, and {7} are

has probability zero.

respectively 0.2, 0.5, 0.3. A set not containing any of these points

Head: the range of values where the pmf or pdf is has probability zero.

relatively high.

4.1

1

0

The cdf of a discrete probability distribution, ...

A measurable function X : A B between a probability

space (A, A, P ) and a measurable space (B, B) is called

a discrete random variable provided its image is a

countable set and the pre-image of singleton sets are

measurable, i.e., X 1 (b) A for all b B . The

latter requirement induces a probability mass function

fX : X(A) R via fX (b) := P (X 1 (b)) . Since the

pre-images of disjoint sets are disjoint

fX (b) =

bX(A)

P (X 1 (b)) = P

bX(A)

X 1 (b) = P (A) =

bX(A)

1

0

... of a distribution which has both a continuous part and a discrete part.

be dened as a random variable whose cumulative distribution function (cdf) increases only by jump discontinuitiesthat is, its cdf increases only where it jumps to a

higher value, and is constant between those jumps. The

points where jumps occur are precisely the values which

the random variable may take.

Consequently, a discrete probability distribution is ofdistribution characterized by a probability mass function. ten represented as a generalized probability density funcThus, the distribution of a random variable X is discrete, tion involving Dirac delta functions, which substantially

and X is called a discrete random variable, if

unies the treatment of continuous and discrete distributions. This is especially useful when dealing with probability distributions involving both a continuous and a discrete part.

Pr(X = u) = 1

u

Hence, a random variable can assume only a nite or

countably innite number of valuesthe random variable is a discrete variable. For the number of potential

values to be countably innite, even though their probabilities sum to 1, the probabilities have to decline to zero

fast enough. for example, if Pr(X = n) = 21n for n = 1,

2, ..., we have the sum of probabilities 1/2 + 1/4 + 1/8 +

... = 1.

values it can take with non-zero probability. Denote

Well-known discrete probability distributions used in statistical modeling include the Poisson distribution, the

Bernoulli distribution, the binomial distribution, the

geometric distribution, and the negative binomial distribution. Additionally, the discrete uniform distribution is commonly used in computer programs that make

equal-probability random selections between a number of

choices.

Pr

i = X 1 (ui ) = { : X() = ui }, i = 0, 1, 2, . . .

These are disjoint sets, and by formula (1)

(

)

i

Pr(i ) =

Pr(X = ui ) = 1.

It follows that the probability that X takes any value except for u0 , u1 , ... is zero, and thus one can write X as

X=

ui 1i

except on a set of probability zero, where 1A is the of distributions, singular distributions, which are neither

indicator function of A. This may serve as an alternative continuous nor discrete nor a mixture of those. An exdenition of discrete random variables.

ample is given by the Cantor distribution. Such singular

distributions however are never encountered in practice.

Note on terminology: some authors use the term continuous distribution to denote the distribution with continuous cumulative distribution function. Thus, their denition includes both the (absolutely) continuous and singular distributions.

continuous if its cumulative distribution function F (x) =

A continuous probability distribution is a probabil- (, x] is continuous and, therefore, the probability

ity distribution that has a probability density function. measure of singletons {x} = 0 for all x .

Mathematicians also call such a distribution absolutely

continuous, since its cumulative distribution function is Another convention reserves the term continuous probaabsolutely continuous with respect to the Lebesgue mea- bility distribution for absolutely continuous distributions.

sure . If the distribution of X is continuous, then X These distributions can be characterized by a probability

is called a continuous random variable. There are density function: a non-negative Lebesgue integrable

many examples of continuous probability distributions: function f dened on the real numbers such that

normal, uniform, chi-squared, and others.

x

Intuitively, a continuous random variable is the one which

F

(x)

=

(,

x]

=

f (t) dt.

can take a continuous range of valuesas opposed to a

Discrete distributions and some continuous distributions

the random variable is at most countable. While for a

(like the Cantor distribution) do not admit such a density.

discrete distribution an event with probability zero is im1

possible (e.g., rolling 3 2 on a standard die is impossible, and has probability zero), this is not so in the case

of a continuous random variable. For example, if one 6 Some properties

measures the width of an oak leaf, the result of 3 cm

The probability distribution of the sum of two inis possible; however, it has probability zero because undependent random variables is the convolution of

countably many other potential values exist even between

each of their distributions.

3 cm and 4 cm. Each of these individual outcomes has

probability zero, yet the probability that the outcome will

Probability distributions are not a vector space

fall into the interval (3 cm, 4 cm) is nonzero. This apthey are not closed under linear combinations, as

parent paradox is resolved by the fact that the probability

these do not preserve non-negativity or total intethat X attains some value within an innite set, such as

gral 1but they are closed under convex combinaan interval, cannot be found by naively adding the probtion, thus forming a convex subset of the space of

abilities for individual values. Formally, each value has

functions (or measures).

an innitesimally small probability, which statistically is

equivalent to zero.

Formally, if X is a continuous random variable, then it 7 Kolmogorov denition

has a probability density function (x), and therefore its

probability of falling into a given interval, say [a, b] is

Main articles: Probability space and Probability measure

given by the integral

In the measure-theoretic formalization of probability theory, a random variable is dened as a measurable funcPr[a X b] =

f (x) dx

tion X from a probability space (,F ,P) to measurable

a

space (X ,A) . A probability distribution of X is the

In particular, the probability for X to take any single value pushforward measure X*P of X , which is a probability

a (that is a X a) is zero, because an integral with measure on (X ,A) satisfying X*P = PX 1 .

coinciding upper and lower limits is always equal to zero.

The denition states that a continuous probability distribution must possess a density, or equivalently, its cumula- 8 Random number generation

tive distribution function be absolutely continuous. This

requirement is stronger than simple continuity of the cu- Main article: Pseudo-random number sampling

mulative distribution function, and there is a special class

10.2

Related to positive real-valued quantities that grow exponentially (e.g. prices, incomes, populations)

A frequent problem in statistical simulations (the Monte 10.2 Related to positive real-valued quanCarlo method) is the generation of pseudo-random numtities that grow exponentially (e.g.

bers that are distributed in a given way. Most algorithms

prices, incomes, populations)

are based on a pseudorandom number generator that produces numbers X that are uniformly distributed in the

Log-normal distribution, for a single such quantity

interval [0,1). These random variates X are then transwhose log is normally distributed

formed via some algorithm to create a new random vari Pareto distribution, for a single such quantity whose

ate having the required probability distribution.

log is exponentially distributed; the prototypical

power law distribution

Applications

10.3 Related to real-valued quantities that

The concept of the probability distribution and the ranare assumed to be uniformly disdom variables which they describe underlies the mathetributed over a (possibly unknown)

matical discipline of probability theory, and the science

region

of statistics. There is spread or variability in almost any

value that can be measured in a population (e.g. height of

Discrete uniform distribution, for a nite set of valpeople, durability of a metal, sales growth, trac ow,

ues (e.g. the outcome of a fair die)

etc.); almost all measurements are made with some in Continuous uniform distribution, for continuously

trinsic error; in physics many processes are described

distributed values

probabilistically,from the kinetic properties of gases to

the quantum mechanical description of fundamental particles. For these and many other reasons, simple numbers

are often inadequate for describing a quantity, while 10.4 Related to Bernoulli trials (yes/no

events, with a given probability)

probability distributions are often more appropriate.

As a more specic example of an application, the cache

language models and other statistical language models

used in natural language processing to assign probabilities

to the occurrence of particular words and word sequences

do so by means of probability distributions.

10

The following is a list of some of the most common probability distributions, grouped by the type of process that

they are related to. For a more complete list, see list of

probability distributions, which groups by the nature of

the outcome being considered (discrete, continuous, multivariate, etc.)

Note also that all of the univariate distributions below are

singly peaked; that is, it is assumed that the values cluster

around a single point. In practice, actually observed quantities may cluster around multiple values. Such quantities

can be modeled using a mixture distribution.

10.1

grow linearly (e.g. errors, osets)

single such quantity; the most common continuous

distribution

Basic distributions:

Bernoulli distribution, for the outcome of a

single Bernoulli trial (e.g. success/failure,

yes/no)

Binomial distribution, for the number of positive occurrences (e.g. successes, yes votes,

etc.) given a xed total number of independent

occurrences

Negative binomial distribution, for binomialtype observations but where the quantity of interest is the number of failures before a given

number of successes occurs

Geometric distribution, for binomial-type observations but where the quantity of interest is

the number of failures before the rst success;

a special case of the negative binomial distribution

Related to sampling schemes over a nite population:

Hypergeometric distribution, for the number

of positive occurrences (e.g. successes, yes

votes, etc.) given a xed number of total

occurrences, using sampling without replacement

Beta-binomial distribution, for the number of

positive occurrences (e.g. successes, yes

votes, etc.) given a xed number of total occurrences, sampling using a Polya urn scheme

(in some sense, the opposite of sampling

without replacement)

11

10.5

SEE ALSO

(events with K possible outcomes,

with a given probability for each

outcome)

of a standard normal variable and the square root of

a scaled chi squared variable; useful for inference

regarding the mean of normally distributed samples

with unknown variance (see Students t-test)

Categorical distribution, for a single categorical outcome (e.g. yes/no/maybe in a survey); a generalization of the Bernoulli distribution

scaled chi squared variables; useful e.g. for inferences that involve comparing variances or involving

R-squared (the squared correlation coecient)

type of categorical outcome, given a xed number

of total outcomes; a generalization of the binomial

10.9

distribution

the multinomial distribution, but using sampling Main article: Conjugate prior

without replacement; a generalization of the

hypergeometric distribution

10.6

(events that occur independently with

a given rate)

of a Poisson-type event in a given period of time

Exponential distribution, for the time before the next

Poisson-type event occurs

Gamma distribution, for the time before the next k

Poisson-type events occur

10.7

Rayleigh distribution, for the distribution of vector magnitudes with Gaussian distributed orthogonal components. Rayleigh distributions are found in

RF signals with Gaussian real and imaginary components.

Rice distribution, a generalization of the Rayleigh

distributions for where there is a stationary background signal component. Found in Rician fading

of radio signals due to multipath propagation and in

MR images with noise corruption on non-zero NMR

signals.

10.8

quantities operated with sum of

squares (for hypothesis testing)

of squared standard normal variables; useful e.g. for

inference regarding the sample variance of normally

distributed samples (see chi-squared test)

Beta distribution, for a single probability (real number between 0 and 1); conjugate to the Bernoulli distribution and binomial distribution

Gamma distribution, for a non-negative scaling

parameter; conjugate to the rate parameter of a

Poisson distribution or exponential distribution, the

precision (inverse variance) of a normal distribution,

etc.

Dirichlet distribution, for a vector of probabilities

that must sum to 1; conjugate to the categorical distribution and multinomial distribution; generalization of the beta distribution

Wishart distribution, for a symmetric non-negative

denite matrix; conjugate to the inverse of the

covariance matrix of a multivariate normal distribution; generalization of the gamma distribution

11 See also

Copula (statistics)

Empirical probability

Histogram

Joint probability distribution

Likelihood function

List of statistical topics

Kirkwood approximation

Moment-generating function

Quasiprobability distribution

RiemannStieltjes integral application to probability

theory

12

References

B. S. Everitt: The Cambridge Dictionary of Statistics, Cambridge University Press, Cambridge (3rd

edition, 2006). ISBN 0-521-69027-7

Bishop: Pattern Recognition and Machine Learning,

Springer, ISBN 0-387-31073-8

den Dekker A. J., Sijbers J., (2014) Data distributions in magnetic resonance images: a review,

Physica Medica,

13

External links

ISBN 978-1-55608-010-4

14

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