Probability distributions

2017-07-28T19:53:16+03:00[Europe/Moscow] en true Benford's law, Binomial distribution, Normal distribution, Pareto distribution, Poisson distribution, Hypergeometric distribution, Multivariate normal distribution, Rayleigh distribution, Cauchy distribution, Exponential distribution, F-distribution, Gamma distribution, Stable distribution, Beta distribution, Fisher's z-distribution, Rectified Gaussian distribution, Mixture distribution, Probit, Davis distribution, Triangular distribution flashcards Probability distributions
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  • Benford's law
    Benford's law, also called the first-digit law, is an observation about the frequency distribution of leading digits in many real-life sets of numerical data.
  • Binomial distribution
    In probability theory and statistics, the binomial distribution with parameters n and p is the discrete probability distribution of the number of successes in a sequence of n independent yes/no experiments, each of which yields success with probability p.
  • Normal distribution
    In probability theory, the normal (or Gaussian) distribution is a very common continuous probability distribution.
  • Pareto distribution
    The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, is a power law probability distribution that is used in description of social, scientific, geophysical, actuarial, and many other types of observable phenomena.
  • Poisson distribution
    In probability theory and statistics, the Poisson distribution (French pronunciation [pwasɔ̃]; in English usually /ˈpwɑːsɒn/), named after French mathematician Siméon Denis Poisson, is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time and/or space if these events occur with a known average rate and independently of the time since the last event.
  • Hypergeometric distribution
    In probability theory and statistics, the hypergeometric distribution is a discrete probability distribution that describes the probability of successes in draws, without replacement, from a finite population of size that contains exactly successes, wherein each draw is either a success or a failure.
  • Multivariate normal distribution
    In probability theory and statistics, the multivariate normal distribution or multivariate Gaussian distribution, is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions.
  • Rayleigh distribution
    In probability theory and statistics, the Rayleigh distribution /ˈreɪli/ is a continuous probability distribution for positive-valued random variables.
  • Cauchy distribution
    The Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution.
  • Exponential distribution
    In probability theory and statistics, the exponential distribution (a.k.a. negative exponential distribution) is the probability distribution that describes the time between events in a Poisson process, i.
  • F-distribution
    In probability theory and statistics, the F-distribution, also known as Snedecor's F distribution or the Fisher–Snedecor distribution (after Ronald Fisher and George W. Snedecor) is a continuous probability distribution that arises frequently as the null distribution of a test statistic, most notably in the analysis of variance, e.
  • Gamma distribution
    In probability theory and statistics, the gamma distribution is a two-parameter family of continuous probability distributions.
  • Stable distribution
    In probability theory, a distribution is said to be stable (or a random variable is said to be stable) if a linear combination of two independent copies of a random sample has the same distribution, up to location and scale parameters.
  • Beta distribution
    In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] parametrized by two positive shape parameters, denoted by α and β, that appear as exponents of the random variable and control the shape of the distribution.
  • Fisher's z-distribution
    Fisher's z-distribution is the statistical distribution of half the logarithm of an F-distribution variate: It was first described by Ronald Fisher in a paper delivered at the International Mathematical Congress of 1924 in Toronto.
  • Rectified Gaussian distribution
    In probability theory, the rectified Gaussian distribution is a modification of the Gaussian distribution when its negative elements are reset to 0 (analogous to an electronic rectifier).
  • Mixture distribution
    In probability and statistics, a mixture distribution is the probability distribution of a random variable that is derived from a collection of other random variables as follows: first, a random variable is selected by chance from the collection according to given probabilities of selection, and then the value of the selected random variable is realized.
  • Probit
    In probability theory and statistics, the probit function is the quantile function associated with the standard normal distribution, which is commonly denoted as N(0,1).
  • Davis distribution
    In statistics, the Davis distributions are a family of continuous probability distributions.
  • Triangular distribution
    In probability theory and statistics, the triangular distribution is a continuous probability distribution with lower limit a, upper limit b and mode c, where a < b and a ≤ c ≤ b.