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Additional
probability distribution
English Wikipedia - The Free Encyclopedia
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Probability distribution
In
probability and statistics
, a
probability distribution
assigns a
probability
to each
measurable subset
of the possible outcomes of a random
experiment
,
survey
, or procedure of
statistical inference
. Examples are found in experiments whose
sample space
is non-numerical, where the distribution would be a
categorical distribution
; experiments whose sample space is encoded by discrete
random variables
, where the distribution can be specified by a
probability mass function
; and experiments with sample spaces encoded by continuous random variables, where the distribution can be specified by a
probability density function
. More complex experiments, such as those involving
stochastic processes
defined in
continuous time
, may demand the use of more general
probability measures
.
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