THE FEDERAL UNIVERSITY OF TECHNOLOGY, AKURE,

ONDO STATE, NIGERIA.

AN ASSIGNMENT
ON
PROBABILITY DISTRIBUTION FUNCTIONS

BY
GROUP 5

SUBMITTED TO
PROF A.O MELODI

SEPTEMBER 2023
GROUP MEMBERS

NAME MATRIC NUMBER

ADEYOJU EBUNOLUWA TOMILOLA EEE/18/6698

AROKOYU OLUWANIIFEMI EEE/19/2981

DEBORAH

DARAMOLA OLUWANIFEMI EEE/19/2983

TEMIDAYO

IGE REHOBOTH OLUWABUKUNMI EEE/18/6737

IWOH TAMUNOIBELEMA EEE/18/6739

OLUWAFUNMILAYO

LIJADU OBAFUNMILAYO SAMUEL EEE/18/6747

OJOKOH PROMISE OSADEBAMHEN EEE/18/6755

OKAFOR CHUKWUEBUKA EEE/18/6756

TOCHUKWU

OKOLIE FAMOUS CHUKWUEMEKA EEE/18/6758

OLOWU MUSTAPHA OLAWALE EEE/16/7919

OMOTOSO OLUWAFEMI PAUL EEE/18/6769

TABLE OF CONTENT
TABLE OF CONTENT................................................................................................................. 1
1.0 INTRODUCTION.................................................................................................................. 2
1.1 The Concept of Probability Distribution..............................................................................3
1.2 Significance and Real-world Applications.......................................................................... 3
1.3 Overview of the Report Structure........................................................................................ 3
2.0 DISCRETE PROBABILITY DISTRIBUTIONS................................................................ 3
2.1 Uniform Discrete Distribution............................................................................................. 4
2.1.1 Definition and Equation..............................................................................................4
2.2.1 Definition and Equation..............................................................................................4
2.3 Binomial Distribution.......................................................................................................... 5
2.3.1 Definition and Equation..............................................................................................5
2.4 Poisson Distribution.............................................................................................................6
2.4.1 Definition and Equation..............................................................................................6
2.5.1 Definition and Equation..............................................................................................7
2.6 Negative Binomial Distribution...........................................................................................7
2.6.1 Definition and Equation..............................................................................................7
2.7 Hypergeometric Distribution............................................................................................... 8
2.7.1 Definition and Equation..............................................................................................8
3.0 CONTINUOUS PROBABILITY DISTRIBUTIONS..........................................................9
3.1 Uniform Continuous Distribution........................................................................................ 9
3.1.1 Definition and Equation..............................................................................................9
3.2 Normal (Gaussian) Distribution...........................................................................................9
3.2.1 Definition and Equation............................................................................................10
3.3 Exponential Distribution....................................................................................................10
3.3.1 Definition and Equation............................................................................................10
3.3.2 Applications and Examples.......................................................................................10
 3.4 Beta Distribution................................................................................................................ 11
3.4.1 Definition and Equation............................................................................................ 11
3.5 Gamma Distribution...........................................................................................................12
3.5.1 Definition and Equation............................................................................................12
3.6 Logistic Distribution.......................................................................................................... 12
3.6.1 Definition and Equation............................................................................................12
3.7 Weibull Distribution...........................................................................................................13
3.7.1 Definition and Equation............................................................................................13
3.8 Cauchy Distribution........................................................................................................... 14
3.8.1 Definition and Equation............................................................................................14
3.9 Chi-Squared Distribution................................................................................................... 14
3.9.1 Definition and Equation............................................................................................14
4.0 MULTIVARIATE DISTRIBUTIONS.................................................................................15
4.1 Joint Distributions..............................................................................................................15
4.1.1 Definition.................................................................................................................. 15
4.1.2 Notation.....................................................................................................................15
4.2 Multivariate Normal Distribution...................................................................................... 15
4.2.1 Definition and Equation............................................................................................15
4.3 Multinomial Distribution................................................................................................... 15
4.3.1 Definition and Equation............................................................................................16
5.0 CONCLUSION..................................................................................................................... 17
REFERENCES………………………………………………………………………………….18
1.0 INTRODUCTION
Probability theory serves as the mathematical bedrock for grasping uncertainty, randomness, and
variability. It hinges on the notion of a probability distribution, a mathematical construct
elucidating the likelihood of distinct outcomes in a random experiment. Whether we contemplate
a coin flip's result, the roll of a dice, or the daily fluctuations in stock market values, probability
distributions furnish a means to model, fathom, and predict the vagaries of chance.

1.1 The Concept of Probability Distribution

A probability distribution assigns a probability to each conceivable outcome of a random
variable. The character of these outcomes, whether they are discrete (as seen in the number of
heads in 10 coin tosses) or continuous (such as the heights of individuals in a population),
prescribes the choice of a suitable probability distribution. In its simplest form, a probability
distribution offers insights into the likelihood of each outcome in a random experiment.

1.2 Significance and Real-world Applications

Probability distributions are omnipresent in our daily lives and across various scientific
disciplines. Engineers employ them to assess the dependability of systems; economists employ
them to model market dynamics; medical practitioners utilize them to gauge treatment efficacy
and disease spread, while insurance experts depend on them to evaluate risks and determine
premiums.

In addition to these professional applications, probability distributions also influence our

everyday decision-making. When meteorologists forecast a 60% chance of rain, they are
conveying information founded on probability distributions. Likewise, when sports analysts
predict game outcomes, they often rely on statistical models rooted in the principles of
probability distributions.

1.3 Overview of the Report Structure

This report embarks on an in-depth exploration of discrete, continuous, and multivariate
distributions.
2.0 DISCRETE PROBABILITY DISTRIBUTIONS
In the realm of probability, variables can either take on a finite number of values (discrete) or an
infinite continuum of values (continuous). This section focuses on the former, delving into
discrete probability distributions which assign probabilities to discrete outcomes.
2.1 Uniform Discrete Distribution
A uniform discrete distribution assigns equal probability to all outcomes. It's often observed in
idealized scenarios where every event is equally likely.

2.1.1 Definition and Equation

For a random variable 𝑋 with 𝑛 possible outcomes, the probability of each outcome is:
1
𝑃(𝑋 = 𝑥ᵢ) = 𝑛
for 𝑖 = 1, 2, ..., 𝑛

Fig 2.1 Discrete Uniform Distribution Graph

2.2 Bernoulli Distribution

The Bernoulli distribution represents the probability distribution of a random experiment that
results in a binary outcome.
2.2.1 Definition and Equation

Let 𝑝 be the probability of success. For a random variable 𝑋 where 𝑋 = 1 indicates success and
𝑋 = 0 indicates failure:
𝑃(𝑋 = 1) = 𝑝
𝑃(𝑋 = 0) = 1 − 𝑝

Fig 2.2 Bernoulli Distribution Graph

2.3 Binomial Distribution
The binomial distribution models the number of successes in a fixed number of Bernoulli trials.

2.3.1 Definition and Equation

Given 𝑛 trials and 𝑝 as the probability of success on each trial, the probability of observing 𝑘
successes is:

𝑃(𝑋 = 𝑘) = ( ) 𝑝 (1 − 𝑝)
𝑛
𝑘
𝑘 𝑛−𝑘

where ( ) is the binomial coefficient.

𝑛
𝑘
 Fig 2.3 Binomial Distribution Graph

2.4 Poisson Distribution

This distribution represents the number of events occurring in a fixed interval of time or space.

2.4.1 Definition and Equation

Given a rate λ (average number of occurrences in the interval), the probability of observing 𝑘
events is:
−λ
λ𝑒
𝑃(𝑋 = 𝑘) = 𝑘!

where 𝑒 is Euler's number e

 Fig 2.4 Bernoulli Distribution Graph

2.5 Geometric Distribution

This distribution describes the number of Bernoulli trials needed for a success to occur.

2.5.1 Definition and Equation

Given 𝑝 as the probability of success on each trial, the probability that the first success occurs on
the 𝑘𝑡ℎ trial is:
𝑘−1
𝑃(𝑋 = 𝑘) = (1 − 𝑝) 𝑝

Fig 2.5 Geometric Distribution Graph

2.6 Negative Binomial Distribution

It generalizes the geometric distribution by focusing on the number of trials needed for a
predetermined number of successes to occur.

2.6.1 Definition and Equation

Given 𝑟 successes and 𝑝 as the probability of success on each trial, the probability of 𝑘 failures
before the 𝑟𝑡ℎ success is:

𝑃(𝑋 = 𝑘) = ( ) 𝑝 (1 − 𝑝)
𝑘+𝑟−1
𝑟−1
𝑟 𝑘
 Fig 2.6 Negative Binomial Distribution Graph

2.7 Hypergeometric Distribution

This distribution describes the probability of drawing a specific number of successes from a
finite population without replacement.

2.7.1 Definition and Equation

Given a population of size 𝑁, with 𝐾 successes, the probability of drawing 𝑘 successes in a

sample of size 𝑛 is:
( )( )
𝐾
𝑘
𝑁−𝐾
𝑛−𝑘
𝑃(𝑋 = 𝑘) =
()𝑁
𝑛

Fig 2.7 Hypergeometric Distribution Graph

3.0 CONTINUOUS PROBABILITY DISTRIBUTIONS
Unlike their discrete counterparts, continuous probability distributions assign probabilities to
ranges of values rather than individual outcomes. This is due to the fact that the set of possible
outcomes is infinite in the continuous scenario. In this section, we'll delve into some of the most
fundamental and widely-used continuous probability distributions.
3.1 Uniform Continuous Distribution
The continuous uniform distribution is the simplest form of continuous distribution, where all
intervals of the same length are equally probable.

3.1.1 Definition and Equation

For a random variable 𝑋 which takes values in the interval [𝑎, 𝑏]:
1
𝑓(𝑥) = 𝑏−𝑎
for 𝑎 ≤ 𝑥 ≤ 𝑏

𝑓(𝑥) = 0 otherwise

Fig 3.1 Uniform Continuous Distribution Graph

3.2 Normal (Gaussian) Distribution

The bell-shaped curve that most people are familiar with, the normal distribution is central to
statistics and the study of natural phenomena.
3.2.1 Definition and Equation

Given mean μ and variance σ, the probability density function (pdf) is

2
(𝑥−μ)
−
1 2

𝑓(𝑥; μ, σ) = 𝑒 2σ
for all 𝑥
σ 2π

Fig 3.2 Normal Distribution Curve

3.3 Exponential Distribution

Often used to model the time between events in a Poisson point process, the exponential
distribution is memoryless.

3.3.1 Definition and Equation

Given rate parameter λ (inverse of mean), the pdf is:

−λ𝑥
𝑓(𝑥; λ) = λ𝑒 for all 𝑥
𝑓(𝑥; λ) = 0 otherwise

3.3.2 Applications and Examples

The time until a radioactive particle decays or the time between customer arrivals in a store.
 Fig 3.3 Exponential Distribution Curve for different rate parameter

3.4 Beta Distribution

This distribution has two shape parameters, and it's defined on the interval [0, 1], making it
useful for modeling proportions or percentages.

3.4.1 Definition and Equation

Given parameters α and β, the pdf is:

α−1 β−1
𝑥 (1−𝑥)
𝑓(𝑥; α, β ) = 𝐵(α,β)

where 𝐵(α, β ) is the beta function

 Fig 3.4 Beta Distribution Curve for different ɑ and β values

3.5 Gamma Distribution

The gamma distribution can model the time until an event, given that the event must happen a
certain number of times. The exponential distribution, Erlang distribution, and chi-squared
distribution are special cases of the gamma distribution.

3.5.1 Definition and Equation

Given shape parameter 𝑘 and scale parameter θ, the probability density function (pdf) is:

𝑘−1 −𝑥/θ
𝑥 𝑒
𝑓(𝑥; 𝑘, θ ) = 𝑘
θ Γ(𝑘)

where Γ is the gamma function

Fig 3.5 Gamma Distribution Curve for different k and 𝜃 values

3.6 Logistic Distribution

This distribution looks somewhat like a normal distribution but has heavier tails.

3.6.1 Definition and Equation

Given location parameter μ and scale parameter 𝑠, the pdf is:

−(𝑥−μ)/𝑠
𝑒
𝑓(𝑥; μ, 𝑠 ) = −(𝑥−μ)𝑠 2
𝑠(1+𝑒 )
 Fig 3.6 Logistic Distribution Curve for different 𝜇 and s values

3.7 Weibull Distribution

The Weibull distribution is a flexible model for survival studies, capturing various hazard
functions.

3.7.1 Definition and Equation

Given shape parameter 𝑘 and scale parameter λ, the pdf is:

𝑘

𝑓(𝑥; λ, 𝑘 ) = ()
𝑘 𝑥 𝑘−1 −(𝑥/λ)
λ λ
𝑒
 Fig 3.7 Weibull Distribution Curve for different 𝝀 and k values

3.8 Cauchy Distribution

It is known for its heavy tails and the fact that its mean and variance are undefined.

3.8.1 Definition and Equation

Given location parameter 𝑥₀ and scale parameter γ, the pdf is:

1
𝑓(𝑥; 𝑥₀ , γ ) = 𝑥−𝑥₀ 2
πγ(1 + ( γ
))

Fig 3.8 Cauchy Distribution Curve for different x0 and 𝛾 values

3.9 Chi-Squared Distribution
This distribution is a special case of the gamma distribution and is central in hypothesis testing.

3.9.1 Definition and Equation

Given degrees of freedom 𝑘, the pdf is:

1 𝑘/2 − 1 −𝑥/2
𝑓(𝑥, 𝑘) = 𝑘/2 𝑥 𝑒
2 Γ(𝑘/2)

Fig 3.9 Cauchy Distribution Curve for different k values

4.0 MULTIVARIATE DISTRIBUTIONS
Multivariate distributions arise when we consider multiple random variables simultaneously.
Unlike their univariate counterparts, which deal with a single random variable, multivariate
distributions capture the interactions, correlations, and dependencies among multiple variables.
4.1 Joint Distributions
The starting point for understanding multivariate distributions is the concept of joint probability.

4.1.1 Definition

The joint probability distribution of two random variables, 𝑋 and 𝑌, gives the probability that 𝑋
takes on a specific value 𝑥 and 𝑌 takes on a specific value 𝑦 simultaneously.

4.1.2 Notation

The joint probability distribution can be represented as 𝑃(𝑋 = 𝑥, 𝑌 = 𝑦) for continuous

random variables.

4.2 Multivariate Normal Distribution

A generalization of the univariate normal distribution, the multivariate normal is widely used due
to its mathematical tractability and relevance in various applications.

4.2.1 Definition and Equation

Given a mean vector μ and a covariance matrix Σ, the probability density function (pdf) for a
random vector 𝑋 is:
1 𝑇 −1(𝑥−μ)
1 − 2 (𝑥−μ) Σ
𝑓(𝑥) = 𝑘/2 1/2 𝑒
(2π) |Σ|

where 𝑘 is the number of variables

4.3 Multinomial Distribution
An extension of the binomial distribution, the multinomial deals with trials that can result in
more than two possible outcomes.
4.3.1 Definition and Equation

Given 𝑛 trials and a probability vector 𝑝 = (𝑝₁, 𝑝₂, 𝑝₃, ..., 𝑝ₖ) where 𝑝ᵢ is the probability of
result 𝑖, the probability of the outcome vector 𝑥 = (𝑥₁, 𝑥₂, 𝑥₃, ..., 𝑥ₖ) is:
𝑛! 𝑥₁ 𝑥₂ 𝑥ₖ
𝑃(𝑋 = 𝑥) = 𝑥₁!𝑥₂!...𝑥ₖ!
𝑝₁ 𝑝₂ ... 𝑝ₖ
5.0 CONCLUSION
In the world of statistical analysis, probability distributions act like guiding lights, helping us
navigate the complexities of data and uncertainty. From the precise nature of discrete
distributions to the endless possibilities of continuous ones, and the intricate dance of variables
in multivariate scenarios, we've covered a lot of ground.

Understanding these distributions isn't just theory; it's a practical key to gaining deeper insights
in research, making smart decisions in various industries, and using data creatively. As we wrap
up this journey, it's clear that when used wisely, these tools can turn raw data into valuable
knowledge, driving progress in many fields and aiding decision-making in uncertain situations.

While this report gives you a solid foundation, the world of probability and statistics keeps
evolving. It encourages curious minds to dig deeper, explore further, and find new ways to use
and expand upon these core ideas in our ever-changing world.
REFERENCES

Cheney, W., Light, W.: A Course in Approximation Theory. Brooks/Cole, Pacific Grove (2000).

Cruze-Uribe, D. V., Fiorenza, A.: Variable Lebesgue Spaces: Foundations and Harmonic
Analysis. Birkhauser, Basel (2013).

Cohen, S., Le Pennec, E.: Conditional density estimation by penalized likelihood model selection
and application. ArXiv (arXiv:1103.2021) (2012).

Deleforge, A., Forbes, F., Horaud, R.: High-dimensional regression with Gaussian mixtures and
partially-latent response variables. Stat. Comput. 25, 893–911 (2015).

Evans, M., Hastings, N., & Peacock, B. (2000). Statistical Distributions. John Wiley & Sons.

Johnson, N. L., Kotz, S., & Balakrishnan, N. (1995). Continuous Univariate Distributions,
Volume 1. John Wiley & Sons.