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4 - Probability Theory II

The document discusses different types of probability distributions including discrete, continuous, binomial, Poisson, normal, and extreme value distributions. It provides examples and definitions of each distribution.

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qalfeliciano01
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26 views85 pages

4 - Probability Theory II

The document discusses different types of probability distributions including discrete, continuous, binomial, Poisson, normal, and extreme value distributions. It provides examples and definitions of each distribution.

Uploaded by

qalfeliciano01
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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random variable

𝑿 𝑂𝑢𝑡𝑐𝑜𝑚𝑒𝑠
0 𝑁𝑁𝑁
1 𝑁𝑁𝐷, 𝑁𝐷𝑁, 𝐷𝑁𝑁
2 𝑁𝐷𝐷, 𝐷𝑁𝐷, 𝐷𝐷𝑁
3 𝐷𝐷𝐷
Discrete random variable

Continuous random variable


𝐵 𝐶

1 𝑓𝑡

𝐴 𝐷
probability distribution
𝑿=𝒙 𝒇 𝒙 =𝑷 𝑿=𝒙
0 1/8
1 3/8
2 3/8
3 1/8
discrete probability distribution

continuous probability distribution


cumulative probability distribution function
discrete uniform distribution

equal probability
binomial distribution
repeated trials
Bernoulli process
𝑥 = 0,1, … , 𝑛
sampling with replacement
sampling without replacement
hypergeometric
experiments
max 0, 𝑛 − 𝑁 − 𝑘 ≤ 𝑥 ≤ min 𝑛, 𝑘
negative binomial distribution

probability of 𝒌𝒕𝒉 success happening on 𝒙𝒕𝒉 trial

𝑥 = 𝑘, 𝑘 + 1, …
geometric distribution
probability of
𝟏𝒔𝒕 success on 𝒙𝒕𝒉 trial

𝑥 = 1, 2, 3, …
Poisson distribution
number of outcomes
occurring during a given time interval

Poisson process
independent

proportional

negligible
𝑥 = 0, 1, 2, …
continuous uniform distribution
continuous random
variable
normal distribution
normal curve bell curve
Gaussian curve
different means but same
standard deviations
equal means but different standard
deviations
different means and standard deviations
standard normal distribution

standard normal
random variable
gamma distribution
use of the gamma function
chi-squared distribution
lognormal distribution
standard lognormal distribution
Extreme value distributions

exact distributions
asymptotic distributions
ENGR. ELIANDRE RUSSEL P. VISTAL

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