0% found this document useful (0 votes)
17 views

Lect - 02 1 Distribution Functions (1) (Introduction)

This document discusses distribution functions which are mathematical expressions that describe the probability of a random variable taking on a specific value. It defines distribution functions and explains their graphical representation and types, including continuous and discrete distribution functions. Several examples of continuous distributions are also provided.

Uploaded by

trasakroft
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
17 views

Lect - 02 1 Distribution Functions (1) (Introduction)

This document discusses distribution functions which are mathematical expressions that describe the probability of a random variable taking on a specific value. It defines distribution functions and explains their graphical representation and types, including continuous and discrete distribution functions. Several examples of continuous distributions are also provided.

Uploaded by

trasakroft
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 44

Machine Learning for Signal Processing

EHB 328E

Ibraheem Shayea
Electronics and Communication Engineering Department,
Faculty of Electrical and Electronics Engineering
İstanbul Teknik Üniversitesi - İTÜ
Syllabus 2
Distribution Functions
(1) Distribution Functions (Introduction)
(2) Probability Density Functions(PDF)
(3) Probability Mass Functions (PMF)
(4) Cumulative Distribution Function(CDF)
Syllabus 2
Distribution Functions

(1)
Distribution Functions (Introduction)
Lecture Objectives
What you should Learn from this Lecturer ?

❑ Understanding :

o Concept of Distribution Functions

o Expression of Distribution Functions

o Classification of Distribution Functions


Outline
❑ Functions

❑ Distribution Functions

❑ Graphing of Distribution Function

❑ Types of Distribution Functions


A. Continuous Distribution Functions
B. Discrete Distribution Functions
❑ Distribution Functions
Functions
Functions
What is a Function?
A function can be defined as a mathematical expression that relates an
input to an output.

A function is defined as a relation that is either one to one or many to one

Function

Input Output

Function is similar as a machine that has an input and an output, and the
output is related somehow to the input.
Functions
What is a Function?
A function relates an input to an output.

Function

Input Output

f(x) "f(x) = ... “ this is the most classic way used of expressing a function, but also
there are other ways used to represent the function

8
Functions
What is a Function?
Let’s say that this function takes in a number as input, adds 2 to the input
number, and returns the new number as output.

Graphically our function (as a box)

Function 𝒇(𝒙)
𝒙 𝒙+𝟐
Input +2 Output

𝒇(𝒙) = 𝒙 + 𝟐.

9
Functions
What is a Function?
Representation of a Function
Example
𝒇(𝒙) = 𝒙 + 𝟐

10
Functions
What is a Function?
Graphical Representation of a Function
Example

𝑓(𝑥) = 𝑥 + 2.

ℎ 𝑥 = 𝑥 + 3.

11
Functions
What is a Function?
Graphical Representation of a Function
Example

𝑓 𝑥 = 𝑥 2. 𝑓 𝑥 = 𝑥 2.

12
Functions
What is a Function?
Representation of a Function

𝑓 𝑥 = 𝑥2

Function Name Input Variable Output from the Function

13
Functions
What is a Function?

𝑓 𝑥 = 𝑥 2.
Functions
What is a Function?

𝑓 𝑥 = 𝑥2 + 2
Functions
What is a Function?
𝑓 𝑥 = 𝑥2 − 2
Functions
What is a Function?
Representation of a Function

𝑓 𝑥 = 𝑥2
Examples
𝑓 𝑞 = 1 − 𝑞 + 𝑞2

ℎ 𝐴 = 1 − 𝐴 + 𝐴2

𝑤 𝜃 = 1 − 𝜃 + 𝜃2

17
Functions
Multivariate Function
❖ A multivariate function is the function that has several input
variables

❖ It is a function that depends on several arguments.

𝑓 𝑥, 𝑦 = 𝑦2 + 𝑥 + 6

Example

The position of a car on a road is a function of the movement time and


average car movement speed.
18
Distribution Functions
Distribution Functions
What is a Probability Distribution?
❑ Probability Distribution is a statistical function that describes all the possible
values and likelihoods that a random variable can take within a given range.

❑ Probability Distribution depicts the expected outcomes of possible values for


a given data generating process.

❑ This range will be bounded between the minimum and maximum possible values,
but exactly where the possible value is likely to be plotted on the Probability
Distribution depends on a number of factors.

❑ The factors include :


o the distribution's mean (average)
o standard deviation,
o skewness, and
o kurtosis.
Distribution Functions
What is a Distribution Function?
❑ Distribution Function is a mathematical expression that describes the
probability that a system will take on a specific value or set of values.

❑ Probability Distribution is a list of all possible outcomes of a random


variable along with their corresponding probability values.

❑ Probability Distribution or simply distribution of a random variable


𝑋 is a description of the set of the probabilities associated with the
possible values for 𝑋.

❑ Probability Distribution is the mathematical function that provides


the occurrence probabilities of different possible outcomes for an
experiment. 21
Distribution Functions
What is a Distribution Function?

❑ Probability Distribution is a mathematical expression that describing the


probabilities of events, subsets of the sample space.

❑ Sample Space is the set of all possible outcomes of a random experiment being
performed

o Sample Space can be:


▪ A set of random non-numerical values
▪ A set of vectors
▪ A set of real numbers

❑ Distribution Function is used to describe continuous, discrete, and mixed random


variables.
22
Distribution Functions
What is a Distribution Function?
Note:

Distribution Function is also called the probability


distribution function.

Distribution Function is sometimes also called Cumulative


Density Function (CDF) but we will not use this definition in order
to avoid the confuse with the probability density function (PDF) and
Probability Mass Functions (PMF).

23
Distribution Functions
What is a Distribution Function?

Example 1:

The probability distribution of a fair 6-sided die.

The probability distribution for a fair six-sided die

24
Graphing of Distribution Function
Graphing of Distribution Function
Example for Graphing Distribution Function

26
Graphing of Distribution Function
Example for Graphing Distribution Function

27
Graphing of Distribution Function
Example for Graphing Distribution Function

28
Graphing of Distribution Function
Example for Graphing Distribution Function

29
Graphing of Distribution Function
Example for Graphing Distribution Function

30
Types of Distribution Functions
Types of Distribution Functions
What are the Types of Distribution Functions ??

Probability Distributions are either continuous probability distributions


or discrete probability distributions, depending on whether they have
finite or infinite random variables.

Types of Distribution Functions has two main types:

A. Continuous Distribution Functions

B. Discrete Distribution Functions


Types of Distribution Functions
A. Continuous Distribution Functions
Continuous Probability Distribution Functions is a probability
distribution whose support is an uncountable set, such as:
o height, in inches
o an interval in the real line.
o thickness of an item
o temperature of a solution
Types of Distribution Functions
B. Discrete Distribution Functions

Discrete Distribution is a statistical distribution that shows the


probabilities of discrete outcomes that can be countable.
Types of Distribution Functions
Example :
Types of Distribution Functions
Main Types of Distributions:

Discrete Distribution
Types of Distribution Functions
Continuous and Discrete Distribution Functions
Continuous

Discrete
Distribution Functions
Distribution Functions

Probability
Mass Function
(𝑃𝑀𝐹)

Cumulative Generalized
Discrete and Mixed Probability
Distribution
Function Density
Random Variable
(𝐶𝐷𝐹) Function

Probability
Density
Function
(𝑃𝐷𝐹)
39
Distribution Functions

Distribution Function

Continuous Distribution Discrete


Function Distribution Function

PDF CDF PMF CDF


Distribution Functions
A. Continuous Distribution Functions
Examples of a Continuous Distribution Functions:
1. Uniform Distribution

2. Exponential Distribution

3. Gaussian Distribution

4. Gamma Distribution

5. Erlang Distribution

6. Cauchy Distribution

7. Laplace Distribution

… ..….
Distribution Functions
B. Discrete Distribution Functions
Examples of a Discrete Distribution Functions is a
1. Bernoulli Distributions

2. Binomial Distributions

3. Negative Binomial Distributions

4. Geometric Distributions

5. Hypergeometric Distributions

6. Poisson Distributions

… ..….
The End

Thank You
References
• https://online.stat.psu.edu/stat504/node/209/

• https://support.minitab.com/en-us/minitab-express/1/help-and-how-to/basic-
statistics/probability-distributions/supporting-topics/basics/continuous-and-discrete-probability-
distributions/

• https://www.investopedia.com/terms/p/probabilitydistribution.asp

• https://opentextbc.ca/introbusinessstatopenstax/chapter/properties-of-continuous-probability-
density-functions/

You might also like