View source for 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]].

== Description ==

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
* 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.

== See also ==

* [[Mathematics]]
* [[Moment-generating function]]
* [[Probability]]
* [[Probability and statistics]]
* [[Statistics]]

==  External links ==

* [https://en.wikipedia.org/wiki/Probability_distribution Probability distribution] @ Wikipedia