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

• Probability distribution @ Wikipedia