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Common Probability Distributions

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Normal Distribution

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A continuous distribution defined by the probability density function (PDF) f(x)=1σ2πe(xμ)2/(2σ2)f(x) = \frac{1}{\sigma\sqrt{2\pi}} e^{-(x-\mu)^2 / (2\sigma^2)} where μ\mu is the mean and σ\sigma is the standard deviation.

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Chi-Squared Distribution

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A special case of the Gamma distribution with α=k/2\alpha = k/2 and θ=2\theta = 2, where kk is the degrees of freedom. The PDF is f(x;k)=12k/2Γ(k/2)xk/21ex/2f(x;k) = \frac{1}{2^{k/2}\Gamma(k/2)} x^{k/2-1}e^{-x/2} for x>0x > 0.

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Uniform Distribution

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A continuous distribution where all intervals of the same length within the distribution's range are equally probable. The PDF is f(x)=1baf(x) = \frac{1}{b-a} for axba \leq x \leq b.

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Poisson Distribution

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A discrete distribution that expresses the probability of a given number of events occurring in a fixed interval of time or space when these events occur with a known constant mean rate (λ\lambda) and independently of the time since the last event. The PMF is P(X=k)=eλλkk!P(X = k) = \frac{e^{-\lambda} \lambda^k}{k!}.

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Geometric Distribution

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A discrete distribution that models the number of Bernoulli trials needed to get the first success. The PMF is P(X=k)=(1p)k1pP(X = k) = (1-p)^{k-1}p for k1k \geq 1, where pp is the probability of success on each trial.

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Beta Distribution

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A continuous distribution defined on the interval [0, 1] and parameterized by two positive shape parameters, α\alpha and β\beta. The PDF is f(x;α,β)=xα1(1x)β1B(α,β)f(x;\alpha,\beta) = \frac{x^{\alpha-1}(1-x)^{\beta-1}}{B(\alpha, \beta)} where B(α,β)B(\alpha, \beta) is the beta function.

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Binomial Distribution

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A discrete distribution representing the number of successes in a fixed number of independent Bernoulli trials, each with the same probability of success (pp). The probability mass function (PMF) is P(X=k)=(nk)pk(1p)nkP(X = k) = \binom{n}{k} p^k (1-p)^{n-k} where nn is the number of trials and kk is the number of successes.

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Exponential Distribution

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A continuous distribution that describes the time between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate. The PDF is f(x;λ)=λeλxf(x;\lambda) = \lambda e^{-\lambda x} for x0x \geq 0.

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Hypergeometric Distribution

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A discrete distribution that describes the probability of kk successes in nn draws, without replacement, from a finite population of size NN that contains exactly KK successes. The PMF is P(X=k)=(Kk)(NKnk)(Nn)P(X = k) = \frac{{\binom{K}{k} \binom{N-K}{n-k}}}{{\binom{N}{n}}}.

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Gamma Distribution

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A two-parameter family of continuous distributions. It has a scale parameter θ\theta and a shape parameter α\alpha. The PDF is f(x;α,θ)=1Γ(α)θαxα1ex/θf(x;\alpha,\theta) = \frac{1}{\Gamma(\alpha)\theta^\alpha} x^{\alpha-1}e^{-x/\theta} for x>0x > 0, where Γ(α)\Gamma(\alpha) is the gamma function.

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