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  2. Bernoulli distribution - Wikipedia

    en.wikipedia.org/wiki/Bernoulli_distribution

    The Bernoulli distribution is a special case of the binomial distribution with = [4] The kurtosis goes to infinity for high and low values of p , {\displaystyle p,} but for p = 1 / 2 {\displaystyle p=1/2} the two-point distributions including the Bernoulli distribution have a lower excess kurtosis , namely −2, than any other probability ...

  3. Binomial distribution - Wikipedia

    en.wikipedia.org/wiki/Binomial_distribution

    A single success/failure experiment is also called a Bernoulli trial or Bernoulli experiment, and a sequence of outcomes is called a Bernoulli process; for a single trial, i.e., n = 1, the binomial distribution is a Bernoulli distribution. The binomial distribution is the basis for the binomial test of statistical significance. [1]

  4. Probability mass function - Wikipedia

    en.wikipedia.org/wiki/Probability_mass_function

    Binomial distribution, models the number of successes when someone draws n times with replacement. Each draw or experiment is independent, with two possible outcomes. The associated probability mass function is () (). The probability mass function of a fair die. All the numbers on the die have an equal chance of appearing on top when the die ...

  5. Convolution of probability distributions - Wikipedia

    en.wikipedia.org/wiki/Convolution_of_probability...

    The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.

  6. Geometric distribution - Wikipedia

    en.wikipedia.org/wiki/Geometric_distribution

    Entropy is a measure of uncertainty in a probability distribution. For the geometric distribution that models the number of failures before the first success, the probability mass function is: (=) = (), =,,, … The entropy () for this distribution is defined as:

  7. Probability-generating function - Wikipedia

    en.wikipedia.org/wiki/Probability-generating...

    It is equivalent to, and sometimes called, the z-transform of the probability mass function. Other generating functions of random variables include the moment-generating function , the characteristic function and the cumulant generating function .

  8. Categorical distribution - Wikipedia

    en.wikipedia.org/wiki/Categorical_distribution

    In probability theory and statistics, a categorical distribution (also called a generalized Bernoulli distribution, multinoulli distribution [1]) is a discrete probability distribution that describes the possible results of a random variable that can take on one of K possible categories, with the probability of each category separately specified.

  9. Poisson binomial distribution - Wikipedia

    en.wikipedia.org/wiki/Poisson_binomial_distribution

    An R package poibin was provided along with the paper, [13] which is available for the computing of the cdf, pmf, quantile function, and random number generation of the Poisson binomial distribution. For computing the PMF, a DFT algorithm or a recursive algorithm can be specified to compute the exact PMF, and approximation methods using the ...