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  2. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The Dirac delta function, although not strictly a probability distribution, is a limiting form of many continuous probability functions. It represents a discrete probability distribution concentrated at 0 — a degenerate distribution — it is a Distribution (mathematics) in the generalized function sense; but the notation treats it as if it ...

  3. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    An absolutely continuous probability distribution is a probability distribution on the real numbers with uncountably many possible values, such as a whole interval in the real line, and where the probability of any event can be expressed as an integral. [19]

  4. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is [ 2 ] [ 3 ] f ( x ) = 1 2 π σ 2 e − ( x − μ ) 2 2 σ 2 . {\displaystyle f(x)={\frac {1}{\sqrt {2\pi \sigma ^{2 ...

  5. Distribution of the product of two random variables - Wikipedia

    en.wikipedia.org/wiki/Distribution_of_the...

    A product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions. Given two statistically independent random variables X and Y, the distribution of the random variable Z that is formed as the product = is a product distribution.

  6. Category:Probability distributions - Wikipedia

    en.wikipedia.org/wiki/Category:Probability...

    Probability distributions with non-finite variance (30 P) S. Stable distributions (1 C, 8 P) Systems of probability distributions (9 P) Pages in category "Probability ...

  7. Chi-squared distribution - Wikipedia

    en.wikipedia.org/wiki/Chi-squared_distribution

    Just as extreme values of the normal distribution have low probability (and give small p-values), extreme values of the chi-squared distribution have low probability. An additional reason that the chi-squared distribution is widely used is that it turns up as the large sample distribution of generalized likelihood ratio tests (LRT). [ 8 ]

  8. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    In probability theory and statistics, Student's t distribution (or simply the t distribution) is a continuous probability distribution that generalizes the standard normal distribution. Like the latter, it is symmetric around zero and bell-shaped.

  9. Probability theory - Wikipedia

    en.wikipedia.org/wiki/Probability_theory

    An example of such distributions could be a mix of discrete and continuous distributions—for example, a random variable that is 0 with probability 1/2, and takes a random value from a normal distribution with probability 1/2.