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Probability Distributions
Probability is a measure of how likely something is to happen or the likely truth of a statement1. The measure of probability ranges from 0 (or 0%) which means that it is impossible to 1 (or 100%) which indicates certainty. For example when a coin is tossed then there is always an equal probability or a head or a tail; each has a probability of (or 50%). Tossing a coin results in a discrete probability distribution, where the outcomes are separate. An alternative form of probability distribution is called a continuous probability distribution. A simple example of a continuous probability distribution is a number chosen at random between zero and one. Discrete Probability Distributions The probability distribution in this very simple case can be illustrated in the following diagram.
Head
Tail
A little more complex probability distribution is the sum obtained when two dice are thrown, as shown in the following table. Dice 2 \Dice 1 1 2 3 4 5 6 1 2 3 4 5 6 7 2 3 4 5 6 7 8 3 4 5 6 7 8 9 4 5 6 7 8 9 10 5 6 7 8 9 10 11 6 7 8 9 10 11 12
, , the
, the probability
Probability
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7 6 5
Probability x36
4 3 2 1 0 1 2 3 4 5 6 7 8 9 10 11
Dice Score In general a probability distribution assigns a probability to the (exclusive) outcomes of a random variable. The experiment of tossing a coin and observing whether the outcome is a head or a tail or throwing two dice and counting the total are discrete probabilities; for the coin getting a head or a tail are entirely separate outcomes, for the dice getting a total 2, 3, 4, 5, 6, 7, 8, 9, 10, 11 or 12 are entirely separate outcomes. Let each (exclusive) outcome be enumerated 1, 2, and let the probability of each outcome be , then the discrete probability distribution must have the following properties: (i) all probabilities lie between zero and one
(ii)
For example for the experiment of tossing a coin the probability of a head or a tail is together, which are both between zero and one and the probabilities sum to one; 6, 7, 8, 9, 10, 11, 12 are and
and . In
the second example of throwing two dice, the probabilities of obtaining an outcome of 2, 3, 4, 5, , which all lie between zero and ne =1.
If the outcome of a random variable in a discrete probability distribution is numerical then we can find the mean and standard deviation. Let the outcomes of a discrete probability distribution be with respective probabilities then the mean and variance can be found using the following formulae:
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. Continuous Probability Distributions In a continuous probability distribution, the random variable can take any values in a range. The simplest example of this is a random variable with all outcomes equally likely between zero and one. For example typical computer programming languages or spreadsheets have a random number generator. For example Microsoft Excel and the Google Drive spreadsheet have a random number function called RAND(). Random numbers generated by computers are often referred to as pseudo-random numbers, since they are generated by some computer code, and hence they are not purely random. Continuous probability distributions can be defined by a probability density function probability density function has the following property: The
or the area under the graph of the probability density function is unity2 The probability that a specified value in the probability distribution occurs is zero. The probability that a random number from the probability distribution lies in the range [a.b] is . For example the uniform random number between zero and one has the following probability density function.
The function
1 p(x)
0
2
Integration
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The cumulative density function is the integral of the probability density function:
For example for the uniform distribution described above we note that
1 P(x)
The variance of a random variable with probability density function following definition