Some Continuous Probability Distributions
Uniform Distribution
The uniform distribution has a "flat" density function and thus a uniform probability in a closed interval .
The density function of the continuous uniform random variable on the interval is
The mean and variance of the uniform distributions are
The cumulative distribution function for a uniform distribution is
and the probability that a value falls between and is
Normal Distribution
The normal distribution or Gaussian distribution is the classic bell-shaped distribution.
The density of the normal random variable with mean and variance is
The mean and variance of are and respectively.
Referenced by (1 direct)
Direct references:
The curve of a continuous probability distribution is constructed so that the area under the curve bounded by two coordinates and equals the probability that the random variable assumes a value between and Thus
The standard normal distribution is the distribution of a normal random variable with mean and variance We can transform a normal random variable into a standard normal random variable by
Thus, with and we have
This can make it easier to find probabilities using tables, which are used because the integration in a normal distribution is hard to do analytically.
Normal Approximation to the Binomial
If is a binomial random variable with mean and variance then
This works well when is large and is not extremely close to or , and also works well when is small and is near
Let be a binomial random variable with parameters and For large , has approximately a normal distribution with and and
and the approximation is good if and are greater than or equal to 5.
The is called a continuity correction and comes from the fact that