Probability Distributions

A distribution describes how probabilities are distributed over the values of a random variable.

Discrete Distributions

For variables that can be counted (e.g., number of customers).

Binomial Distribution

Number of successes in $n$ trials.

$$ P(x) = \binom{n}{x} p^x (1-p)^{n-x} $$

Poisson Distribution

Number of events in a fixed interval (time/space).

$$ P(x) = \frac{e^{-\lambda} \lambda^x}{x!} $$

Continuous Distributions

For variables that can be measured (e.g., time, weight).

Probability is area under the curve.

The Normal Distribution (Bell Curve)

The most important distribution in statistics. Symmetric, bell-shaped.

  • 68% of data within $\pm 1\sigma$
  • 95% of data within $\pm 2\sigma$
  • 99.7% of data within $\pm 3\sigma$

Standard Normal (Z)

Mean = 0, Std Dev = 1.

$$ Z = \frac{X - \mu}{\sigma} $$

Test Yourself

Q1: Which distribution models the number of arrivals at a bank per hour?

  • Binomial
  • Poisson
  • Normal