A distribution provides a parameterised mathematical function that can be used to calculate the probability for any individual observation from the sample space.

The most common distributions are:

  • Normal Distribution
  • Student’s t-distribution
  • Geometric distribution
  • Bernoulli distribution
  • Binomial distribution
  • Poisson distribution
  • Lognormal distribution

Density Functions

Distribution are usually described in terms of their density functions:

  • PDF (Probability Density Function) is used to calculate the likelihood of a given observation in a distribution and can be represented as follow.
Gaussian Normal Distribution PDF
Gaussian PDF
  • CDF (Cumulative Density Function) calculates the cumulative likelihood for the observation and all prior observations in the sample space. …

Simone Carolini

Data Analyst

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