TAILIEUCHUNG - Introduction to Probability - Chapter 5

Chapter 5 Important Distributions and Densities Important Distributions In this chapter, we describe the discrete probability distributions and the continuous probability densities that occur most often in the analysis of experiments. We will also show how one simulates these distributions and densities | Chapter 5 Important Distributions and Densities Important Distributions In this chapter we describe the discrete probability distributions and the continuous probability densities that occur most often in the analysis of experiments. We will also show how one simulates these distributions and densities on a computer. Discrete Uniform Distribution In Chapter 1 we saw that in many cases we assume that all outcomes of an experiment are equally likely. If X is a random variable which represents the outcome of an experiment of this type then we say that X is uniformly distributed. If the sample space S is of size n where 0 n 1 then the distribution function m w is defined to be 1 n for all 2 S. As is the case with all of the discrete probability distributions discussed in this chapter this experiment can be simulated on a computer using the program GeneralSimulation. However in this case a faster algorithm can be used instead. This algorithm was described in Chapter 1 we repeat the description here for completeness. The expression 1 n rnd J takes on as a value each integer between 1 and n with probability 1 n the notation _xj denotes the greatest integer not exceeding x . Thus if the possible outcomes of the experiment are labelled 1 2 . n then we use the above expression to represent the subscript of the output of the experiment. If the sample space is a countably infinite set such as the set of positive integers then it is not possible to have an experiment which is uniform on this set see Exercise 3 . If the sample space is an uncountable set with positive finite length such as the interval 0 1 then we use continuous density functions see Section . 183 184 CHAPTER 5. DISTRIBUTIONS AND DENSITIES Binomial Distribution The binomial distribution with parameters n p and k was defined in Chapter 3. It is the distribution of the random variable which counts the number of heads which occur when a coin is tossed n times assuming that on any one toss the probability .

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