My Store Glossary Home About Me Contact Me Probability Distribution: Definition & Calculations By Jim Frost — 73 Comments What is a Probability Distribution? A probability distribution is a statistical function that describes the likelihood of obtaining all possible values that a random variable can take. In other words, the values of the variable vary based on the underlying probability distribution. Typically, analysts display probability distributions in graphs and tables. There are equations to calculate probability distributions. ‘Suppose you draw a random sample and measure the heights of the subjects. As you measure heights, you create a distribution of heights. This type of distribution is useful when you need to know which outcomes are most likely, the spread of potential values, and the likelihood of different results. In this blog post, youl learn about probability distributions for both discrete and continuous variables. I'll show you how they work and examples of how to use them. General Properties of Probability Distributions Statisticians refer to the variables that follow a probability distribution as random variables. The notation for random variables that follow a particular probability distribution function is the following: © X usually denotes random variables.© Atilde (~) indicates that it follows a distribution. © Acapital letter signifies the distribution, such as N for the normal distribution. © Parentheses contain the parameters for the distribution. For example, X ~ N (11, o) refers to a distribution that follows a normal distribution with a population mean of y and a standard deviation of o. The distribution of IQ scores is denoted as X ~N(100, 15). A probability distribution function indicates the likelihood of an event or outcome. Statisticians use the following notation to describe probabilities: p(x) = the likelihood that random variable takes a specific value of x. The sum of all probabilities for all possible values must equal 1. Furthermore, the probability for a particular value or range of values must be between 0 and 1. Statisticians refer to the mean of a probability distribution as its expected value. Learn more about Expected Values: Definition, Formula & Finding. Probability distributions describe the dispersion of the values of a random variable. Consequently, the kind of variable determines the type of probability distribution, For a single random variable, statisticians divide distributions into the following two types: © Discrete probability distributions for discrete variables © Probability density functions for continuous variables You can use equations and tables of variable values and probabilities to represent a probability distribution. However, I prefer graphing them using probability distribution plots. As you'll see in the examples that follow, the differences between discrete and continuous probability distributions are immediately apparent. You'll see why I love these graphs! Learn more about Random Variables. Related posts: Data Types and How to Use Them, Probability Fundamentals, and Discrete vs. Continuous Discrete Probability DistributionsA discrete probability distribution can assume a discrete number of values. For example, coin tosses and counts of events are discrete functions, These are discrete distributions because there are no in-between values. For example, you can have only heads or tails in a coin toss. Similarly, if you're counting the number of books that a library checks out per hour, you can count 21 or 22 books, but nothing in between. A probability mass function (PMF) mathematically describes a probability distribution for a discrete variable. You can display a PMF with an equation or graph. Learn more about Probability Mass Functions: Definition, Uses & Example. For discrete probability distribution functions, each possible value has a non-zero likelihood. Furthermore, the probabilities for all possible values must sum to one. Because the total probability is 1, one of the values must occur for each opportunity. For example, the likelihood of rolling a specific number on a die is 1/6. The total probability for all six values equals one. When you roll a die, you inevitably obtain one of the possible values. If the discrete distribution has a finite number of values, you can display all the values with their corresponding probabilities in a table. For example, according to a study, the likelihood for the number of cars in a California household is the following: Number of Cars _| Probability 0 0.03 1 0.13 2 0.70 3 0.10 4 0.04 For another example of a discrete distribution, consider the distribution of Easter Dates. Benford's law is a fascinating discrete distribution that describes how often numbers in datasets start with each digit from 1 to 9. Learn more about Benford’s law and its distribution. Related post: Frequency Tables Calculations for a Discrete Probability Distribution in a TableWhen you have a probability table, you can calculate the average outcome (i.e., the expected value) using the following procedures: 1, Multiply each outcome by its probability. 2. Sum those values Note that this procedure is a weighted average that uses the probabilities for the weights. For the number of cars example, we can take the table and calculate the average number of cars in a California household. Number of Care | Probability _| Number X Probability oO (0.08 0.00 I 0.13 0.13 2 0.70) 1.40 3 0.10) 0.30 4 0.04 0.16 sum=Mean [1.99 A household in California has an average of 1.99 cars. Types of Discrete Distributions There are a variety of discrete probability distributions that you can use to model different types. of data. The correct discrete distribution depends on the properties of your data. For example, use the: © Binomial distribution to model binary data, such as coin tosses. © Poisson distribution to model count data, such as the count of library book checkouts per hour. © Uniform distribution to model multiple events with the same probability, such as rolling a die. Learn more in depth about several probability distributions functions that you can use with binary data by reading my posts Maximize the Value of Your Binary Data, and the Bernoulli, Binomial, Negative Binomial, Geometric, and Hypergeometric Distribution.For more information about using the Poisson distribution for count data, read my post Using the Poisson Distribution. To learn how to determine whether a specific discrete distribution is appropriate for your data, read my post Goodness-of Fit Tests for Discrete Distributions. The uniform distribution has a form for discrete data Example Discrete Probability Distributions All the examples I include in this post will show you why I love to graph probability distributions. The case below comes from my blog post that presents a statistical analysis of flu shot effectiveness. I use the binomial probability distribution function to calculate the answer the question—how many times can I expect to catch the flu over 20 years with and without annual vaccinations? This example uses binary data because the two possible outcomes are either being infected by the flu or not being infected by the flu. Based on various studies, the long-term probability of a flu infection is 0,07 annually for the unvaccinated and 0.019 for the vaccinated. The graph plugs these probabilities into the binomial probability distribution function to calculate the pattern of outcomes for both scenarios over twenty years. Each bar indicates the likelihood of catching the flu the specified number of times. Additionally, I've shaded the bars red to represent the cumulative probability of at least two flu infections in 20 years. The left panel displays the expected outcomes with no vaccinations while the right panel shows the outcomes with annual vaccinations.No Flu Shot Versus Annual Flu Shots Binomial, n=20 0 e203 4 § (p00 ps or 08 0.4131 an _ wo 4 2 3 4 5 0 2 Number of Times Getting the Flu over 20 Years A significant difference jumps out at you—which demonstrates the power of probability distribution plots! The largest bar on the graph is the one in the right panel that represents zero cases of the flu in 20 years when you get flu shots. When you vaccinate annually, you have a 68% chance of not catching the flu within 20 years! Conversely, if you don‘t vaccinate, you have only a 23% of escaping the flu entirely. In the left panel, the distribution spreads out much further than in the right panel. Without vaccinations, you have a 41% chance of getting the flu at least twice in 20 years compared to 5% with annual vaccinations. Some unlucky unvaccinated folks will get the flu four or five times in that time span! Continuous Probability Distributions Continuous probability functions are also known as probability density functions. You know that you have a continuous distribution if the variable can assume an infinite number of values between any two values. Continuous variables are often measurements on a scale, such as height, weight, and temperature. Unlike discrete probability distributions where each particular value has a non-zero likelihood, specific values in continuous probability distribution functions have a zero probability, For example, the likelihood of measuring a temperature that is exactly 32 degrees is zero.Why? Consider that the temperature can be an infinite number of other temperatures that are infinitesimally higher or lower than 32, Statisticians say that an individual value has an infinitesimally small probability that is equivalent to zero. Related post: Probability Density Functions How to Calculate Probabilities for Continuous Data Probabilities for a continuous probability distribution are calculated over ranges of values rather than single points. A probability indicates the likelihood that a value will fall within an interval. This property is straightforward to demonstrate using a probability distribution plot—which welll get to soon! On a probability plot, the entire area under the distribution curve equals 1. This fact is equivalent to how the sum of all probabilities must equal one for discrete distributions. The proportion of the area under the curve that falls within a range of values along the X-axis represents the likelihood that a value will fall within that range. Finally, you can't have an area under the curve with only a single value, which explains why the probability equals zero for an individual value. Typically, you'll use reference tables or statistical software to calculate the areas. Characteristics of Continuous Probability Distributions Just as there are different types of discrete distributions for different kinds of discrete data, there are different probability distributions for continuous data. Each probability distribution has parameters that define its shape. Most distributions have between 1-3 parameters. Specifying these parameters establishes the shape of the distribution and all of its probabilities entirely. These parameters represent essential properties of the distribution, such as the central tendency and the variability, Related posts: Understanding Measures of Central Tendency and Understanding Measures of Variability The most well-known continuous distribution is the normal distribution, which is also known as the Gaussian distribution or the "bell curve." This symmetric distribution fits a wide variety of phenomena, such as human height and IQ scores. It has two parameters—the mean and the standard deviation. The Weibull distribution and the lognormal distribution are examples ofother common continuous probability distributions. Both of these distributions can fit skewed data, Distribution parameters are values that apply to entire populations. Unfortunately, population parameters are generally unknown because it’s usually impossible to measure an entire population. However, you can use random samples to estimate of these parameters. To learn how to determine which probability distribution provides the best fit to your sample data, read my post about How to Identify the Distribution of Your Data. Example of the Normal Probability Distribution Let's start off with the normal distribution to show how to use continuous probability distributions to calculate probabilities. The distribution of IQ scores is defined as a normal distribution with a mean of 100 and a standard deviation of 15. We'll create the probability plot of this distribution. Additionally, let's determine the likelihood that an IQ score will be between 120-140 1Q Score Distribution Normal, Mean=100, StDev=15 0.030 0.025: 0.920 0.015: Density 0010 0.005 0.08738 0.000 50 B 00 120 140 350 1Q Examine the properties of the probability plot above. We can see that it is a symmetric distribution where values occur most frequently around 100, which is the mean. The probabilitiesdrops-off as you move away from the mean in both directions. Using the probability distribution function, statistical software calculates that the shaded area for the range of IQ scores between 120-140 contains 8.738% of the total area under the curve. Therefore, the likelihood that an 1Q score falls within this range is 0.08738. When your data follow a normal distribution, you can easily calculate many outcome probabilities using only the mean and standard deviation. For more information, read my post, Empirical Rule: Definition, Formula, and Uses. Related Post: Using the Normal Distribution Example of the Lognormal Probability Distribution As I mentioned, I really like probability distribution plots because they make distribution properties crystal clear. In the example above, we used the normal distribution. Because that distribution is so well-known, you might have guessed the general appearance of the chart. Now, let’s look at a less intuitive example. ‘Suppose you are told that the body fat percentages for teenage girls follow a lognormal distribution with a location of 3.32317 and a scale of 0.24188. Furthermore, you're asked to determine the probability that body fat percentage values will fall between 20-24%. Huh? It's probably not clear what the shape of this distribution is, which values are most common, and how often values fall within that range! Most statistical software allow you to plot probability distributions and answer all of these questions at once.Body Fat Percentage for 14 Year Old Girls Lognormal, L¢ 3.32317, Scale=0.24188, Thresh=0 ———— oe 0.05 | 0.1864 ons £ E 0s. Eos oz. “| 0 20 4% 40 30 o Body Fat Percentage The graph displays both the shape of the distribution and how our range of interest fits within it We can see that it is a right-skewed distribution and the most common values fall near 26%. Furthermore, the probability distribution function calculates that our range of interest has a probability of 0.1864. As you can see, these graphs are an effective way to report complex distribution information to a lay audience. This distribution provides the best fit for data that I collected for a study. Learn how I identified the distribution of these data. You can also use a QQ plot to determine whether your data follow a particular probability distribution. In this post, I graph the probability density function for continuous distributions. However, you can also plot the cumulative distribution function (CDF), which displays data values by their percentiles instead of probability density. Other Continuous Probability Distributions There are a variety of other probability distribution functions for continuous data. These distributions include the following:© Weibull distribution: A particularly versatile distribution that analysts use in many settings. Can model left- and right-skewed data and approximate the normal distribution. © Lognormal distribution: Models right-skewed distributions, particularly for cases where growth rates are independent of size. Provides the best fit for my body fat percentage data. © Exponential distribution: Models variables in which small values occur more frequently than higher values. Use to model the amount of time between independent events. 2 Gamma distribution: Models right-skewed distributions. Use to model the time until the k'” event, where k is the shape parameter. © Uniform distribution: Models symmetric, continuous data where all equal sized ranges have the same probability © Beta distribution: Models variables with values falling inside a finite interval. Hypothesis Testing Uses Special Probability Distributions Statistical hypothesis testing uses particular types of probability distribution functions to determine whether the results are statistically significant. Specifically, they use sampling distributions and the distributions of test statistics. Use these probability distributions to calculate p-values. Sampling distributions Avital concept in inferential statistics is that the particular random sample that you draw for a study is just one of a large number of possible samples that you could have pulled from your population of interest. Understanding this broader context of all possible samples and how your study's sample fits within it provides valuable information. ‘Suppose we draw a substantial number of random samples of the same size from the same population and calculate the sample mean for each sample. During this process, we'd observe a broad spectrum of sample means, and we can graph their distribution. This type of distribution is called a sampling distribution, Sampling distributions allow you to determine the likelihood of obtaining different sample values, which makes them crucial for performing hypothesis tests. The graph below displays the sampling distribution for energy costs. It shows which sample means are more and less likely to occur when the population mean is 260. It also displays the specific sample mean that a study obtains (330.6). The graph indicates that our observed samplemean isn't the most likely value, but it's not wholly implausible either. Hypothesis tests use this type of information to determine whether the results are statistically significant. Sampling Distribution for the Null Hypothesis for N=25 T, df=24 Density BT 167 198 229 260 291 322 352 38 Fuel Cost Related posts: Sampling Distributions and How Hypothesis Tests Work. Distributions for test statistics Each type of hypothesis test uses a test statistic. For example, t-tests use t-values, ANOVA uses F- values, and Chi-square tests use chi-square values. Hypothesis tests use the probability distributions of these test statistics to calculate p-values. That's right, probability distribution functions help calculate p-values! For instance, a t-test takes all of the sample data and boils it down to a single t-value, and then the t-distribution calculates the p-value. The probability distribution plot below represents a two- tailed t-test that produces a t-value of 2. The plot of the t-distribution indicates that each of the two shaded regions that corresponds to t-values of +2 and -2 (that's the two-tailed aspect of the test) has a likelihood of 0,02963—for a total of 0.05926. That's the p-value for this test!T-Distribution T.df=20 002963, 002963, To learn more about how this works for different hypothesis tests, read my posts about: © How t-Tests Work © How the F-test Works in One-Way ANOVA © How the Chi-Square Test Works @ Degrees of Freedom (There's a section about probability distributions.) I hope you can see how crucial probability distributions are in statistics and why I think graphing them is a powerful way to convey results! Cumulative distribution functions (CDFs) show the same type of information but in a different way. Instead of displaying probabilities for x-values, they display probabilities for < x. Learn more about Cumulative Distribution Functions: Uses, Graphs and vs. PDFs. If you're learning about statistics and like the approach I use in my blog, check out my Introduction to Statistics book! It's available at Amazon and other retailers.STATISTICS sae ian Cs Comments Oxlani says October 3, 2022 at 3:23 pm HijJim, Not sure if you can answer this publicly? Lam interested in the stats tool you are using the generate the charts? Can you share a page with your code? Reply Jim Frost says October 3, 2022 at 3:48 pm Hi Oxlani, I use a statistical software program called Minitab to make those charts.Reply Aishwarya says July 14, 2022 at 6:09 pm Hello Jim, this is quite an helpful article. I had one question: ‘Do you think the probability distribution in the beginning of a task does not change as time goes by? Why or Why not? Reply A Vincent says y % st May 7, 2022 at 10:18 am HiJim, Thanks for the blog! I don't understand the sentence below from page 114 (paragraph 2) of your book “IntroStatisticsIntuitiveGuide.pdf” . *Importantly, probability distributions describe populations while histogram describe samples. Would you please help me to understand it intuitively or visually using a real life measurement example with population size N and sample size n? If possible, maybe we can compare its probability distribution and historgram charts? Thanks and have a nice day! ReplyJim Frost says May 12, 2022 at 8:28 pm Hi Vincent, It really goes back to the methods behind the two approaches. A histogram takes your sample data and places them into bins and then draws the bars based on the number of values in each bin. It's tied to your sample directly with no intention of fitting a curve for the population. It takes your sample data as it is. On the other hand, estimating the parameters for probability distributions frequently use the maximum likelihood estimate method. This method literally finds the parameters for a population that is most likely (hence, maximum likelihood) to have produced your sample properties. The method tries find the characteristics (parameters) of the population from which your random sample was drawn. That's the key difference between the two! Reply Mariana Torin says November 17, 2021 at 1:02 pm Hi Jim, thank you for your reply, your answer has helped me a lot for my project, this is what I was looking for, also I'l be sure to check the post you mentioned. I'm very grateful to you, Reply Mariana Torin saysNovember 16, 2021 at 4:03 pm Hello, this post is amaizing, I have a question, what advantages and limitations of its application in statistical data that can influence decision-making? Reply Jim Frost says November 16, 2021 at 10:58 pm Hi Mariana, Thanks! I'm glad you found the post to be helpful! I'm not 100% sure what you're asking. If you're talking about hypothesis testing (because you mention decision making based on data), the main strength is that you can use a sample to make decisions about entire populations. For example, is medication that you test in a sample likely to be beneficial (and how beneficial?) when applied to the general population? You'll almost never be able to test/measure an entire population, so you need a method to work with reasonably sized samples. The down side is also because you're working with samples. Samples don't always adequately represent the population and, hence, hypothesis tests can cause incorrect decisions. For more information, read my post about Hypothesis Testing Overview. For the limitations, pay particular attention to my types of errors in hypothesis testing post. Reply Steph says August 31, 2021 at 3:39 amHiJim, Thank you for your quick response! Tam very excited to know that there are more books to come... Reply Steph says ‘August 30, 2021 at 5:05 pm HiJim! Do you plan to write others books? I have the whole collection so far and I am very happy with it. A book on probability and different distributions would be interesting as well as Bayes’ theorem and its application in modeling, EM Algorithm, ... Thanks in advance for your answer. Reply Jim Frost says August 30, 2021 at 5:32 pm Hi Steph, Thanks for writing and I'm so glad to hear that my books have been helpful! Currently, I have just those three. However, writing a book about probability is at the top of my to-do list. And others as well. Stay tuned! Reply David Buyinza says January 11, 2021 at 10:58 amThanks a lot Jim for your well explained examples. I was reading a data science book and couldn't understand its content, but your content explains it way too well. Reply Elizabeth Chaula says December 21, 2020 at 7:33 am This was so helpful Reply Sadashiv Borgaonkar says December 17, 2020 at 12:02 am Thanks for the reply Mr. Jim. I have purchased it. Reply Jim Frost says December 17, 2020 at 10:43 pm Thank you, Sadashiv! Happy reading! @ ReplySadashiv Borgaonkar says December 5, 2020 at 10:11 pm HiJim, How is the eBook delivered? In Kindle format or pdf? And after making payment, when will it be delivered? Immediately or ... how is the process? Reply Jim Frost says December 5, 2020 at 10:52 pm Hi Sadashiv, Thanks for writing! If you order ebooks from my website, you'll get them as PDFs. You'll be able to download them right away after paying, and you'll also get a link by email for downloading later too. If you'd prefer to get them in Kindle format, you can do buy it from Amazon. They're also available in print from Amazon and other retailers. Reply Kamala Chatsky says October 23, 2020 at 10:32 am 1am new to statistics. A sports problem was given to us which made me think of the NBA Finals, which the Lakers won. I missed the game and didn’t know who won when I woke up the next morning. Two questions: 1) what is the probability for me of who won since I didn’t know? 2) How do I calculate that probability?Reply Alexander says October 8, 2020 at 1:00 am Good day sir! Does the types of the discrete and continuous probability distributions are also called its functions? Reply Jim Frost says October 13, 2020 at 2:43 pm Yes, they can be called functions, such probability distribution functions (PDFs). Reply KECHLER POLYCARPE says September 8, 2020 at 11:40 am Thanks for the reply Jim. I wanted to know if i'm correct in my appraoch to solve statistics for Data science. 1 explained my step by step approach of how to identify the type of distribution of data from the stages graph/visualization until you use probability distribution functions to find out what will happen, Then, after you findout what will happen you create a graph of that. I know you can show a probablility distribution function with a graph and or formula but im choosing to do both in my approach.Reply KECHLER POLYCARPE says September 7, 2020 at 4:23 pm Good day Jim How's everything going? I hope you're not working so hard that you don't rest enough. I'm trying my best to understand how to combine these operations to help me describe data on a graph when Combining Graphing & Distribution. Can you correct me please? I created this summary, which is my theory so far in my learning. Firstly, create the graph with the data to visualize it. secondly, explain what is currently happening to the data, thirdly, explain the probability of what will happen to the data with probability distribution function, Lastly, graphing the new probability predictions(if you actually need to). Below is the steps in more detail Step 1 pick the graph and use the steps for creating the graph using the Data types continues or discrete. Step 2 Describe the shape of the distribution using their definitions. (ex. skewed left or right) Step 3 Based on the findings in the describing the shape of the distribution. Pick the Probability distribution function that applies to that shape. Step 4 solve it to get the values, Step 5 Now graph the new Probability values on a graph. (Do you actually need to graph again?). ReplyJim Frost says September 7, 2020 at 6:06 pm Hi Kechler, I'm not sure what your ultimate goal is? Please describe what you want do. The end result. Thanks! If you want to identify the distribution that your data follow, read my post about identifying the distribution of your data. Reply Manaw says September 2, 2020 at 11:40 am Hi, Matt: My team works on the same exact issue (along with LANE and IP and Rx etc.) for Medicaid population in DC, Michigan and other places. Please contact at manaw.modi@gmail.com My Linkedin: http://www. linkedin.com/in/manawmodi Let's talk, Manaw. Reply Matt Augeri says July 1, 2020 at 1:45 pmHi Jim. I'm learning a lot from your site! Here's a question for you. I work with the homeless population in New Hampshire. Many of these folks have 50 or 60 visits to the ED per year. We're trying to help divert them to more appropriate services. I know that John Doe has had 50 visits and that the longest time between visits is 20 days, If John hasn't had an ED visit in the last 15 days, what is the probability he'll show up in the ED in the next 5? Our goal is to reach out to John before he goes back to the ED. Thanks for considering my question! Reply diego says June 8, 2020 at 7:08 pm Hey Jim, I'm new to statistics and I’m really trying to understand deeply the concepts. Can you recommend some material that explains how these distributions were created? The intuition and thoughts behind, the proofs, etc? Reply Jim Frost says June 8, 2020 at 7:14 pm Hi Diego! Scroll down these comments and you'll see a recent one where I answer this same question and provide a reference. There's an interesting history! Click here to go to the comment I mention. Reply shepard ngwaru says June 4, 2020 at 7:46 amhie Jim can you assist me on this one By investing in a particular stock for one year, an investor hopes to make a profit of $1000, $4000, $5000, or $10000 with probabilities 0.4, 0.3, 0.18, or 0.12 respectively. Calculate the mean and standard deviation of expected profits. Reply Jim Frost says June 4, 2020 at 3:24 pm Hi Shepard, It sounds like you just multiply each profit by its probability to get the expected profits. Then take the average and standard deviation of those values. Reply Neda says June 2, 2020 at 12:45 pm Hello Jim, Thank you for the comprehensive explanation. I have a question about the determination of the distribution type. I have 50 data per minute. The data are continuous. I expect that the data should be closed to each other. It means the distribution of data around the mean should be higher than far from it. But for different, minutes, the distributions are not symmetrical. Is there any way to determine the type of distribution? thank you in advance for the answer.regards, Neda Reply Jim Frost says June 3, 2020 at 7:36 pm Hi Neda, Typically, these distributions assume you are working with independent, random observations. It sounds like your data are not independent and that you can’t use these distributions. Perhaps you'd need to create some type of time series model that explains your observations over time? Reply Mitch says May 28, 2020 at 4:43 pm Hey Jim, I've always been curious about how the probablity distributions were constructed originally/historically, such as the normal cuve, t distribution, or X2. distribuion. Were they originally constructed theoretically with mathamatics or instead with actual (sampled) data. Any insights or a good reference for this? Posts are nice- wish your books came out in hard copy (guess I'm old-fashion) Mitch Reply Jim Frost says May 30, 2020 at 7:25 pm Hi Mitch,I'm glad you enjoy my posts. I hope to have hard copy books down the road. Unfortunately, I need to redo the output so they'll look good in print, Perhaps a project for 2021. Currently, I’m cramming to finish my third ebook, which is about hypothesis testing. There is a long and interesting history behind the normal distribution. We associate it with Carl Gauss (hence, it’s also known as the Gaussian distribution), but it’s ideas go further back. Interestingly, the normal distribution was introduced by the French mathematician Abraham de Moivre in a 1738 article book “The doctrine of chance” but at that point it was in relation to how the binomial distribution increased to a smooth curve how as the number of events of increased. Additionally he believed large errors are rarer than small errors. And that errors are evenly distributed around the arithmetic mean at the peak. This describes the familiar bell shaped curve. Moivre needed actuarial methods for calculating life insurance. Others work on this distribution. And Carl Gauss wrote about it in 1809 and used it to analyze errors in astronomical data. From there it’s use expanded to other areas in applied probability. Gosset, a brewer and a statistician, created the t-distribution in the early 1900s because he needed a probability distribution that worked with the small samples that he worked with at the brewery whereas the normal distribution works with larger samples. By and large, it sounds like these distributions were developed with practical applications in mind. Often starting with one application but then expanding to others. Unfortunately, I don't know much about the historical development of the chi-squared distribution. Iran across a good article about the normal distribution. A Brief Historical Overview Of the Gaussian Curve: From Abraham De Moivre to Johann Carl Friedrich Gauss, International Journal of Engineering Science Invention (IJESI) ISSN (Online): 2319 - 6734, ISSN (Print): 2319 - 6726, http://www.ijesi.org, Volume 7 Issue 6 Ver V, June 2018, PP 28-34. ReplyThanga says May 5, 2020 at 2:16 am Thanks.it is very good explanation on probability distribution. Can you please say about rectangular and triangular distribution related with uncertainties. Reply Michael Thomas says April 9, 2020 at 12:39 pm How do I find x using a binomial graph Reply Ash says March 29, 2020 at 12:38 am Hi Jim. Its an excellent blog. Love the simplicity with which you explain. However, recently I was trying to re-read your blogs and found that plots & graphs are not loading propoerly. Reply Jim Frost says March 29, 2020 at 12:42 am Hi Ash,Hmmm. Someone else mentioned a graph that didn’t load. However, they seem to load for most people. I will look into it. I'm not sure what is happening. Do they load when you click Refresh? Reply dbadrysys says March 26, 2020 at 4:09 am Hi Mr. Jim, I appreciate your post. It make everything is clear for beginner like me. I hope that you have a post related to the Cumulative Distribution Function topic. Thanks. Reply Qiang Heng says January 29, 2020 at 12:18 am Let me find and go through that post. Thanks Reply QIANG HENG says January 28, 2020 at 11:40 pm Jim love your example about “flu shot”, would you please share your raw data?Reply Jim Frost says January 28, 2020 at 11:57 pm Hi Heng, The flu shot graph is based on the binomial distribution. It's not directly based on data itself. I simply entered the two probabilities of 0.07 and 0.019 and the binomial distribution calculates the probability for each number of occurrences. However, I did obtain those two probabilities from a number of flu shot studies. I average the results from a number of studies to obtain an average probability of getting the flu when you're vaccinated (0.019) and unvaccinated (0.7). You can read about that process in my post about the effectiveness of flu shots. In that post, I look at the studies, their results, etc. In fact, that particular graph first appeared in that other post, along with several other similar graphs. I describe them a bit more fully in the flu shot post. I think that post will answer your questions and I show you the numbers and reference the studies. Reply The Wizard Of Blog says October 24, 2019 at 1:49 am Dear Dr. Frost: Every time I need an intuitive description of a rather abstract statistical concept, I come to your blog. I have been visiting your blog for quite a while now. I have even shared the link to your blog among my colleagues who I think need to strengthen their grasp of the fundamrntal of statistics. That is how much I trust your blog. Love the way you explain, Thanks very much and best wishes.Reply Jim Frost says October 24, 2019 at 10:15 am Hello Wizard! Thanks so much for your kind words and your trust! They absolutely make my day! Reply Bil says October 4, 2019 at 7:10 am Hi, i m interesting with the determination of histogram with frequencies and in the same plot, the fitting with normal law. I want to do this with my experimental data. Im not good in statistic. Thanks Reply Moses Owoicho Audu says September 16, 2019 at 8:07 am Sir, please which software can one use to plot the PDF? Reply Jim Frost says September 16, 2019 at 3:43 pmHi Moses, Luse Minitab in my post. However, I'm sure applications can do that. Reply Sergio Nguyen (@Sergio35103374) says August 16, 2019 at 6:22 am Before reading your blog, I hardly understand the concept of probability distribution. But, after reading your blog, I understand the concept deeply due to your excellent explaining. Anyway, thanks so much, Jim. Reply Jim Frost says August 17, 2019 at 4:12 pm ‘Aw, thanks Sergio! That means a lot to me! I'm happy that this post was so helpful! Reply Bill says ‘August 11, 2019 at 4:51 pm1am a bit confused about your flu example. Can you please explain how you came up. with the individual probabilities, For example: There is a 23% of not getting the flu if you don't get a vaccine. Reply Jim Frost says August 11, 2019 at 5:16 pm Hi Bill, The first step was calculating an average annual infection rate for the unvaccinated (7.0%) and vaccinated (1.9%). These values come from a number of published studies. For more information, see my post about the effectiveness of flu vaccinations. After that, the next step is to use these probabilities in probability distributions that are designed for binary data. The properties of these distribution allow you to find the probabilities for different outcomes. There are formulas you can look up in textbooks if you're really interested. But, my focus here is to teach when to use each distribution and then use statistical software to calculate the answers for you. For more information, read my post about distributions for binary data. For this specific example, you need to calculate the probability of non-infection annually (1 - 0.07 = 0.93). Then you raise it to the power of 20 for twenty years. 0.93420 = 0.23 In the graphs, the value of 23% comes from the bar that represents zero infections in the left-hand plot for unvaccinated people. When you have a 7% chance of infection annually, your chances of zero infections over 20 years is 23%. Thope this helps! ReplyFrank says April 26, 2019 at 4:57 pm Well espose, because of ur publication i bougth ur ebook, hope u can make a book about this publication, and make a publication about Gaussian Process Reply Jim Frost says April 26, 2019 at 9:15 pm Thank you, Frank! I really appreciate you buying my ebook and I hope you find it to be helpful. I have a blog post about the Normal (Gaussian) Distribution that you might find helpful. In the near future, I will be writing an introductory book to statistics that talks about things such as the normal distribution. Reply Uendel Rocha says March 29, 2019 at 12:01 am i, Jim! Seu blog € claro, simples e agradavel de ler. Parece que estamos conversando contigo, ouvindo suas explicagdes. Sua maneira de ensinar torna a compreensao de estatistica mais facil do que estou acostumado. Gostei muito do seu artigo. O livro que vocé publicou segue essa mesma linha? Seria interessante uma pequena amostra, ndo? Com faco para conseguir um cédigo promocional? Muito obrigado. ReplyJim Frost says March 29, 2019 at 1:20 am Oi UendelMuito obrigado! Sim, eu uso 0 mesmo estilo de escrita no meu livro que uso em meus posts. Se vocé gosta do meu estilo de escrita no meu blog, vocé vai adorar 0 livro, Atualmente, nao tenho uma amostra disponivel, mas vocé pode considerar as postagens do blog como uma boa representacao. Reply Robert Pieczykolan says March 19, 2019 at 12:04 pm hijim, when talking about continuous distribition , yuo should also mention uniform. Used to model say duration of a waiting time when calling Home Revenue say from 5 min to 5 hours. It is quite commonly used distribution. https://en.wikipedia.org/wiki/Uniform_distribution_ (continuous) Robert Pieczykolan Freelance statistician/data analyst PS. You do explain probability really nicely. Reply David N'Dri Kan says December 23, 2018 at 4:32 pm Thank you for sharing these informations, How can we stay tunned to your blog?Reply Jim Frost says December 23, 2018 at 5:23 pm Hi David, The easiest way is to subscribe by email. You'll find that in the right column. You'll receive an email every time I publish a new blog post. I don't do anything else with those email addresses and never give them to anyone else. Reply Shan Murali says November 24, 2018 at 6:06 am Hi Jim, You are doing a divinely job.... helping other to learn and understood... in simple and powerful means....I appreciate your help.... even though I have been teaching for the past 18 years....your work is exemplary... my prayers to your wellbeing Reply Jim Frost says November 24, 2018 at 5:30 pm Hi Shan, Thank you so much! Your kind words and thoughts mean so much to me. Best wishes to you and your loved ones.Reply Simona Va says November 10, 2018 at 6:26 am This is the best article written about probability distributions. It’s hard for beginners to understand these concepts and you wrote it so clearly. Thank you for sharing this! Reply Jim Frost says November 10, 2018 at 10:45 pm Thank you so much, Simona! I work hard to make these concepts as easy as possible to understand. Your kind words mean a lot to me! Reply Josh says September 25, 2018 at 8:17 pm Jim, Ireally like your approach to teaching stats. I've frustratingly studied it for years and have never felt satisfied in my understanding or application, Hoping your blog and upcoming book can help get me there. On a separate note, what's your take on simulation-based statistics (i.e., bootstrap)? Does it make more sense to learn resampling or the traditional analytical approach? Would appreciate your take.Reply Jim Frost says September 25, 2018 at 11:40 pm Hi Josh, Thanks so much. I really appreciate your kind words. I really strive to help people to understand. I don't think it has to be so difficult to learn if educators would just use more intuitive explanations. So, it means a lot me that you've found my site to be helpful. So, my background is in the more traditional approach, but I really like the concepts behind resampling (bootstrapping). It kind of gets to what I was saying above. I have a blog post about confidence intervals, but they're really hard to explain how they work. However, I think bootstrap confidence intervals are much more intuitive, They're definitely easier to explain what is happening. But, truth be told, I've never actually used them in an analysis but have stuck with the traditional Cls, But, I think they're great tools and I can well imagine that teaching them would actually be more enlightening about the process behind inferential statistics where the sample you obtain is actually only one of an infinite number of possible samples that you could have obtained, Resampling really runs with that idea. I know there are some statisticians who think that resampling is the way of future! I'm thinking I need to write a blog post about this method! Reply Udbhav says September 7, 2018 at 2:47 pm Great Post!May I know how did you get the discrete probability plot? I tried in Matlab but got quite different plot. My code - x= 1:20 y = arrayfun(@(a) binopdf(a, 20, 0.019), x) barxy) Reply, Jim Frost says September 9, 2018 at 11:33 pm Hi Udbhav, Unfortunately, I'm not that familiar with MATLAB, so I can't help you there. I use Minitab for my graphs. Reply Dileep Kumar M says July 9, 2018 at 10:21 pm Great post...thank you sir. Reply Ananth says April 28, 2018 at 6:42 am GoodReply Bimal Thapa says April 26, 2018 at 3:17 am HijJim, Thank you for your post, Have you written any book? Reply Jim Frost says April 26, 2018 at 3:44 pm Hi Bimal, You're very welcome! Also, I'm currently writing my first book. Stay tuned! Reply PRIYANSHU KUMAR says April 24, 2018 at 11:43 pm 1 Love Statistics, I want To learn and Teach Statistics Like You, This Blog is Very Good, Understanding Probability Distribution By Graphs Make a Crystal Clear Image of given Data. THANK YOU For such an Intersting Blog. Reply Jim Frost saysApril 24, 2018 at 11:46 pm Hi Priyanshu, thanks so much for your kind words. You made my day! And, it's great that you love statistics! © Reply Sami econ says April 23, 2018 at 4:16 am Mr. Jim Tappreciate you for your such type of contribution. You deserve it. Reply Jim Frost says April 24, 2018 at 10:14 am Thanks, Sami! I appreciate that! Reply Comments and QuestionsMeet Jim Til help you intuitively understand statistics, by focusing on concepts and using plain English so you can concentrate on understanding your results, Read More... Buy My Introduction to Statistics Book!Buy My Hypothesis Testing Book! Buy My Regression Book!Subscribe by Email Enter your email address to receive notifications of new posts by email. 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