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The Bernoulli Distribution:

• We conduct an experiment a single time.


• There are two possible mutually exclusive outcomes, labelled success and
failure.
• P(Success) = p. (Failure is the complement of success, so P(Failure) =1 − p.)
Let X = 1 if a success occurs, and X = 0 if a failure occurs. Then the random variable X has the Bernoulli
distribution.

The Binomial Distribution:


The binomial distribution is the distribution of the number of successes in n independent Bernoulli trials.
There are n independent Bernoulli trials if:
• There is a fixed number (n) of independent trials
• Each individual trial results in one of two possible mutually exclusive outcomes (these outcomes are
labelled success and failure).
• On any individual trial, P(Success) = p and this probability remains the same from trial to trial. (Failure
is the complement of success, so on any given trial P(Failure) = 1 − p.)

The Negative Binomial Distribution:


The negative binomial distribution is a generalization of the geometric distribution. The geometric
distribution is the distribution of the number of trials needed to get the first success in repeated
independent Bernoulli trials, and the negative binomial distribution is the distribution of the number of
trials needed to get the rth success. (r represents a number of successes, so it must be a positive whole
number.) A negative binomial random variable can be defined in a variety of different ways. For example,
it is sometimes defined as the number of failures before getting the rth success. But we will use the
definition given here

The Multinomial Distribution:


The multinomial distribution is a generalization of the binomial distribution. In a binomial setting, there
are n Bernoulli trials, where on each trial there are two possible outcomes (success and failure). In a
multinomial setting, the number of possible outcomes on each trial is allowed to be greater than two.

The Hypergeometric Distribution:


The hypergeometric distribution is related to the binomial distribution, but it arises in slightly different
situations. Like the binomial distribution, the hypergeometric distribution is the distribution of the number
of successes in n trials. But unlike binomial distribution scenarios, here the trials are not independent.

The Geometric Distribution:


The geometric distribution arises as the distribution of the number of trials needed to get the first
success in repeated independent Bernoulli trials.

The Poisson Distribution:


The Poisson distribution often arises as the distribution of the number of occurrences of an event in a
given unit of time, area, distance, or volume. It can be a useful model when events can be thought of as
occurring randomly and independently through time (or area, or volume).
• Events are occurring independently in time. (Knowing when one event occurs gives no information
about when another event will occur.)
• The probability that an event occurs in a given length of time does not change through time. (The
theoretical rate of events stays constant through time.)

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