Chapter 8

Probability Distributions of Interest

In this chapter, we describe various discrete and continuous probability distributions that are most pertinent to the discussion in preceding chapters, and provide details on their forms and key distributional properties. For more elaborate discussions on all univariate and multivariate distributions described here, interested readers may refer to the books by Johnson et al. (1994, 1995, 2005), Kotz et al. (2000), Balakrishnan and Nevzorov (2003), and Balakrishnan and Lai (2009).

8.1 Discrete probability distributions

8.1.1 Binomial, geometric, and negative binomial distributions

Consider a sequence of identical and independent trials indexed by  . Suppose the outcome of each trial is one of two possible ...

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