2

Some Common Probability Distributions

Abstract

In this chapter we shall discuss some important discrete and continuous probability distributions, their properties, and other distributions they lead to. Some of these distributions, such as the Normal distribution, are often viewed as populations from which random samples are drawn and statistics obtained from these samples provide the basis for making inference about some unknown characteristics of these populations. For the purpose of making such inferences it is crucial to know the sampling distributions of these statistics.

Keywords

Discrete and Continuous Distributions; Sampling from a Normal Distribution; Multivariate Normal Distribution; Exponential Families of Distributions

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