Probability Distribution Selection Reference

Common probability distributions with support, mean, and practical modeling boundaries.

  • JSON5,128 B
  • YAML3,617 B · −29%
  • TOON2,863 B · −44%

Common probability distributions with support, mean, and practical modeling boundaries. Each row includes a practical application and a failure to check before using it.

Use it when

  • Choose a distribution by support and mechanism.
  • Check parameter conventions before comparing implementations.

Watch out for

  • All parameters must satisfy the distribution’s domain constraints.
  • A good fit does not establish the mechanism that generated the data.

The data

DistributionSupportMeanUse and boundary
Bernoulli(p)0 or 1pOne binary trial; define what counts as success.
Binomial(n,p)Integers 0 through nn*pCount successes in n independent equal-probability trials.
Geometric(p)Integers 1 and above1/pCount trials until first success; another convention counts failures from zero.
Poisson(lambda)Nonnegative integerslambdaCount events under a constant-rate independent-increment model.
Exponential(lambda)Nonnegative real values1/lambdaModel memoryless waiting time; not every duration is memoryless.
Uniform(a,b)Real values from a to b(a+b)/2Equal density on a bounded interval; endpoints have zero point probability.
Normal(mu,sigma)All real valuesmuModel symmetric fluctuations; negative values may be inappropriate for some quantities.
Lognormal(mu,sigma)Positive real valuesexp(mu+sigma^2/2)Model positive multiplicative variability; parameters describe the underlying normal.
Beta(alpha,beta)Real values from 0 to 1alpha/(alpha+beta)Model a bounded proportion with positive shape parameters.
Gamma(shape,scale)Positive real valuesshape*scaleModel positive skewed quantities; rate and scale parameterizations differ.

Fields

The shape of this dataset, read from the data itself: every column, its type and a real value. Agents can use this to plan a query without fetching the whole document.

SectionFieldTypeExample
datadistributionstringBernoulli(p)
datasupportstring0 or 1
datameanstringp
datause_and_boundarystringOne binary trial; define what counts as success.

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Sources and editorial notes

Original editorial reference notes by YJTOON, informed by the linked primary documentation. External specifications retain their own licenses.

Editorial review: . Source documents keep their own licenses.

Topics

  • mathematics
  • probability distribution reference
  • reference
  • engineering

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