Parameters of a probability distribution

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See also: Parameters and sample statistics introduction

Descriptive parameters can be calculated for a probability distribution providing one knows the probability density function (or probability mass function) f(x) and the inverse F-1(x) of the distribution function F(x). [The one exception is the Cauchy distribution for which the mean, variance and higher moments are not defined.]

We will use the height of a person (i.e. a continuous quantity) randomly selected from a population as our variable in the examples below:

Parameters_of_a_probability_distribution_1.jpg

In the next example, we use a discrete quantity, the number of earthquakes next year, to illustrate the difference in equations and definitions:

Parameters_of_a_probability_distribution_2.jpg

See Also