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Univariate distribution

From Wikipedia, the free encyclopedia

Instatistics,aunivariate distributionis aprobability distributionof only onerandom variable.This is in contrast to amultivariate distribution,theprobability distributionof arandom vector(consisting of multiple random variables).

Examples[edit]

Continuous uniform distribution

One of the simplest examples of adiscrete univariate distributionis thediscrete uniform distribution,where all elements of a finite set are equally likely. It is the probability model for the outcomes of tossing a fair coin, rolling a fair die, etc. The univariatecontinuous uniform distributionon an interval [a,b] has the property that all sub-intervals of the same length are equally likely.

Binomial distribution with normal approximation forn= 6 andp= 0.5

Other examples of discrete univariate distributions include thebinomial,geometric,negative binomial,andPoisson distributions.[1]At least 750 univariate discrete distributions have been reported in the literature.[2]

Examples of commonly appliedcontinuous univariate distributions[3]include thenormal distribution,Student's t distribution,chisquare distribution,F distribution,exponentialandgammadistributions.

See also[edit]

References[edit]

  1. ^Johnson, N.L., Kemp, A.W., and Kotz, S. (2005) Discrete Univariate Distributions, 3rd Edition, Wiley,ISBN978-0-471-27246-5.
  2. ^Wimmer G, Altmann G (1999) Thesaurus of univariate discrete probability distributions. STAMM Verlag GmbH Essen, 1st ed XXVIIISBN3-87773-025-6
  3. ^Johnson N.L., Kotz S, Balakrishnan N. (1994) Continuous Univariate Distributions Vol 1. Wiley Series in Probability and Statistics.

Further reading[edit]