Search for tag: "cumulative distribution function"

Example: Find Confidence Interval by Inverting CDF of an Estimator

A confidence interval estimator for the shift parameter is found by inverting the CDF of a sufficient statistic for the parameter.

From  Jane Harvill 480 plays 0  

Finding Interval Estimators

In this first lesson on interval estimation, we address three methods in the frequentist domain for finding interval estimators. The first is the inversion of a test statistic, the second is using…

From  Jane Harvill 325 plays 0  

Joint and Marginal Distributions, Continuous Case

The previous lesson concluded with joint and marginal distributions for the discrete case. We now consider the same concepts, but for continuous random vectors. While discrete random vectors and the…

From  Jane Harvill 155 plays 0  

Beta Distribution

The beta distribution is the last continuous distribution we will discuss. Like the gamma distribution, the beta distribution earns its name from being associated with the beta function. The beta…

From  Jane Harvill 47 plays 0  

Normal Distribution

In this lesson, we learn about the most important distribution in statistics - the normal distribution. We investigate the probability density function and cumulative distribution function and the…

From  Jane Harvill 63 plays 0  

Gamma Distribution

The gamma family of distributions is a very special family that has many distributions as a specific case. In this lesson, we begin with the gamma function. We then introduce the gamma…

From  Jane Harvill 258 plays 0  

Uniform Distribution

An overview of the uniform distribution is given, including its probability density function (PDF) and cumulative distribution function (CDF). The mean, variance, and moment generating function are…

From  Jane Harvill 77 plays 0  

Continuous Distributions: A Review

In this lesson, a brief review of the general properties of continuous distributions is provided. The end of the lesson is a comparison of the properties for continuous and discrete distributions.

From  Jane Harvill 61 plays 0  

Poisson Distribution

The Poisson distribution is different from all of the discrete distributions we have considered up until this point. Instead of counting the number of "successes" or counting the number of…

From  Jane Harvill 53 plays 0  

Negative Binomial Distribution

The negative binomial distribution is an extension of the geometric distribution, and so is also related to the Bernoulli distribution. Whereas the geometric distribution results from counting the…

From  Jane Harvill 164 plays 0  

Geometric Distribution

Like the binomial and hypergeometric distributions, the geometric distribution is related to the Bernoulli(p) distribution. Unlike the binomial and hypergeometric distributions, the geometric…

From  Jane Harvill 47 plays 0  

Bernoulli Distribution

The Bernoulli and binomial distributions are used for modeling a dichotomous experiment or a sequence of independent dichotomous experiments, respectively. Alone, both distributions apply to a wide…

From  Jane Harvill 58 plays 0  

Discrete Distributions: A Review

In this lesson, a brief review of the general properties of discrete distributions is provided.

From  Jane Harvill 52 plays 0  

Probability Density Functions

In this lesson, probability density functions are introduced, defined, and discussed. Properties of probability mass functions and probability density functions are presented. Concepts are…

From  Jane Harvill 137 plays 0  

Distribution Functions

This lesson is the first of many that discuss probability functions. We begin the discussion of probability functions with the cumulative distribution function (CDF). The CDF is defined and…

From  Jane Harvill 124 plays 0