Search for tag: "probability density function"

Illustrate Finding the Joint PDF of Sample from Exponential Family

An example to illustrate how to find the joint probability density function of a random sample from a gamma distribution using the result that the gamma family of distributions is an exponential…

From  Jane Harvill 103 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  

Location-Scale Families

We discuss three techniques for constructing families of distributions. The resulting families have ready physical interpretations that make them useful for modeling as well as convenient…

From  Jane Harvill 410 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  

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