An overview of common discrete and continuous distributions found in probability and statistics, from Mark Maxwell’s textbook, Probability & Statistics with Applications, Second Edition. Common Discrete Distributions# --- Discrete Uniform# A random variable $X$ is said to have a discrete uniform distribution if its probability function is: $$Pr(X=x)=\frac{1}{n}$$ for $x=1,2,\dots,n$. Main Properties# Expected Value: $$E[X ]=\frac{n+1}{2}$$ Variance: $$Var[X ]= \frac{n^2-1}{12}$$ Additional ...
