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Package smile.stat.distribution

Probability distributions.

See: Description

Package smile.stat.distribution Description

Probability distributions. In probability theory, a probability mass, probability density, or probability distribution is a function that describes the probability of a random variable taking certain values.

In the discrete case, one can easily assign a probability to each possible value. In contrast, when a random variable takes values from a continuum, probabilities are nonzero only if they refer to finite intervals.

If total order is defined for the random variable, the cumulative distribution function gives the probability that the random variable is not larger than a given value; it is the integral of the non-cumulative distribution.

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