Thursday, October 15, 2009

Probability distributions

I have to admit that my mathematics knowledge is really rusted... too bad!
But at least nowadays I do not have to search for information in my old books anymore: we have Google and Wikipedia! Hurraa!

The last thing which gave me troubles were probability distributions. I could still figure out what a discrete probability distribution could be (e.g. the probability of getting a '5' rolling a dice in the discrete interval 1 to 6 is 1/6), but I had no clue of what a continuous distribution is :(
Wikipedia helped again.
Probability of a continuous distribution is for example the probability that a tree leaf is 3,5cm long on a given continuous interval like between 3 and 4 cm.
With discrete distributions, the probability of an impossible event is 0 ( e.g. getting the result 3,5 on a dice), but the weird things with continuous distributions is that the probability can be 0 even if an event is not impossible!
Going back to the 3,5cm long leaf: how many chances do you have of finding such a long leaf? well... it is difficult to find out, because we can't count and add the probabilities.
Formally the value 3,5 has an infinitesimally small probability, which is statistically equivalent to 0. WOW!

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