Review & Cheat Sheet

[!IMPORTANT] Key Goal: Ensure you can distinguish between Discrete and Continuous distributions and know when to apply Gaussian, Beta, or Gamma.

1. Key Takeaways

  • Discrete vs Continuous:
  • Discrete (PMF): Sums to 1. Used for countable outcomes (Coin flips, Emails).
  • Continuous (PDF): Integrates to 1. Area under curve = Probability. Used for measurable outcomes (Height, Time).
  • The Gaussian King:
  • Symmetric, Bell-shaped. Defined by Mean (μ) and Std Dev (σ).
  • 68-95-99.7 Rule describes the spread.
  • Z-score: Standardizes any normal distribution to N(0, 1).
  • The Flexible Friends:
  • Beta: Bounded [0, 1]. Models probabilities/proportions. “Conjugate Prior” for Binomial.
  • Gamma: Bounded [0, ∞). Models waiting times for k events.

2. Interactive Flashcards

Test your knowledge! Click a card to flip it.

PMF vs PDF

Click to flip

PMF is for Discrete (P(X=x)). PDF is for Continuous (Area under curve).

What is a Z-Score?

Click to flip

It measures how many standard deviations a data point is from the mean. Z = (x - μ) / σ

Beta Distribution Use Case?

Click to flip

Modeling probabilities or proportions (bounded [0, 1]). E.g., CTR, Conversion Rate, Bayesian Priors.

Gamma vs Exponential?

Click to flip

Exponential is waiting time for 1 event. Gamma is waiting time for k events.

Why use Log-Probabilities?

Click to flip

To avoid underflow (tiny numbers becoming 0) and overflow (factorials) when calculating with many probabilities.

3. Cheat Sheet

Distribution Type Range Parameters Interpretation
Bernoulli Discrete {0, 1} p Single trial (Success/Fail)
Binomial Discrete {0..n} n, p Count successes in n trials
Poisson Discrete {0..∞} λ Count events in fixed interval
Gaussian Continuous (-∞, ∞) μ, σ Natural variation, Sum of errors (CLT)
Beta Continuous [0, 1] α, β Probability of a probability
Gamma Continuous [0, ∞) k, θ Waiting time for k events

4. Next Steps

Now that you understand the fundamental distributions, you’re ready to explore how they interact in higher dimensions.

Probability Glossary