Probability Distributions

    Select the distribution that best represents the uncertainty in your input data.

    Quick Selection Guide

    Uncertain about shape? → Uniform or Triangular

    Symmetric around a mean? → Normal

    Positive only, right-skewed? → Log-Normal, Gamma, or Weibull

    Binary outcome? → Bernoulli

    Counting events? → Poisson

    Modeling a probability? → Beta

    Time until failure? → Exponential or Weibull

    Normal (Gaussian)

    mean
    std

    The classic bell curve, centered on the mean. Use when values cluster symmetrically around a central tendency.

    Common Applications

    Measurement errors, human heights, test scores, short-term stock returns

    Probability Density

    f(x) = (1/σ√2π) × e^(-(x-μ)²/2σ²)

    Uniform

    min
    max

    Equal probability across all values in a range. Use when you know only the bounds, not the shape.

    Common Applications

    Random number generation, arrival times within intervals, equally likely outcomes

    Probability Density

    f(x) = 1/(max - min) for min ≤ x ≤ max

    Triangular

    min
    mode
    max

    A three-point estimate: minimum, most likely, and maximum. Ideal for expert elicitation when data is limited.

    Common Applications

    Project duration estimates, cost forecasting, subjective expert judgments

    Probability Density

    Peaks at mode, linear slopes to min and max

    Log-Normal

    mean
    std

    Always positive, right-skewed. The natural logarithm of values follows a normal distribution.

    Common Applications

    Asset prices, income distributions, file sizes, multiplicative processes

    Probability Density

    f(x) = (1/xσ√2π) × e^(-(ln(x)-μ)²/2σ²)

    Exponential

    rate (λ)

    Models waiting times between independent events. Has the memoryless property—future wait time is independent of elapsed time.

    Common Applications

    Time between arrivals, equipment failure intervals, radioactive decay

    Probability Density

    f(x) = λe^(-λx) for x ≥ 0

    Bernoulli

    probability (p)

    A single binary trial: success (1) with probability p, failure (0) with probability 1−p.

    Common Applications

    Yes/no decisions, pass/fail outcomes, event occurrence flags

    Probability Density

    P(X=1) = p, P(X=0) = 1-p

    Poisson

    lambda (λ)

    Counts discrete events occurring independently at a constant average rate within a fixed interval.

    Common Applications

    Customer arrivals per hour, defects per unit, website hits per minute

    Probability Density

    P(X=k) = (λ^k × e^(-λ)) / k!

    Beta

    alpha (α)
    beta (β)

    Flexible distribution bounded between 0 and 1. Shape adapts based on α and β parameters.

    Common Applications

    Probabilities, conversion rates, proportions, Bayesian priors

    Probability Density

    f(x) = x^(α-1)(1-x)^(β-1) / B(α,β)

    Gamma

    shape (k)
    scale (θ)

    Positive-valued, right-skewed. Represents the sum of k independent exponential random variables.

    Common Applications

    Wait times, rainfall amounts, insurance claims, aggregate demand

    Probability Density

    f(x) = x^(k-1) × e^(-x/θ) / (θ^k × Γ(k))

    Weibull

    shape (k)
    scale (λ)

    Versatile for reliability modeling. Shape parameter controls whether failure rate increases, decreases, or remains constant over time.

    Common Applications

    Equipment lifetime, material strength, wind speeds, survival analysis

    Probability Density

    f(x) = (k/λ)(x/λ)^(k-1) × e^(-(x/λ)^k)

    Student's t

    degrees of freedom (df)

    Similar to normal but with heavier tails, allowing more probability mass at extreme values. Approaches normal as df increases.

    Common Applications

    Small sample inference, financial returns with fat tails, robust estimation

    Probability Density

    Heavier tails than normal; converges to normal as df → ∞