Discrete and Continuous Probability Distributions

Abstract

In earlier chapters we studied characterization of random variables through their probability distributions along with their expectation and moments without referring to a specific distribution. In this chapter we describe several probability distributions that are commonly used for performing reliability, risk, and uncertainty analysis of various engineering systems. As mentioned in earlier chapters, the probability distributions can be classified into discrete and continuous distributions, based on the nature of the random variable of interest. First we will discuss discrete distributions and some continuous distributions derived from discrete distributions.