What exactly is a general probability distribution?

In summary, a general probability distribution refers to a function that is applicable to all probability distributions and follows certain criteria, including being increasing and having limits of 0 and 1. It is commonly used in statistics and related fields, but a clear definition may be difficult to find.
  • #1
Zacarias Nason
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I'm watching a Stat. Mech. lecture and in it, the lecturer mentions a "general probability distribution" but doesn't explain what exactly that is, yet in the context of the video, everything necessary to understand is understood.

On some cursory google searches I'm finding several hits for a "general probability distribution" in papers and abstracts, but I am struggling to find a good definition. What is a good way to define this? Obviously the word "general" wasn't just thrown in there to confuse people, what does this mean? Does "for a general probability distribution" literally just mean that any of the related work/concepts is applicable to all probability distributions?
 
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  • #2
Zacarias Nason said:
Does "for a general probability distribution" literally just mean that any of the related work/concepts is applicable to all probability distributions?

That's the way I would interpret it. Perhaps the author should have said for a "given" probability function.
 
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  • #3
I would take it to mean, in one dimension, a function F(x), such that F is increasing, the limit, as x goes to negative infinity, is 0, and the limit, as x goes to infinity, is 1.
 
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Related to What exactly is a general probability distribution?

1. What is a probability distribution?

A probability distribution is a mathematical function that describes the likelihood of a random variable taking on a certain value or set of values. It shows the possible outcomes of an event and the probability of each outcome occurring.

2. What is a general probability distribution?

A general probability distribution is a type of probability distribution that can be applied to any random variable, regardless of its specific characteristics. It is a broad representation of all possible outcomes and their associated probabilities.

3. How is a general probability distribution different from a specific probability distribution?

A general probability distribution is a broad representation of all possible outcomes and their associated probabilities, while a specific probability distribution is tailored to a specific type of random variable, such as a normal distribution or a binomial distribution.

4. What are some examples of general probability distributions?

Some examples of general probability distributions include the uniform distribution, the exponential distribution, and the Poisson distribution. These distributions can be applied to a wide range of random variables and situations.

5. Why is understanding general probability distributions important?

Understanding general probability distributions is important in a variety of fields, including statistics, economics, and engineering. It allows us to make predictions and analyze data, and it provides a framework for understanding the likelihood of different outcomes in a given situation.

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