Common probability distribution in simulation:
Density Function |
Graph |
Bernoulli distribution:
Generalized random experiment of two outcomes |
|
Binomial distribution: Number of successes in n experiments (number of defective items in a batch) |
|
Poisson distribution:
Stochastic arrival processes; λ: average number of arrivals per time unit |
|
Geometric distribution: P (x) = p (1-p)x Number of failures before a success in a series of independent Bernoulli trials
|
|