What is a probability distribution plot?

A probability distribution plot is a graph that you can use to view and compare the shapes of distribution curves and to view areas under distribution curves corresponding to either probabilities or data values. This graph plots probability density functions (PDF) which describe the likelihood of each data value. Usually, you specify the distribution and parameter values. You can also specify a region of interest to shade under the curve.

Probability distribution plots can help you do the following:
Visualize distribution shapes
Determine how changing a parameter value affects the curve
Compare two different distributions

In this example, a normal distribution approximates a Poisson distribution.

View the probabilities associated with specific areas under the curve

In this example, the shaded area represents 11.1% of the population.

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