Probability distributions are either continuous probability distributions or discrete probability distributions, depending on whether they define probabilities for continuous or discrete variables.

A continuous distribution describes the probabilities of the possible values of a continuous random variable. A continuous random variable is a random variable with a set of possible values (known as the range) that is infinite and uncountable.

Probabilities of continuous random variables (X) are defined as the area under the curve of its PDF. Thus, only ranges of values can have a nonzero probability. The probability that a continuous random variable equals some value is always zero.

The continuous normal distribution can describe the distribution of weight of adult males. For example, you can calculate the probability that a man weighs between 160 and 170 pounds.

However, the probability that X is exactly equal to some value is always zero because the area under the curve at a single point, which has no width, is zero. For example, the probability that a man weighs exactly 190 pounds to infinite precision is zero. You could calculate a nonzero probability that a man weighs more than 190 pounds, or less than 190 pounds, or between 189.9 and 190.1 pounds, but the probability that he weighs exactly 190 pounds is zero.

A discrete distribution describes the probability of occurrence of each value of a discrete random variable. A discrete random variable is a random variable that has countable values, such as a list of non-negative integers.

With a discrete probability distribution, each possible value of the discrete random variable can be associated with a non-zero probability. Thus, a discrete probability distribution is often presented in tabular form.

With a discrete distribution, unlike with a continuous distribution, you can calculate the probability that X is exactly equal to some value. For example, you can use the discrete Poisson distribution to describe the number of customer complaints within a day. Suppose the average number of complaints per day is 10 and you want to know the probability of receiving 5, 10, and 15 customer complaints in a day.

x | P (X = x) |
---|---|

5 | 0.037833 |

10 | 0.125110 |

15 | 0.034718 |

You can also view a discrete distribution on a distribution plot to see the probabilities between ranges.