Common Discrete Distributions
Five families. Five stories. Each encodes a different way that counting experiments generate data.
Each Distribution Tells a Story
Recognize the story behind your data and you immediately know the model, the mean, the variance, and how to compute any probability.
Geometric → Negative Binomial
Bernoulli: One Trial
X = 1 (success) with probability p, X = 0 (failure) with probability 1 − p.
Binomial: Count of Successes
Repeat a Bernoulli trial n times. Count total successes. The most important discrete distribution in statistics.
Binomial: Mean & Variance
E[purchases] = 60, σ ≈ 6.5
Poisson: Rare Events
Phone calls per hour. Accidents per month. Mutations per genome. One parameter λ controls everything.
- Events occur independently
- Constant rate λ over the interval
- No simultaneous events
Poisson: Mean = Variance
Geometric: First Success
X = number of trials until the first success. The unique memoryless discrete distribution.
Negative Binomial: r-th Success
X = trials until the r-th success. Sum of r independent Geometric(p) variables.
Choosing the Right Distribution
- Single binary trial → Bernoulli
- Fixed n, count successes → Binomial
- Rare events in interval → Poisson
- Trials to 1st success → Geometric
- Trials to r-th success → Neg. Binomial
Mean vs. Variance
- Mean ≈ Variance ⇒ Poisson
- Variance ≫ Mean ⇒ Negative Binomial
- Fixed n, count ⇒ Binomial
- Waiting time ⇒ Geometric / Neg. Binomial
What you learned
Bernoulli, Binomial, Poisson, Geometric, Negative Binomial — five distributions, five stories. Each tells you how counting experiments work.