Interactive statistics

56 free interactive lessons: from mean and median to A/B tests and Bayes. Drag the charts and build intuition. No sign-up.

Module 3: Distributions

Discrete distributions: Bernoulli, binomial, Poisson

The normal distribution describes measured quantities — height, weight, time. But a huge share of an analyst's data is COUNTS: clicked or not, how many purchases, how many errors per hour. Count data has its own distributions. Let's cover the main three — and where each shows up. Press "pour": a real sample's histogram settles onto the theoretical PMF.

PMF — probability mass: bar height = the probability of exactly that value. Bars sum to 1.

value →
▏ theory (PMF)▮ sample (histogram)Mean ≈ 0.50 · values drawn: 0

One trial with two outcomes, "success/failure": bought / did not, heads / tails, clicked / not. The single parameter p is the success probability (bar heights p and 1−p). The brick from which the binomial and A/B conversion shares are built. Press "pour" — the real sample\'s histogram approaches the theoretical PMF.

The list at the top of the widget offers three discrete distributions. Start with the simplest yes/no experiment: clicked / did not, bought / did not, heads / tails. That is the Bernoulli distribution (selected by default): just two bars whose heights are p and 1−p. Drag p — the weight flows between "yes" and "no". This is the brick almost everything else is built from.

What it means

For an analyst this is not an abstraction but a daily tool. Conversion (bought / did not) is Bernoulli per user and binomial per group; that is why confidence intervals for A/B conversion are computed under the binomial model.

Poisson describes load and streams: how many requests per second, how many support tickets per day, how many defects per batch. Knowing λ you can estimate the chance of overload and plan capacity.

Where it shows up

Insurers and call centers plan resources with Poisson: the average number of events is known, and the distribution prices the "peak days".

Quality control counts defects per batch (Poisson/binomial) and decides when to sound the alarm. And any "share"-type metric is binomial at heart.

Definitions
BernoulliP(1)=p, P(0)=1−p
one experiment with two outcomes. The parameter is the success probability p.
BinomialP(k)=C(n,k)·pᵏ(1−p)ⁿ⁻ᵏ
the number of successes in n independent Bernoulli trials. Mean n·p.
PoissonP(k)=λᵏe⁻λ / k!
the number of rare events per interval. Mean = variance = λ.
PMF
probability mass function (for discrete data): bar height = probability of exactly that integer value. All bars sum to 1.
CDF
the distribution function (cumulative probability): the value at x = the probability of a result ≤ x. Climbs from 0 to 1.
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