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Module 2
5 min read

Common Distributions

Learn the 3 most important probability distributions

What is a Distribution?

A distribution shows how data is spread out — which values are common, which are rare.


1. Normal Distribution (Bell Curve)

The most important one! Most real-world data follows this.

Shape: Symmetric bell — most values near the middle, fewer at extremes

Examples: Heights, test scores, blood pressure, errors

Key Rule (68-95-99.7):

Range% of Data
Within 1 SD of mean68%
Within 2 SD of mean95%
Within 3 SD of mean99.7%
3 rows

Example: If mean = 100, SD = 15

  • 68% of people score between 85-115
  • 95% score between 70-130

Excel: =NORM.DIST(x, mean, sd, TRUE)


2. Binomial Distribution

Use when: Counting successes in repeated Yes/No trials

Examples:

  • Heads in 10 coin flips
  • Defective items in 100 products
  • Customers who click an ad

You need:

  • n = number of trials
  • p = probability of success each time

Example: Flip coin 10 times, count heads

  • n = 10, p = 0.5
  • Expected heads = 10 × 0.5 = 5

Excel: =BINOM.DIST(k, n, p, FALSE)


3. Poisson Distribution

Use when: Counting rare events in a fixed time/space

Examples:

  • Emails per hour
  • Website crashes per month
  • Typos per page

You need:

  • λ (lambda) = average rate

Example: Average 3 emails/hour

  • λ = 3
  • Can calculate P(0 emails), P(5 emails), etc.

Excel: =POISSON.DIST(k, lambda, FALSE)


Which One to Use?

DistributionData TypeExample
NormalContinuous measurementsHeight, weight, scores
BinomialCount of successes (fixed trials)Heads in 10 flips
PoissonCount of rare eventsCalls per hour
3 rows

Z-Score: Comparing Apples to Oranges

Problem: How do you compare scores from different scales?

Solution: Convert to Z-score

Z = (Value - Mean) / SD

Example:

  • Your exam: 80 (class mean=70, SD=10) → Z = 1.0
  • Friend's exam: 150 (class mean=120, SD=20) → Z = 1.5

Friend did relatively better (higher Z)!


Quick Practice

Normal: Mean=100, SD=15

  • What % between 85-115? → 68% (1 SD)
  • What % above 130? → 2.5% (beyond 2 SD)

Binomial: 10 flips, P(heads)=0.5

  • Expected heads? → 5

Tip: Normal distribution is the foundation of most statistical tests!