확률과확률분포의개념

확률(probability)이란?
•무작위적인혹은우연한현상들을가지고, 특정결과(혹은사건)에대한확률은수많은시도끝에결과적으로나타난해당사건의발생건수의비율
확률변수(random variable)
•확률적인사건들의결과에대한수치척도로써특정관심사건을숫자로변환시키는역할
•변환된숫자의특성에따라이산형(descrete)과연속형(continuous)확률변수로구분
확률분포(probability distribution)
•확률변수가갖는모든가능한결과값과이에따른각각의확률들을기술한것
확률밀도[질량]함수(probability density[mass] function)
•특정확률변수의값을입력받아확률로출력하는함수(이산형확률변수⇒ 확률질량함수, 연속형확률변수⇒ 확률밀도함수)
•다양한확률밀도[질량]함수가있으며, 동일한확률밀도[질량]함수라하더라도모수에따라다르게나타남
(누적)분포함수((cumulative) distribution function)
•확률변수의값이커짐에따라그때까지의발생확률(누적확률)로써확률밀도[질량]함수에대한적분이나누적합을이용하여나타냄