Probability Distributions

A probability distribution describes the values and probabilities that a random event can take place (discrete or continuous). Mostly I deal with continuous ones, such as the normal (thanks, Wikipedia!); but discrete ones are also very important, such as the Poisson.

Normal:
$f(x; \mu,\sigma^2) = \frac{1}{\sigma ({2\pi})^\frac{1}{2}} \, e^{ -\frac{(x- \mu)^2}{2\sigma^2}}$

Poisson:
$f(k; \lambda)=\frac{\lambda^k e^{-\lambda}}{k!},\,\!$