Probability Distributions in Physics

Various probability distributions of importance in physics are discussed in this chapter. Both discrete as well as continuous random variables are described. Among the discrete ones, the binomial distribution, the related random walk, and the Poisson distribution are discussed. Among the continuous distributions, the most important, namely, the Gaussian distribution and the central limit theorem, are discussed. Further, the chi-squared distribution and the Student’s t-distribution are treated, and their properties described.