Section author: Danielle J. Navarro and David R. Foxcroft

Summary

In this chapter we’ve talked about probability. We’ve talked about what probability means and why statisticians can’t agree on what it means. We talked about the rules that probabilities have to obey. And we introduced the idea of a probability distribution and spent a good chunk of the chapter talking about some of the more important probability distributions that statisticians work with. The section by section breakdown looks like this:

As you’d expect, my coverage is by no means exhaustive. Probability theory is a large branch of mathematics in its own right, entirely separate from its application to statistics and data analysis. As such, there are thousands of books written on the subject and universities generally offer multiple classes devoted entirely to probability theory. Even the “simpler” task of documenting standard probability distributions is a big topic. I’ve described five standard probability distributions in this chapter, but sitting on my bookshelf I have a 47-chapter book called “Statistical Distributions” (Forbes et al., 2010) that lists a lot more than that. Fortunately for you, very little of this is necessary. You’re unlikely to need to know dozens of statistical distributions when you go out and do real world data analysis, and you definitely won’t need them for this book, but it never hurts to know that there’s other possibilities out there.

Picking up on that last point, there’s a sense in which this whole chapter is something of a digression. Many undergraduate psychology classes on statistics skim over this content very quickly (I know mine did), and even the more advanced classes will often “forget” to revisit the basic foundations of the field. Most academic psychologists would not know the difference between probability and density, and until recently very few would have been aware of the difference between Bayesian and frequentist probability. However, I think it’s important to understand these things before moving onto the applications. For example, there are a lot of rules about what you’re “allowed” to say when doing statistical inference and many of these can seem arbitrary and weird. However, they start to make sense if you understand that there is this Bayesian / frequentist distinction. Similarly, in chapter Comparing two means we’re going to talk about something called the t-test, and if you really want to have a grasp of the mechanics of the t-test it really helps to have a sense of what a t-distribution actually looks like. You get the idea, I hope.