Important Probability Distributions Introduction Introduction .A probability space (S,B,P)completely characterizes a random experiment. It is usually assumed that there exists a unique true but unknown probability distribution for the random exper- iment of interest. One often considers a class of probability distributions, say PMF/PDF f(x,0),indexed by parameter 0,where the functional form f(,)is known Important Probability Distributions Introduction to Statistics and Econometrics June25,2019 3/135Important Probability Distributions Important Probability Distributions Introduction to Statistics and Econometrics June 25, 2019 3/135 Introduction Introduction