Probability distributions are a fundamental concept in statistics. They are used both on a theoretical level and a practical level. Some aspect of probability distributions for random variable X are:
To calculate confidence intervals for parameters and to calculate critical regions for hypothesis tests.
For univariate data, it is often useful to determine a reasonable distributional model for the data.
Statistical intervals and hypothesis tests are often based on specific distributional assumptions. Before computing an interval or test based on a distributional assumption, we need to verify that the assumption is justified for the given data set. In this case, the ...