# Introduction

Each random variables can have a different probability distribution. Such distribution has a very dominant effect on the behavior of a stochastic process as described in previous articles Stochastic – Poisson Process and Stochastic – Random Walk.

Some commonly used distribution are recorded here.

# Distributions

## Gaussian Distribution

## Poisson Distribution

## Bernoulli

## Geometric

## Exponential

## Gamma

## Rayleigh

Properties: If two Gaussian variable *X *and *Y* are independent, then has Rayleigh distribution of the same variance as *X* and *Y.*

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