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This HTML version of "Think Stats 2e" is provided for convenience, but it is not the best format for the book. In particular, some of the math symbols are not rendered correctly.

You might prefer to read the PDF version, or you can buy a hard copy from Amazon.

Chapter 5  Modeling distributions

The distributions we have used so far are called empirical distributions because they are based on empirical observations, which are necessarily finite samples.

The alternative is an analytic distribution, which is characterized by a CDF that is a mathematical function. Analytic distributions can be used to model empirical distributions. In this context, a model is a simplification that leaves out unneeded details. This chapter presents common analytic distributions and uses them to model data from a variety of sources.

The code for this chapter is in For information about downloading and working with this code, see Section 0.2.

5.1  The exponential distribution

Figure 5.1: CDFs of exponential distributions with various parameters.

I’ll start with the exponential distribution because it is relatively simple. The CDF of the exponential distribution is

CDF(x) = 1 − e−λ x 

The parameter, λ, determines the shape of the distribution. Figure 5.1 shows what this CDF looks like with λ = 0.5, 1, and 2.

In the real world, exponential distributions come up when we look at a series of events and measure the times between events, called interarrival times. If the events are equally likely to occur at any time, the distribution of interarrival times tends to look like an exponential distribution.

As an example, we will look at the interarrival time of births. On December 18, 1997, 44 babies were born in a hospital in Brisbane, Australia.1 The time of birth for all 44 babies was reported in the local paper; the complete dataset is in a file called babyboom.dat, in the ThinkStats2 repository.

    df = ReadBabyBoom()
    diffs = df.minutes.diff()
    cdf = thinkstats2.Cdf(diffs, label='actual')

    thinkplot.Show(xlabel='minutes', ylabel='CDF')

ReadBabyBoom reads the data file and returns a DataFrame with columns time, sex, weight_g, and minutes, where minutes is time of birth converted to minutes since midnight.

Figure 5.2: CDF of interarrival times (left) and CCDF on a log-y scale (right).

diffs is the difference between consecutive birth times, and cdf is the distribution of these interarrival times. Figure 5.2 (left) shows the CDF. It seems to have the general shape of an exponential distribution, but how can we tell?

One way is to plot the complementary CDF, which is 1 − CDF(x), on a log-y scale. For data from an exponential distribution, the result is a straight line. Let’s see why that works.

If you plot the complementary CDF (CCDF) of a dataset that you think is exponential, you expect to see a function like:

y ≈ e−λ x 

Taking the log of both sides yields:

logy ≈ −λ x

So on a log-y scale the CCDF is a straight line with slope −λ. Here’s how we can generate a plot like that:

    thinkplot.Cdf(cdf, complement=True)

With the argument complement=True, thinkplot.Cdf computes the complementary CDF before plotting. And with yscale='log', thinkplot.Show sets the y axis to a logarithmic scale.

Figure 5.2 (right) shows the result. It is not exactly straight, which indicates that the exponential distribution is not a perfect model for this data. Most likely the underlying assumption—that a birth is equally likely at any time of day—is not exactly true. Nevertheless, it might be reasonable to model this dataset with an exponential distribution. With that simplification, we can summarize the distribution with a single parameter.

The parameter, λ, can be interpreted as a rate; that is, the number of events that occur, on average, in a unit of time. In this example, 44 babies are born in 24 hours, so the rate is λ = 0.0306 births per minute. The mean of an exponential distribution is 1/λ, so the mean time between births is 32.7 minutes.

5.2  The normal distribution

The normal distribution, also called Gaussian, is commonly used because it describes many phenomena, at least approximately. It turns out that there is a good reason for its ubiquity, which we will get to in Section 14.4.

Figure 5.3: CDF of normal distributions with a range of parameters.

The normal distribution is characterized by two parameters: the mean, µ, and standard deviation σ. The normal distribution with µ=0 and σ=1 is called the standard normal distribution. Its CDF is defined by an integral that does not have a closed form solution, but there are algorithms that evaluate it efficiently. One of them is provided by SciPy: scipy.stats.norm is an object that represents a normal distribution; it provides a method, cdf, that evaluates the standard normal CDF:

>>> import scipy.stats
>>> scipy.stats.norm.cdf(0)

This result is correct: the median of the standard normal distribution is 0 (the same as the mean), and half of the values fall below the median, so CDF(0) is 0.5.

norm.cdf takes optional parameters: loc, which specifies the mean, and scale, which specifies the standard deviation.

thinkstats2 makes this function a little easier to use by providing EvalNormalCdf, which takes parameters mu and sigma and evaluates the CDF at x:

def EvalNormalCdf(x, mu=0, sigma=1):
    return scipy.stats.norm.cdf(x, loc=mu, scale=sigma)

Figure 5.3 shows CDFs for normal distributions with a range of parameters. The sigmoid shape of these curves is a recognizable characteristic of a normal distribution.

In the previous chapter we looked at the distribution of birth weights in the NSFG. Figure 5.4 shows the empirical CDF of weights for all live births and the CDF of a normal distribution with the same mean and variance.

Figure 5.4: CDF of birth weights with a normal model.

The normal distribution is a good model for this dataset, so if we summarize the distribution with the parameters µ = 7.28 and σ = 1.24, the resulting error (difference between the model and the data) is small.

Below the 10th percentile there is a discrepancy between the data and the model; there are more light babies than we would expect in a normal distribution. If we are specifically interested in preterm babies, it would be important to get this part of the distribution right, so it might not be appropriate to use the normal model.

5.3  Normal probability plot

For the exponential distribution, and a few others, there are simple transformations we can use to test whether an analytic distribution is a good model for a dataset.

For the normal distribution there is no such transformation, but there is an alternative called a normal probability plot. There are two ways to generate a normal probability plot: the hard way and the easy way. If you are interested in the hard way, you can read about it at Here’s the easy way:

  1. Sort the values in the sample.
  2. From a standard normal distribution (µ=0 and σ=1), generate a random sample with the same size as the sample, and sort it.
  3. Plot the sorted values from the sample versus the random values.

If the distribution of the sample is approximately normal, the result is a straight line with intercept mu and slope sigma. thinkstats2 provides NormalProbability, which takes a sample and returns two NumPy arrays:

xs, ys = thinkstats2.NormalProbability(sample)

Figure 5.5: Normal probability plot for random samples from normal distributions.

ys contains the sorted values from sample; xs contains the random values from the standard normal distribution.

To test NormalProbability I generated some fake samples that were actually drawn from normal distributions with various parameters. Figure 5.5 shows the results. The lines are approximately straight, with values in the tails deviating more than values near the mean.

Now let’s try it with real data. Here’s code to generate a normal probability plot for the birth weight data from the previous section. It plots a gray line that represents the model and a blue line that represents the data.

def MakeNormalPlot(weights):
    mean = weights.mean()
    std = weights.std()

    xs = [-4, 4]
    fxs, fys = thinkstats2.FitLine(xs, inter=mean, slope=std)
    thinkplot.Plot(fxs, fys, color='gray', label='model')

    xs, ys = thinkstats2.NormalProbability(weights)
    thinkplot.Plot(xs, ys, label='birth weights')

weights is a pandas Series of birth weights; mean and std are the mean and standard deviation.

FitLine takes a sequence of xs, an intercept, and a slope; it returns fxs and fys that represent a line with the given parameters, evaluated at the values in xs.

NormalProbability returns xs and ys that contain values from the standard normal distribution and values from weights. If the distribution of weights is normal, the data should match the model.

Figure 5.6: Normal probability plot of birth weights.

Figure 5.6 shows the results for all live births, and also for full term births (pregnancy length greater than 36 weeks). Both curves match the model near the mean and deviate in the tails. The heaviest babies are heavier than what the model expects, and the lightest babies are lighter.

When we select only full term births, we remove some of the lightest weights, which reduces the discrepancy in the lower tail of the distribution.

This plot suggests that the normal model describes the distribution well within a few standard deviations from the mean, but not in the tails. Whether it is good enough for practical purposes depends on the purposes.

5.4  The lognormal distribution

If the logarithms of a set of values have a normal distribution, the values have a lognormal distribution. The CDF of the lognormal distribution is the same as the CDF of the normal distribution, with logx substituted for x.

CDFlognormal(x) = CDFnormal(logx)

The parameters of the lognormal distribution are usually denoted µ and σ. But remember that these parameters are not the mean and standard deviation; the mean of a lognormal distribution is exp(µ +σ2/2) and the standard deviation is ugly (see

Figure 5.7: CDF of adult weights (left); CDF of logarithms adult weights (right).

If a sample is approximately lognormal and you plot the CDF of its logarithms, the result will have the characteristic shape of a normal distribution. To test how well the sample fits a lognormal model, you can make a normal probability plot using the log of the values in the sample.

As an example, let’s look at the distribution of adult weights, which is approximately lognormal.2

The National Center for Chronic Disease Prevention and Health Promotion conducts an annual survey as part of the Behavioral Risk Factor Surveillance System (BRFSS).3 In 2008, they interviewed 414,509 respondents and asked about their demographics, health, and health risks. Among the data they collected are the weights in kilograms of 398,484 respondents.

The repository for this book contains CDBRFS08.ASC.gz, a fixed-width ASCII file that contains data from the BRFSS, and, which reads the file and analyzes the data.

Figure 5.8: Normal probability plots for adult weight on a linear scale (left) and log scale (right).

Figure 5.7 (left) shows the distribution of adult weights on a linear scale with a normal model. Figure 5.7 (right) shows the same distribution on a log scale with a lognormal model. The lognormal model is a better fit, but this representation of the data does not make the difference particularly dramatic.

Figure 5.8 shows normal probability plots for adult weights, w, and for their logarithms, log10 w. Now it is apparent that the data deviate substantially from the normal model. On the other hand, the lognormal model is a good match for the data.

5.5  The Pareto distribution

The Pareto distribution is named after the economist Vilfredo Pareto, who used it to describe the distribution of wealth (see Since then, it has been used to describe phenomena in the natural and social sciences including sizes of cities and towns, sand particles and meteorites, forest fires and earthquakes.

The CDF of the Pareto distribution is:

CDF(x) = 1 − 




The parameters xm and α determine the location and shape of the distribution. xm is the minimum possible value. Figure 5.9 shows CDFs of Pareto distributions with xm = 0.5 and different values of α.

Figure 5.9: CDFs of Pareto distributions with different parameters.

There is a simple visual test that indicates whether an empirical distribution fits a Pareto distribution: on a log-log scale, the CCDF looks like a straight line. Let’s see why that works.

If you plot the CCDF of a sample from a Pareto distribution on a linear scale, you expect to see a function like:

y ≈ 




Taking the log of both sides yields:

logy ≈ −α (logx − logxm)

So if you plot logy versus logx, it should look like a straight line with slope −α and intercept α logxm.

As an example, let’s look at the sizes of cities and towns. The U.S. Census Bureau publishes the population of every incorporated city and town in the United States.

Figure 5.10: CCDFs of city and town populations, on a log-log scale.

I downloaded their data from; it is in the repository for this book in a file named PEP_2012_PEPANNRES_with_ann.csv. The repository also contains, which reads the file and plots the distribution of populations.

Figure 5.10 shows the CCDF of populations on a log-log scale. The largest 1% of cities and towns, below 10−2, fall along a straight line. So we could conclude, as some researchers have, that the tail of this distribution fits a Pareto model.

On the other hand, a lognormal distribution also models the data well. Figure 5.11 shows the CDF of populations and a lognormal model (left), and a normal probability plot (right). Both plots show good agreement between the data and the model.

Neither model is perfect. The Pareto model only applies to the largest 1% of cities, but it is a better fit for that part of the distribution. The lognormal model is a better fit for the other 99%. Which model is appropriate depends on which part of the distribution is relevant.

Figure 5.11: CDF of city and town populations on a log-x scale (left), and normal probability plot of log-transformed populations (right).

5.6  Generating random numbers

Analytic CDFs can be used to generate random numbers with a given distribution function, p = CDF(x). If there is an efficient way to compute the inverse CDF, we can generate random values with the appropriate distribution by choosing p from a uniform distribution between 0 and 1, then choosing x = ICDF(p).

For example, the CDF of the exponential distribution is

p = 1 − e−λ x 

Solving for x yields:

x = −log(1 − p) / λ 

So in Python we can write

def expovariate(lam):
    p = random.random()
    x = -math.log(1-p) / lam
    return x

expovariate takes lam and returns a random value chosen from the exponential distribution with parameter lam.

Two notes about this implementation: I called the parameter lam because lambda is a Python keyword. Also, since log0 is undefined, we have to be a little careful. The implementation of random.random can return 0 but not 1, so 1 − p can be 1 but not 0, so log(1-p) is always defined.

5.7  Why model?

At the beginning of this chapter, I said that many real world phenomena can be modeled with analytic distributions. “So,” you might ask, “what?”

Like all models, analytic distributions are abstractions, which means they leave out details that are considered irrelevant. For example, an observed distribution might have measurement errors or quirks that are specific to the sample; analytic models smooth out these idiosyncrasies.

Analytic models are also a form of data compression. When a model fits a dataset well, a small set of parameters can summarize a large amount of data.

It is sometimes surprising when data from a natural phenomenon fit an analytic distribution, but these observations can provide insight into physical systems. Sometimes we can explain why an observed distribution has a particular form. For example, Pareto distributions are often the result of generative processes with positive feedback (so-called preferential attachment processes: see

Also, analytic distributions lend themselves to mathematical analysis, as we will see in Chapter 14.

But it is important to remember that all models are imperfect. Data from the real world never fit an analytic distribution perfectly. People sometimes talk as if data are generated by models; for example, they might say that the distribution of human heights is normal, or the distribution of income is lognormal. Taken literally, these claims cannot be true; there are always differences between the real world and mathematical models.

Models are useful if they capture the relevant aspects of the real world and leave out unneeded details. But what is “relevant” or “unneeded” depends on what you are planning to use the model for.

5.8  Exercises

For the following exercises, you can start with chap05ex.ipynb. My solution is in chap05soln.ipynb.

Exercise 1   In the BRFSS (see Section 5.4), the distribution of heights is roughly normal with parameters µ = 178 cm and σ = 7.7 cm for men, and µ = 163 cm and σ = 7.3 cm for women.

In order to join Blue Man Group, you have to be male between 5’10” and 6’1” (see What percentage of the U.S. male population is in this range? Hint: use scipy.stats.norm.cdf.

Exercise 2   To get a feel for the Pareto distribution, let’s see how different the world would be if the distribution of human height were Pareto. With the parameters xm = 1 m and α = 1.7, we get a distribution with a reasonable minimum, 1 m, and median, 1.5 m.

Plot this distribution. What is the mean human height in Pareto world? What fraction of the population is shorter than the mean? If there are 7 billion people in Pareto world, how many do we expect to be taller than 1 km? How tall do we expect the tallest person to be?

Exercise 3  

The Weibull distribution is a generalization of the exponential distribution that comes up in failure analysis (see Its CDF is

CDF(x) = 1 − e−(x / λ)k 

Can you find a transformation that makes a Weibull distribution look like a straight line? What do the slope and intercept of the line indicate?

Use random.weibullvariate to generate a sample from a Weibull distribution and use it to test your transformation.

Exercise 4   For small values of n, we don’t expect an empirical distribution to fit an analytic distribution exactly. One way to evaluate the quality of fit is to generate a sample from an analytic distribution and see how well it matches the data.

For example, in Section 5.1 we plotted the distribution of time between births and saw that it is approximately exponential. But the distribution is based on only 44 data points. To see whether the data might have come from an exponential distribution, generate 44 values from an exponential distribution with the same mean as the data, about 33 minutes between births.

Plot the distribution of the random values and compare it to the actual distribution. You can use random.expovariate to generate the values.

Exercise 5   In the repository for this book, you’ll find a set of data files called mystery0.dat, mystery1.dat, and so on. Each contains a sequence of random numbers generated from an analytic distribution.

You will also find, a script that reads data from a file and plots the CDF under a variety of transforms. You can run it like this:

$ python mystery0.dat

Based on these plots, you should be able to infer what kind of distribution generated each file. If you are stumped, you can look in, which contains the code that generated the files.

Exercise 6  

The distributions of wealth and income are sometimes modeled using lognormal and Pareto distributions. To see which is better, let’s look at some data.

The Current Population Survey (CPS) is a joint effort of the Bureau of Labor Statistics and the Census Bureau to study income and related variables. Data collected in 2013 is available from I downloaded hinc06.xls, which is an Excel spreadsheet with information about household income, and converted it to hinc06.csv, a CSV file you will find in the repository for this book. You will also find, which reads this file.

Extract the distribution of incomes from this dataset. Are any of the analytic distributions in this chapter a good model of the data? A solution to this exercise is in

5.9  Glossary

This example is based on information and data from Dunn, “A Simple Dataset for Demonstrating Common Distributions,” Journal of Statistics Education v.7, n.3 (1999).
I was tipped off to this possibility by a comment (without citation) at Subsequently I found a paper that proposes the log transform and suggests a cause: Penman and Johnson, “The Changing Shape of the Body Mass Index Distribution Curve in the Population,” Preventing Chronic Disease, 2006 July; 3(3): A74. Online at
Centers for Disease Control and Prevention (CDC). Behavioral Risk Factor Surveillance System Survey Data. Atlanta, Georgia: U.S. Department of Health and Human Services, Centers for Disease Control and Prevention, 2008.

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