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Hello, I am interested in reading about various distributions. In that regard, i was looking for something where i can read about a few statistics and their theoretical distributions. What are the steps involved in getting a theoretical distribution for a certain statistics and what can be a few good statistics to find their theoretical distributions. Thanks in advance..

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Do you know the class of your target distribution, but not its parameters? Or do you just have some data available with no additional knowledge, and you'd like to find out which distribution generates it? – Anthony Labarre Dec 17 2010 at 9:38
See what i'm interested in are some statistics via some experiments and the distributions they will follow. Like a simple one could be an experiment where in i choose 5 numbers from 1-5 and arrange them in any order. It can be arranged in 5! ie 120 ways. Suppose i do this experiment independently 1000 times and see how many times each way occurs(out of 120 occurs). So the probability of each way would be 1000*(1/120)..The data will follow this. This is a simple one. This way we can think of a few statistics and their probability distribution functions. – Anubhav Dec 17 2010 at 9:53
"So the probability of each way would be 1000*(1/120)". I hope you haven't really meant this and your tongue just slipped. Otherwise, we will have to start way too low... – fedja Dec 17 2010 at 13:00
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 Find a textbook on probability, or a textbook on statistics. Read the beginning chapters – sleepless in beantown Dec 17 2010 at 15:04
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 I think the question, as stated, is too broad; and judging by the comments, perhaps this question (with further clarification about what the asker wants to know and what his backgrounds are) belongs better on Math.StackExchange.Com, rather than here. Voting to close. – Willie Wong Dec 17 2010 at 15:38
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closed as too localized by Willie Wong, Felipe Voloch, Andy Putman, S. Carnahan♦ Dec 19 2010 at 8:21

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