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doc: clarity revisions added neg-bin example - #4

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@bbbruce bbbruce commented Jul 16, 2026

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Made revisions that helped me understand better and completed the negative binomial example adding a combo negative binomial and face mask time scaling example.

@dinacmistry
dinacmistry self-requested a review July 20, 2026 16:00
Comment thread 00_Background.md


- **Cumulative Density Function (CDF)**: A function giving the probability that a continuous random variable is less than or equal to a specific value, $`F_X(x) := P(X \leq x) = \int_{-\infty}^x f_X(w) dw`$.
- **Cumulative Distribution Function (CDF)**: A function giving the probability that a random variable is less than or equal to a specific value. For a continuous r.v. with PDF $`f_X`$, $`F_X(x) := P(X \leq x) = \int_{-\infty}^x f_X(w) dw`$.

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- **Cumulative Distribution Function (CDF)**: A function giving the probability that a random variable is less than or equal to a specific value. For a continuous r.v. with PDF $`f_X`$, $`F_X(x) := P(X \leq x) = \int_{-\infty}^x f_X(w) dw`$.
- **Cumulative Distribution Function (CDF)**: A function giving the probability that a random variable is less than or equal to a specific value. For a continuous random variable with PDF $`f_X`$, $`F_X(x) := P(X \leq x) = \int_{-\infty}^x f_X(w) dw`$.

Comment thread 00_Background.md
p_{N(t)}(k) = P(N(t) = k) = \frac{(\lambda t)^k e^{-\lambda t}}{k!}, \qquad k=0,1,2,\ldots
```

- **Exponential Distribution**: A continuous probability distribution describing the time between events in a Poisson process, with PDF $`f(x) = \lambda e^{-\lambda x}`$ for $`x \geq 0`$. If an r.v. $`X`$ has exponential distribution with rate $`\lambda`$, we write $`X \sim \text{Exp}(\lambda)`$.

@dinacmistry dinacmistry Jul 20, 2026

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- **Exponential Distribution**: A continuous probability distribution describing the time between events in a Poisson process, with PDF $`f(x) = \lambda e^{-\lambda x}`$ for $`x \geq 0`$. If an r.v. $`X`$ has exponential distribution with rate $`\lambda`$, we write $`X \sim \text{Exp}(\lambda)`$.
- **Exponential Distribution**: A continuous probability distribution describing the time between events in a Poisson process, with PDF $`f(x) = \lambda e^{-\lambda x}`$ for $`x \geq 0`$. If an random variable $`X`$ has exponential distribution with rate $`\lambda`$, we write $`X \sim \text{Exp}(\lambda)`$.

Comment thread 00_Background.md

## Memorylessness

- The distribution of a positive continuously distributed r.v. $`X`$ is **memoryless** if $`P(X>t) = P(X > s+t \mid X > s)`$ for all $`s, t\geq 0`$.

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- The distribution of a positive continuously distributed random variable $`X`$ is **memoryless** if $`P(X>t) = P(X > s+t \mid X > s)`$ for all $`s, t\geq 0`$.

Comment thread 00_Background.md

In words, the probability that an event occurs after a time $`t`$ (from the start) is the same as the probability that it occurs after an additional time $`t`$ from a time $`s`$ given that it has not occurred by time $`s`$. The time we have to wait for an event is independent of the time we have already waited.

**Lemma:** The distribution of a positive continuously distributed r.v. $`X`$ is memoryless iff $`P(0\lt X \lt t) = P(s\lt X \lt t+s \mid X > s)`$.

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**Lemma:** The distribution of a positive continuously distributed random variable $`X`$ is memoryless iff $`P(0\lt X \lt t) = P(s\lt X \lt t+s \mid X > s)`$.

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I'm working on a PR that makes edits to this one. For some reason that I can't recall now, I couldn't write to this branch (probably because it's from a fork). So hold off on any edits here or merging this please.

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