DISCRETE DISTRIBUTIONS

RANGE

MASS
FUNCTION
fX

PARAMETERS

X
Bernoulli()

{0, 1}

(0, 1)

Z+ ,

n(1 )

(1 )
2

et
1 et (1 )

n(1 )
2

R+

e x
x!

Geometric()

{1, 2, ...}

(0, 1)

(1 )x1

or

{0, 1, 2, ...}

MX

{0, 1, 2, ...}

Z+ ,

FX

 
n x
(1 )nx
x

P oisson()

MGF

(1 )

{n, n + 1, ...}

VarfX [X]

{0, 1, ..., n}

N egBinomial(n, )

EfX [X]

x (1 )1x

Binomial(n, )

Z+ ,

(0, 1)

CDF

(0, 1)

(0, 1)


x1 n
(1 )xn
n1


n+x1 n
(1 )x
x

1 (1 )x

n(1 )

1 + et

1 + et

n




exp et 1

n(1 )
2

et
1 et (1 )

t
1 e (1 )

n
n

For CONTINUOUS distributions (see over), define the GAMMA FUNCTION

Z
x1 ex dx
() =
0

and the LOCATION/SCALE transformation Y = + X gives





y 1
y
fY (y) = fX
MY (t) = et MX (t)
FY (y) = FX

EfY [Y ] = +EfX [X]

VarfY [Y ] = 2 VarfX [X]

PARAMS.

CONTINUOUS DISTRIBUTIONS
PDF
CDF

X
U nif orm(, )

(, )

fX
<R

FX
x

R+

ex

ex

(standard model = 0, = 1)
Exponential()

R+

EfX [X]

VarfX [X]

( + )
2

( )
12

MX
et
t ( )

1
2

(1 + 1/)
1/

(1 + 2/) (1 + 1/)2
2/

et

(standard model = 1)
Gamma(, )

R+

1 x
e
x
()

R+

R+

, R+

x1 ex

R, R+

R+


+1
()
2

(+1)/2
  
x2

1+

(standard model = 1)
W eibull(, )

1 ex

MGF

(standard model = 1)

2
N ormal(, 2 )
(standard model = 0, = 1)



(x )2
exp
2 2
2 2
1

12

Student()

P areto(, )

R+

Beta(, )

(0, 1)

, R+

R+

( + x)+1

( + ) 1
(1 x)1
x
()()

+x

(if > 1)

1
(if > 1)

e{t+

(if > 2)

2
( 1)( 2)
(if > 2)

( +

)2 (

+ + 1)

2 t2 /2}