PROBABILITY DISTRIBUTIONS

Name

Parameters

Probability distribution / density function

n r

Mean

Variance

Binomial

n, p

P (X = r) =

pr (1 p)nr ,
e n , n!

np

np(1 p) 2
1 2

r = 0, 1, 2, ..., n Poisson P (X = n) =
1 2

n = 0, 1, 2, ...... Normal , f (x) = exp{ 1 2

x 2 },

Exponential

f (x) = ex , x > 0,

< x < >0