Continuous Distributions

Uniform Distribution: X U(a, b), 0 < a < b, if its pdf is f(x) =

1
b a
, x [a, b].
Normal Distribution: X N(, ), IR, > 0, if its pdf is f(x) =
1

2
e

(x )
2
2
2
, x IR.
Standard (Reduced) Normal Distribution: X N(0, 1), if its pdf is f(x) =
1

2
e

x
2
2
, x IR.
Gamma Distribution: X Gamma(a, b), a, b > 0, if its pdf is f(x) =
1
(a)b
a
x
a1
e

x
b
, x > 0.
_
_
(a) =

_
0
x
a1
e
x
dx , a > 0
_
_
Exponential Distribution: X Exp() = Gamma(1, 1/), > 0, if its pdf is f(x) = e
x
, x > 0.

2
Distribution: X
2
(n) = Gamma(n/2, 2), n IN, if its pdf is
f(x) =
1
2
n
2

_
n
2
_
x
n
2
1
e

x
2
, x > 0.
Student (T) Distribution: X T(n), n IN, if its pdf is f(x) =

_
n+1
2
_

n
_
n
2
_
_
1 +
x
2
n
_

n+1
2
, x IR.
Beta Distribution: X Beta(a, b), a, b > 0, if its pdf is f(x) =
1
(a, b)
x
a1
(1 x)
b1
, x [0, 1].
_
_
(a, b) =
1
_
0
x
a1
(1 x)
b1
dx , a, b > 0
_
_
Cauchy Distribution: X Cauchy(a, b), a IR, b > 0, if its pdf is f(x) =
1
b
_
1 +
_
x a
b
_
2
_
, x IR.
Fisher (F) Distribution: X F(m, n), m, n IN, if its pdf is
f(x) =
1

_
m
2
,
n
2
_
_
m
n
_m
2
x
m
2
1
_
1 +
m
n
x
_

m+n
2
, x > 0.