MTH 411 QUICK REFERENCE

Type Parameters E(X) Var(X) disc. or cont.? p(x) or f (x)

⎧
⎪p, x=1
⎪
⎪
⎪
Bernoulli p p p(1 − p) discrete ⎨1 − p, x=0
⎪
⎪
⎪
⎩0,
⎪ otherwise.
⎧
⎪⎛n⎞ x 0 ≤ x ≤ n,
⎪
⎪
⎪ p (1 − p)n−x ,
binomial n, p np np(1 − p) discrete ⎨⎝x⎠ integer
⎪
⎪
⎪
⎩0,
⎪ otherwise.
⎧ x≥0
⎪e−λ λx! ,
⎪
⎪
⎪
x

Poisson λ λ λ discrete ⎨ integer

⎪
⎪
⎪
⎩0,
⎪ otherwise.
⎧
⎪ x>0
1 1−p ⎪p(1 − p)x−1 ,
⎪
⎪
geometric p p p2
discrete ⎨ integer
⎪
⎪
⎪
⎩0,
⎪ otherwise.
⎧
⎪⎛x − 1⎞ r x≥r
r r(1−p)
⎪
⎪
⎪ p (1 − p)x−r ,
negative binomial p, r p p2
discrete ⎨⎝ r − 1 ⎠ integer
⎪
⎪
⎪
⎩0,
⎪ otherwise.
⎧
⎪ ⎛D⎞⎛N − D⎞
⎪
⎪
⎪
⎪
⎪
⎪
⎪
⎪ ⎝ x ⎠⎝ n − x ⎠ x≥r
nD(N −D)(N −n)
nD
⎪
⎪
hypergeometric N, D, n N N 2 (N −1)
discrete ⎨ ⎛N ⎞ integer
⎪
⎪
⎪
⎪
⎪
⎪ ⎝n⎠
⎪
⎪
⎪
⎩0, otherwise.
⎪
⎪
⎧ 1
(b−a)2 ⎪ b−a , a < x < b
b+a
⎪
uniform a, b 2 12 continuous ⎨
⎪0,
⎪ otherwise.
⎩ 2
−
(x−µ)
normal µ, σ 2 µ σ2 continuous √1 e 2σ 2
σ 2π
⎧ −λx
1 1 ⎪λe , x > 0
⎪
exponential λ λ λ2
continuous ⎨
⎪
⎪0, otherwise.
⎩
(λx)
⎪λe−λx Γ(r) , x > 0
⎧ r−1
r r
⎪
gamma λ, r λ λ2
continuous ⎨
⎩0, otherwise.
⎪
⎪

Standardization: X ∗ =
X −µ
σ

1
Some useful distribution functions:
⎧
⎪0,
⎪ t<1
geometric, parameter p : F (t) = ⎨ n , P (X >
⎪
⎪1 − q , n ≤ t < n + 1, n = 1, 2, 3, . . . ( positive integer)
n) = q −n (n a positive integer).
⎩
⎧
P (X > t) = e−λt , for t > 0.
⎪0,
⎪ t < 0,
exponential, parameter λ : F (t) = ⎨ −λt ,
⎪
⎪ 1 − e , t ≥ 0
⎩
standard normal: F (t) = Φ(t) = 1 − Φ(−t)s

Series of Continuous
Trials time
# Incidents in nth moment E(X n )
th
a fixed interval Binomial Poisson n absolute moment E(∣X∣n )
How long to nth moment about c E((X − c)n )
next incident Geometric Exponential nth central moment E((X − µ)n )
How long to Negative Gamma
r incidents Binomial Distribution