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Name Probability Distribution Mean Variance Section in Book
Name Probability Distribution Mean Variance Section in Book
Name Probability Distribution Mean Variance Section in Book
Probability Section
Name Distribution Mean Variance in Book
Discrete
,a ≤ b
1 (b + a) (b − a + 1)2 − 1
Uniform 3-5
n 2 12
⎛n⎞
Binomial ⎜ ⎟ px (1 − p)n−x np np(1 − p) 3-6
⎜x⎟
⎝ ⎠
x = 0, 1, … , n, 0 ≤ p ≤ 1
(1 − p)x−1 p
x = 1, 2, … , 0 ≤ p ≤ 1
Geometric 1∕p (1 − p)∕p2 3-7
⎛x − 1⎞
⎜ ⎟ (1 − p)x−r pr
Negative binomial ⎜r − 1⎟ r∕p r(1 − p)∕p2 3-7
⎝ ⎠
x = r, r + 1, r + 2, … , 0 ≤ p ≤ 1
⎛ ⎞ ⎛ ⎞
⎜K ⎟ ⎜N − K ⎟
⎜ ⎟ ⎜ ⎟
⎜x ⎟ ⎜n − x ⎟
⎝ ⎠ ⎝ ⎠
⎛ ⎞ np ( )
⎜N ⎟ N−n
Hypergeometric K np(1 − p) 3-8
!
⎜ ⎟
⎜n ⎟ where p = N−1
⎝ ⎠
N
x = max(0, n − N + K), 1, …
min(K, n), K ≤ N, n ≤ N
e−λ λx
Poisson , x = 0, 1, 2, …, 0 < λ λ λ 3-9
x!
Continuous
,a ≤ x ≤ b
1 (b + a) (b − a)2
Uniform 4-5
b−a 2 12
( )
1 −1∕2 σ
x−μ 2 μ σ2 4-6
√ e
Normal σ 2π