Parametric Families of Discrete Distributions

Parameter Moment Generating

Name pdf Mean Variance
Space Function = E[etX ]
1 Pn 1 1−e (n+1)t
jt
Uniform I
n+1 {0,1,...,n}
(x) n = 1, 2, . . . n/2 n(n + 2)/12 j=0 n+1 e = (n+1)(1−et)

Bernoulli px (1 − p)1−x I{0,1} (x)

!
0≤p≤1 p p(1 − p) (1 − p) + pet

n 0≤p≤1
Binomial px (1 − p)n−x I{0,1,...,n} (x) np np(1 − p) [(1 − p) + pet ]n
x ! !
n = 1, 2, . . .
K M −K
M = 1, 2, . . .
Hyper- x n−x K K K M −n
! I{0,1,...,n} (x) K = 0, . . . , M nM nM (1 − )
M M −1
not useful
geometric M
n = 1, . . . , M
n
e−λ λx
Poisson x!
I{0,1,...} (x) λ>0 λ λ exp[λ(et − 1)]
p
1−(1−p)et
Geometric p(1 − p)x I{0,1,...} (x) 0<p<1 (1 − p)/p (1 − p)/p2
for t < −ln(1 − p)
pet
x−1 2 1−(1−p)et
Geometric p(1 − p) I{1,2,...} (x) 0<p<1 1/p (1 − p)/p
for th < −ln(1i − p)
!
p r
Negative r+x−1 r x 0<p<1 2 t
p (1 − p) I{0,1,...} (x) r(1 − p)/p r(1 − p)/p 1−(1−p)e
Binomial x and r > 0 for th < −ln(1i − p)
!
pet r
Negative x−1 0<p<1
pr (1 − p)x−r I{r,r+1,...} (x) r/p r(1 − p)/p 2 1−(1−p)et
Binomial r−1 and r > 0 for t < −ln(1 − p)
!
Beta- n B(x+a,n−x+b) a > 0, b > 0 na nab(n+a+b)
B(a,b)
I{0,...,n} (x) a+b (a+b)2 (a+b+1)
not useful
binomial x n = 1, 2, . . .
ln[1−(1−p)et ]
(1−p)x (1−p) (1−p)(1−p+lnp) lnp
Logarithmic I
(−xlnp) {1,2,...}
(x) 0<p<1 (−p lnp) −(p lnp)2
for t < −ln(1 − p)
P∞
(1/j)γ
Discrete (1/x γ+1 ) P∞1 γ+1
γ+1 ) I{1,2,...} (x) γ>0 (1/j) does not exist
P∞
1
Pareto j=1
(1/j
for γ > 1
 Parametric Families of Continuous Distributions
pdf = f (x) Parameter Moment Generating
Name Mean Variance
cdf = F (x) Space Function = E[etX ]
−∞ < α < ∞ β β2 e(α+β)t −eαt
Uniform f (x) = β1 I(α,α+β) (x) α+ 2 12 βt
β>0
1
√ 1 e− 2σ2 (x−µ)
2 −∞ < µ < ∞
Normal f (x) = µ σ2 exp[µt + 12 σ 2 t2 ]
2πσ 2
σ>0
λ
Exponential
f (x) = λe−λx I(0,∞) (x) 0<λ<∞ 1
λ
1
λ2
λ−t
(rate λ) for t < λ
Bilateral −∞ < α < ∞ e /(1 − t2 /β 2 )
tα
f (x) = 21 βe−β|x−α| α 2
β2
exponential 0<β<∞ for |t| < β
β α
1 α α−1 −(βx) α>0 α α β−t
Gamma f (x) = Γ(α)
β x e I(0,∞) (x) β β2
β>0 for t < β
h 
2
 not useful
γ−1
−( x−α
γ
−∞ < α < ∞ β2 Γ 1 +
β )
  
Weibull f (x) = γ
β
x−α
β
e I(α,∞) (x) α+βΓ 1+ 1
γ
 γi E[(X − α)k ]=
β > 0, γ > 0 1
−Γ2 1 + γ β k Γ 1 + γk
not useful
1 a>0 a ab E[X k ] =
Beta f (x) = B(a,b)
xa−1 (1 − x)b−1 I(0,1) (x) a+b (a+b)2 (a+b+1)
b>0 B(a+k,b)
B(a,b)
γ 1/(γ − 1) γ/[(γ − 2)(γ − 1)2 ]
Pareto f (x) = I
(1+x)γ+1 (0,∞)
(x) γ>0 does not exist
for γ > 1 for γ > 2
1 1 −∞ < α < ∞
Cauchy f (x) = βπ 1+( x−α )2
does not exist does not exist does not exist
β β>0
−1
−∞ < α < ∞

−( x−α
β )
Logistic F (x) = 1 + e α β 2 π 2 /3 eαt βπt csc(βπt)
β>0
α + βγ
Gumbel −∞ < α < ∞ eαt Γ(1 − βt)
 
−( x−α
β )
F (x) = exp −e where β 2 π 2 /6
(Extreme value) β>0 for t < 1/β
γ ≈ 0.577216
does not exist
Log 
ln x−µ
 −∞ < µ < ∞ 1 2 exp[2µ + 2σ 2 ]−
F (x) = Φ I(0,∞) (x) exp[µ + σ ] E[X k ] =
normal σ σ>0 2 exp[2µ + σ 2 ]
exp[kµ + 12 k 2 σ 2 ]