Tabla de Distribuciones

P (X = x|✓)- Función Masa de Probabilidad f (x|✓) - Función de Densidad

E(X)- Media V ar(X)- Varianza MX (t)- Función Generadora de Momentos
E(X t) - t-ésimo Momento Central

2.8 Logı́stica (µ, )

1. Distribuciones discretas 2. Distribuciones continuas
1 exp[ (x µ)/ ]
f (x|µ, ) = 2
x, µ 2 R; >0
[1 + exp[ (x µ)/ ]]
2.1 Beta (↵, )
1 ⇡2 2
f (x|↵, ) = x↵ 1(1 x) 1; x 2 [0, 1]; ↵, >0 E[X] = µ V ar[X] =
1.1 Bernoulli (p) B(↵, ) 3
1
↵ ↵ MX (t) = eµt (1 t) (1 + t), |t| <
P (X = x|p) = px(1 p)1 x; x = 0, 1; p 2 [0, 1] E[X] = V ar[X] =
↵+ (↵ + )2(↵ + + 1)
E[X] = p, V ar[X] = p(1 p) 0 1
1
X kY1 k
@ ↵ + r A t
MX (t) = (1 p) + pet MX (t) = 1 +
↵ + + r k!
k=1 r=0
2.9 Lognormal (µ, 2
)
exp[ (ln x µ) 2/(2 2)]
(↵) ( ) f (x|µ, 2) = p ; x 2 [0, 1), µ 2 R, >0
1.2 Binomial (n, p) Nota B(↵, ) =
Z 1 (↵ + ) 2⇡ x
" #
✓ ◆ 2
n x (n) = tn 1e tdt
P (X = x|n, p) = p (1 p)n x; x = 0, 1, 2, . . . , n; 0 E[X] = exp µ +
2
x
(n) = (n 1)! si n 2 N
p 2 [0, 1] V ar[X] = exp[2(µ + 2)] exp[2µ + 2]
E[X] = np V ar[X] = np(1 p) " #
n 2 2
MX (t) = [pet + (1 p)]n 2.2 Cauchy (✓, ) E[X n] = exp nµ +
2
1 1
f (x|✓, ) = ✓ ◆2 x, ✓ 2 R; >0
⇡ x ✓
1.3 Uniforme discreta (N ) 1+

1
P (X = x|N ) = ; x = 1, 2, . . . , N ; N 2 N
No existe E[X] 2.10 Normal (µ, 2
)
N No existe V ar[X] " ✓ ◆2 #
N +1 N2 1 2 1 x µ
E[X] = V ar[X] = No existe MX (t) f (x|µ, ) = p exp p ; x, µ 2 R; >0
2 12 2⇡ 2
XN
1 E[X] = µ V ar[X] = 2
MX (t) = eit 
N 2.3 Ji-cuadrada (k) ( 2 1 22
i=1 k) MX (t) = exp µt + t
2
x(k/2) 1 exp[ x/2]
f (x|k) = ✓ ◆ ; x 2 [0, 1); k2N
1.4 Geométrica (p) k/2 k
2
2
Caso 1 E[X] = k V ar[X] = 2k 2.11 Pareto (↵, )
P (X = x|p) = p(1 p)x; x = 0, 1, 2, . . . ; p 2 [0, 1] ✓ ◆k/2
1
1 p 1 p MX (t) = t < 1/2 ↵
E[X] = V ar[X] = 2 1 2t f (x|↵, ) = x 2 (↵, 1); ↵, >0
p p x +1
p ↵
MX (t) = t< ln(1 p) E[X] = , >1
1 (1 p)et 1
2.4 Doble exponencial (µ, )
Caso 2  ↵2
V ar[X] = >2
1 |x µ| ( 1)2( 2)
P (X = x|p) = p(1 p)x 1; x = 1, 2, . . . ; p 2 [0, 1] f (x|µ, ) = exp ; x, µ 2 R; >0
2 MX (t) no existe
1 1 p
E[X] = V ar[X] = E[X] = µ V ar[X] = 2 2
p p2
exp[µt] 1
pet MX (t) = , |t| <
MX (t) = t< ln(1 p) 1 2 t 2 2.12 T de Student (⌫)
1 (1 p)et ⇣ ⌘
⌫+1
2
f (x|⌫) = ⌫+1 , x 2 R, ⌫2N
2.5 Exponencial ( ) p ⇣ ⌘
1.5 Hipergeométrica (M, N, K) ⌫ 2
1 + x⌫
2
 ⌫⇡ 2
1 x
✓ ◆✓ ◆ f (x| ) = exp ; x 0; >0 E[X] = 0 ⌫>1
M N M
⌫
x K x E[X] = V ar[X] = 2 V ar[X] = ⌫>2
P (X = x|N, M, K) = ✓ ◆ ; x = 0, 1, 2, . . . , K; ⌫⇣ 2 ⌘
N 1 1 n+1 ⌫ n
MX (t) = , t< 2 2
K 1 t E[X n] = p ⌫ ⌫ n/2 si n < ⌫ y n par
⇡ 2
M, N, K = 0, 1, ... M (N K)  x  M ; K  M ; K  N
KM E[X n] = 0 si n < ⌫ e n impar.
E[X] =
N
KM (N M )(N K)
V ar[X] = 2.6 F de Fisher (m, n)
N N (N 1) 2.13 Uniforme Continua (a, b)
( m+n ⇣ m ⌘m/2 m 2

f (x|m, n) = 2 ) x 2
1
(m/2) (n/2) n ⇣ ⇣ m ⌘ ⌘(m+n)/2 f (x|a, b) = ; x 2 [a, b]
1+ x b a
1.6 Binomial Negativa (r, p) n a+b (b a)2
x 0; m, n 2 N E[X] = V ar[X] =
✓ ◆ n 2 12
r+x 1 E[X] = n>2
P (X = x|r, p) = pr (1 p)x; x = 0, 1, 2, . . . ; n ✓2 ◆2 ✓ ◆ ebt eat
x n m+n 2 MX (t) =
V ar[X] = 2 n>4 t(b a)
p 2 [0, 1] n 2 m(n 4)
r(1 p) r(1 p) m+2t ) ( n 2t ) ⇣ ⌘t
E[X] = V ar[X] = t ( 2 2 n n
p p2 E[X ] = , t<
✓ ◆r (m/2) (n/2) m 2 2.14 Weibull ( , )
p
MX (t) = t , t< ln(1 p) 1e x / ;
1 (1 p)e f (x| , ) = x x 2 [0, 1), , >0
2.7 Gamma (↵, ) ✓
1
◆
E[X] = 1/ 1+ ,
1.7 Poisson ( ) 1 ↵ 1 exp[ x/ ]; x 2 (0, 1]; ↵,
f (x|↵, ) = x >0  ✓ ◆ ✓ ◆
(↵) ↵ 2/ 2 2 1
V ar[X] = 1+ 1+
e x E[X] = ↵ V ar[X] = ↵ 2 ✓ ◆
P (X = x| ) = ; x = 0, 1, 2, . . . ; 2 [0, 1) ✓ ◆↵ n n/ n
x! 1 1 E[X ] = 1+
MX (t) = , t<
E[X] = V ar[X] = 1 t
MX (t) = exp[ (et 1)]