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Normal Distribution

1 (x −μ)2
PDF = exp(− 2δ2
δ 2Π
−μ
1 x
CDF = (1+ erf ( )
2 δ2
EX =μ;VAR =δ 2

Exponential Distribution

PDF : CDF

EX
Cauchy Distribution
1
PDF =
⎡ ⎛ x − x0 ⎞2⎤ πγ⎢⎢⎣−1+⎜⎜⎝ γ

⎟⎟⎠ ⎥⎥⎦

CDF EXandVAR = notdefined


Laplace Distribution x −μ

1
PDF = exp(− ) b
2b
1 (x −μ) exp( ),x <μ

CDF :
−μ
1
1− (exp(− ),x ≥μ

EX =μ;VAR = 2b2

Beta Distribution

PDF = xα−1(1− x)β−1


Bx(α,β) CDF
= Ix(α,β) = B(α,β)

EX = ;VAR =

Parted Distribution

PDF = m kxmk ,x>x


x k +1
xm k
CDF =1 −( )
x
kx
EX = m , k >1
k −1
xm2 k
VAR = ,k 2
1 2 (k −2) >
(k− )

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