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Continuous Distribution
Continuous 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
⎟⎟⎠ ⎥⎥⎦
1
PDF = exp(− ) b
2b
1 (x −μ) exp( ),x <μ
CDF :
−μ
1
1− (exp(− ),x ≥μ
EX =μ;VAR = 2b2
Beta Distribution
EX = ;VAR =
Parted Distribution