Discrete Distributions

PMF (pX (k) for

Distribution Parameters Possible Description Range ΩX E[X] Var(X)
k ∈ ΩX )
X ∼ Unif(a, b)
Equally likely to be any a+b (b − a)(b − a + 2) 1
Uniform (disc) for a, b ∈ Z {a, . . . , b}
integer in [a, b] 2 12 b−a+1
and a ≤ b
1−k
X ∼ Ber(p) Takes value 1 with prob p pk (1 − p)
Bernoulli {0, 1} p p(1 − p)
for p ∈ [0, 1] and 0 with prob 1 − p
X ∼ Bin(n, p) Sum of n iid Ber(p) rvs. # n

n−k
pk (1 − p)
Binomial for n ∈ N, of heads in n independent {0, 1, . . . , n} np np(1 − p) k

and p ∈ [0, 1] coin flips with P (head) = p.

# of events that occur in
λk
Poisson
X ∼ Poi(λ) one unit of time
{0, 1, . . .} λ λ e−λ
for λ > 0 independently with rate λ k!
per unit time
# of independent Bernoulli k−1
X ∼ Geo(p) 1 1−p (1 − p) p
Geometric trials with parameter p up to {1, 2, . . .}
for p ∈ [0, 1] p p2
and including first success
# of successes in n draws K

N −K


X ∼ HypGeo(N, K, n)
(w/o replacement) from N {max (0, n + K − N ), K K (N − K) (N − n) k n−k
Hypergeometric for n, K ≤ N n n N


items that contain K . . . , min (n, K)} N N 2 (N − 1) n
and n, K, N ∈ N
successes in total
Sum of r iid Geo(p) rvs. # k−1

k−r
Negative X ∼ NegBin(r, p) r r (1 − p) pr (1 − p)
of independent flips until rth {r, r + 1, . . .} r−1
Binomial for r ∈ N, p ∈ [0, 1] p p2
head with P (head) = p
X ∼ Multr (n, p) Generalization of the  
ki ∈ {0, . . . , n}, np1 V ar(Xi ) = npi (1 − pi )
for r, n ∈ N and Binomial distribution, n n

Qr
Multinomial i ∈ {1, . . . , r}  . 
  Cov(Xi , Xj ) = k1 ,...,kr i=1 pki i
p =P(p1 , p2 , ..., pr ), trials with r categories each E[X] = np =  .. 
r and Σki = n −npi pj , i 6= j
i=1 pi = 1 with probability pi  
npr
Generalization of the
X ∼ MVHGr (N, K, n)   V ar(Xi ) =
Hypergeometric distribution, ki ∈ {0, . . . , Ki }, n KN1 N −Ki N −n
nK
Qr Ki
N · · N −1


Multivariate for r, n ∈ N, i
N i=1 ki
n draws from r categories i ∈ {1, . . . , r} K  . 

Hypergeometric K ∈ NrPand E[X] = n =  ..  Cov(Xi , Xj ) = N


r each with Ki successes and Σki = n N i Kj N −n n
N = i=1 Ki   −n K
N N · N −1 , i 6= j
(w/out replacement)
n KNr
University of Washington CSE312 Alex Tsun & Mitchell Estberg
Continuous Distributions
Possible CDF
Distribution Parameters Range ΩX E[X] Var(X) PDF fX (x) for x ∈ ΩX
Description (FX (x) = P(X ≤ x))

Equally likely to be 2 1 0 if x < a
X ∼ Unif(a, b) a+b (b − a)


x − a
Uniform any real number in [a, b] b−a
for a < b 2 12 if a ≤ x < b
[a, b] 
 b−a
1 if x ≥ b


Time until first (

X ∼ Exp(λ) 1 1 0 if x < 0
Exponential event in Poisson [0, ∞) λe−λx
for λ > 0 λ λ2 1−e −λx
if x ≥ 0
process
X ∼ N (µ, σ 2 ) 2
!  
2 1 (x − µ) x−µ
Normal for µ ∈ R, Standard bell curve (−∞, ∞) µ σ √ exp − Φ
and σ 2 > 0 σ 2π 2σ 2 σ

Sum of r iid Exp(λ)

rvs. Time to rth
X ∼ Gam(r, λ) event in Poisson r r λr r−1 −λx Note: Γ(r) = (r − 1)!
Gamma [0, ∞) x e
for r, λ > 0 process. Conjugate λ λ2 Γ(r) for integers r.
prior for Exp, Poi
parameter λ
Conjugate prior for
X ∼ Beta(α, β) α αβ Γ(α + β) α−1 β−1
Beta Ber, Bin, Geo, (0, 1) x (1 − x)
for α, β > 0 α+β 2
(α + β) (α + β + 1) Γ(α)Γ(β)
NegBin parameter p
Generalization of
X∼
Beta distribution. 1
Qr
xai −1 ,
Dir(α1 , α2 , . . . , αr ) xi ∈ (0, 1); αi
Dirichlet Conjugate prior for P r E[Xi ] = Pr B(α) Pir
i=1
for αi , r > 0 and i=1 xi = 1 αj xi ∈ (0, 1), i=1 xi = 1
Multinomial j=1
r ∈ N, αi ∈ R
parameter p
X ∼ Nn (µ, Σ) 1
·
Multivariate Generalization of (2π)n/2 |Σ|1/2
for µ ∈ Rn and Rn µ Σ 1 T −1
Normal Normal distribution exp(− 2 (x − µ) Σ (x − µ))
Σ ∈ Rn×n
University of Washington CSE312 Alex Tsun & Mitchell Estberg