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Distribution Summary New

The document summarizes common discrete and continuous probability distributions. For discrete distributions, it provides the notation, probability mass function, parameters, mean, variance, and generating function for the binomial, hypergeometric, negative binomial, geometric, Poisson, and multinomial distributions. For continuous distributions, it similarly summarizes the uniform, exponential, and normal distributions.

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Samantha Yu
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15 views1 page

Distribution Summary New

The document summarizes common discrete and continuous probability distributions. For discrete distributions, it provides the notation, probability mass function, parameters, mean, variance, and generating function for the binomial, hypergeometric, negative binomial, geometric, Poisson, and multinomial distributions. For continuous distributions, it similarly summarizes the uniform, exponential, and normal distributions.

Uploaded by

Samantha Yu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Summary of Distributions

Discrete

Distributions

Notation and

Probability

Parameters

r N, n N

x 0, 1, 2, , min(r, n

nr
N

Nn

Binomialn, p

fx nx p x q nx

0 p 1, q 1 p

x 0, 1, 2, , n

k
x

p q
k

0 p 1, q 1 p

x 0, 1, 2,

and

fx

x 0, 1,

pi 1
i1

r
N

np

npq

kq
p

kq
p2

q
p

e x
x!

Poisson

Nn
N1

intractible

Mt pe t q n
t
Mt

q
p2

p
1qe t

t ln q

x 0, 1, 2,
fx pq x

0 p i 1; i 1, , k

nr
N

k x
fx xk1
x p q

Geometricp

Multinomialn; p 1 , , p k

Generating
Function

xr Nr
nx

fx

0 p 1, q 1 p

Variance

Function

HypergeometricN, r, n

NBk, p

Moment
Mean

Mt

p
1qe t

t ln q
Mt e e 1
t

fx 1 , x 2 , , x k
n!
x 1 !x 2 !x k !

p x11 p x22 p xk k

x i 0, 1, , n; i 1, , k
k

and

EX i np i

i 1, , k

xi n

VarX i
np i 1 p i

i 1, , k

i1

Continuous
Notation and

Distributions
Moment

Probability
Density

Parameters

Mean

Variance

Function

Function
Ua, b
ab
Exponential
0
N, 2
, 2 0

fx

fx
fx

1
ba

, axb

e x/ , x 0

1
2

2
2
e x /2

Generating

ab
2

ba 2
12

e bt e at
bat

1
1t

e t

, t0

, t 1/

2 t 2 /2

, t

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