CONFIDENTIAL APPENDIX 1 CD/JAN 2024/STA568

Table 1. Discreet Probability Distribution

Mean Variance Moment Generating Function
Distribution Probability Function
𝐸(𝑋) 𝑉𝑎𝑟(𝑋) 𝑀𝑋 (𝑡)
𝑛
Binomial ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 , 𝑥 = 0,1, . . . , 𝑛
𝑓(𝑥) = { 𝑥 𝑛𝑝 𝑛𝑝(1 − 𝑝) [𝑝𝑒 𝑡 + (1 − 𝑝)]𝑛
𝑋 ∼ 𝐵𝑖𝑛(𝑛, 𝑝) 0 , elsewhere
𝑥 − 1 𝑟 (1 𝑟 𝑝𝑒 𝑡
𝑛
Negative Binomial ( )𝑝 − 𝑝)𝑥−𝑟 , 𝑥 = 𝑟, 𝑟 + 1, . . . 𝑟(1 − 𝑝)
𝑓(𝑥) = { 𝑟 − 1 [ ]
𝑋 ∼ 𝑁𝐵(𝑟, 𝑝) 𝑝 𝑝2 1 − (1 − 𝑝)𝑒𝑡
0 , elsewhere
1 1−𝑝 𝑡
Geometric 𝑝(1 − 𝑝)𝑥−1 , 𝑥 = 1,2, . . . 𝑝𝑒
𝑓(𝑥) = {
𝑋 ∼ 𝐺(𝑝) 0 , elsewhere 𝑝 𝑝2 1 − (1 − 𝑝)𝑒𝑡
𝜆𝑥 𝑒 −𝜆
Poisson , 𝑥 = 0,1, . . .
𝑓(𝑥) = { 𝑥! 𝜆 𝜆 𝑒𝑥𝑝[𝜆(𝑒 𝑡 − 1)]
𝑋 ∼ 𝑃𝑜 (𝜆)
0 , elsewhere

Table 2. Continuous Probability Distribution

Moment
Mean Variance Generating
Distribution Probability Function
𝐸(𝑋) 𝑉𝑎𝑟(𝑋) Function
𝑀𝑋 (𝑡)
1
Uniform ,𝛼 ≤ 𝑥 ≤ 𝛽 𝛼+𝛽 (𝛽 − 𝛼)2 𝑒 𝛽𝑡 − 𝑒 𝛼𝑡
𝑓(𝑥) = {𝛽 − 𝛼
𝑋 ∼ 𝑈(𝛼, 𝛽) 2 12 𝑡(𝛽 − 𝛼)
0 , elsewhere
1 1 𝑥−𝜇 2
Normal 𝑒𝑥𝑝 [− ( ) ] , −∞ < 𝑥 < ∞ 1
2) 𝑓(𝑥) = {√2𝜋𝜎 2 2 𝜎 𝜇 𝜎2 𝑒𝑥𝑝 (𝜇𝑡 + 𝜎 2 𝑡 2 )
𝑋 ∼ 𝑁(𝜇, 𝜎 2
0 , elsewhere
1 𝑥
𝛼−1 −𝛽
Gamma [ ]𝑥 𝑒 , 𝑥 > 0, 𝛽 > 0
𝑓(𝑥) = { 𝛤(𝛼)𝛽𝛼 𝛼𝛽 𝛼𝛽 2 (1 − 𝛽𝑡)−𝛼
𝑋 ∼ 𝐺𝑎𝑚𝑚𝑎(𝛼, 𝛽)
0 , elsewhere
1 −𝛽𝑥
Exponential 𝑒 , 𝑥 > 0, 𝛽 > 0
𝑓(𝑥) = {𝛽 𝛽 𝛽2 (1 − 𝛽𝑡)−1
𝑋 ∼ 𝐸𝑥𝑝(𝛽)
0 , elsewhere
1 𝜈 𝑥
Chi-Square [ ] 𝑥 2−1 𝑒 −2 , 𝑥 > 0 𝜈
𝑓(𝑥) = 𝜈 𝜈2 𝜈 2𝜈 (1 − 2𝑡)−2
𝑋 ∼ 𝜒 2 (𝜈) 𝛤 ( )2
2
{ 0 , elsewhere
𝛤(𝛼 + 𝛽) 𝛼−1 𝛼
Beta [ ] 𝑥 (1 − 𝑥)𝛽−1 , 0 < 𝑥 < 1 𝛼𝛽 does not exist in
𝑓(𝑥) = { 𝛤(𝛼)𝛤(𝛽)
𝑋 ∼ 𝐵𝑒𝑡𝑎(𝛼, 𝛽) 𝛼+𝛽 (𝛼 + 𝛽)2 (𝛼 + 𝛽 + 1) closed form
0 , elsewhere

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