Notation 𝒇𝑿 (𝒙) 𝑬(𝒙) 𝑽(𝒙) 𝑴𝑿 (𝒕)

𝑒 𝑎𝑡 − 𝑒 −(𝑏+1)𝑡
𝐼(𝑎 < 𝑥 < 𝑏) 𝑎+𝑏 (𝑏 − 𝑎 + 1)2 − 1
Uniform 𝑈 (𝑎 … 𝑏 ) 𝑡(𝑏 − 𝑎)
𝑏−𝑎+1 2 1

Bernoulli 𝑋~𝐵𝑒𝑟𝑛(𝑝) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 𝑝 𝑝(1 − 𝑝) (𝑝𝑒 𝑡 + 𝑞)

𝑛
Binomial 𝑋~𝐵𝑖𝑛(𝑛, 𝑝) ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 𝑛𝑝 𝑛𝑝𝑞 (𝑝𝑒 𝑡 + 𝑞)𝑛
𝑥
𝑛 𝑘 𝑛
𝑛! 𝑘
𝑥
. ∏ 𝑝𝑖 𝑖 ∑ 𝑥𝑖
Multinomial 𝑋~𝑀𝑢𝑙𝑡(𝑛, 𝑝) 𝑛
∏𝑖 𝑥𝑖 ! 𝑛𝑝𝑖 𝑛𝑝𝑖 (1 − 𝑝𝑖 ) (∑ 𝑝𝑖 𝑒 𝑡 )
𝑖 𝑖=1
=𝑛 𝑖=1
𝑀 𝑀−𝑥
( )( ) 𝑛𝑀 𝑛𝑚(𝑁 − 𝑛)(𝑁 − 𝑚)
Hypergeometric 𝑋~𝐻𝑦𝑝(𝑁, 𝑚, 𝑛) 𝑥 𝑛−𝑥
𝑁 𝑁 𝑁 2 (𝑁 − 1)
( )
𝑛
Negative 𝑥 + 𝑟 − 1 𝑟 (𝑞)𝑥 𝑟𝑞 𝑟𝑞 1 𝑞 𝑡 −𝑟
𝑋~𝑁𝐵𝐷(𝑟, 𝑝) ( )𝑝 ( − 𝑒 )
Binomial 𝑥−1 𝑝 𝑝2 𝑝 𝑝
𝑞 𝑞 1 𝑞 𝑡 −1
Geometric 𝑋~𝐺𝑒𝑜(𝑝) 𝑞𝑥 𝑝 ( − 𝑒 )
𝑝 𝑝2 𝑝 𝑝

𝑒 −𝜆 𝜆𝑥
Poisson 𝑋~𝑃(𝜆) 𝜆 𝜆 𝑒 𝜆(𝑒
𝑡 −1)

𝑥!

Discrete 1 (𝑛 + 1)(2𝑛 + 1) (𝑛 + 1)(𝑛 − 1) 𝑒 𝑡 (1 − 𝑒 𝑛𝑡 )

𝑋~𝑈[1, 𝑛]
Uniform 𝑛 6 12 𝑛(1 − 𝑒 𝑡 )
 Maximum Likelihood and unbiased estimator for
parameters for some commonly used distribution
Unbiased
Distribution Parameters ML parameters
Estimator

𝑋(𝑛) − 𝑋(1)
Uniform 𝛼 𝑋(1) 𝑋(1) − ( )
𝑛−1

𝑋(𝑛) − 𝑋(1)
𝛽 𝑋(𝑛) 𝑋(𝑛) − ( )
𝑛−1

Normal 𝜇 𝑋 𝑋

𝑛 2 𝑛 2
2 (𝑋𝑖 − 𝑋) (𝑋𝑖 − 𝑋)
𝜎 ∑ ∑
𝑛 𝑛−1
𝑖=1 𝑖=1

1 𝑛−1
Exponential 𝜃
𝑋 𝑛𝑋

Poisson 𝜆 𝑋 𝑋

𝑌 𝑌
Binomial 𝑝
𝑛 𝑛

𝑘 𝑘(𝑛 − 1)
Negative Binomial 𝑝
𝑋 𝑛𝑋
1 𝑛−1
Geometric 𝑝
𝑋 𝑛𝑋
 𝑵𝒐𝒕𝒂𝒕𝒊𝒐𝒏 𝒇(𝒙) 𝑬(𝒙) 𝑽(𝒙) 𝑴𝑿 (𝒕)

1 1 𝑥−𝜇 2
Normal 2) {−2( 𝜎 ) } 𝑡 2 𝜎2
Distribution
𝑋~𝑁(𝜇, 𝜎 𝑒 𝜇 𝜎2 𝑒 𝜇𝑡+ 2
𝜎√2𝜋

1 𝑎+𝑏 (𝑏 − 𝑎)2 𝑒 𝑏𝑡 − 𝑒 𝑎𝑡
Uniform 𝑋~𝑈[𝑎, 𝑏]
𝑏−𝑎 2 12 𝑡(𝑏 − 𝑎)

Gamma 𝑋~𝐺𝑎𝑚𝑚𝑎(𝑎, 𝜆) 𝑎 𝜆 −𝑎𝑥 λ−1 𝜆 𝜆 𝑡 −λ

Distribution 𝑋~𝛾(𝑎, 𝜆) 𝑒 𝑥 (1 − )
Γ(λ) 𝑎 𝑎2 𝑎

1 𝜇 𝜇𝜈
Beta -1st Kind 𝑋~β1 (𝜇, 𝜈) . 𝑥 𝜇−1 (1 − 𝑥)𝜈−1
𝛽(𝜇, 𝜈) 𝜇+𝜈 (𝜇 + 𝜈)2 (𝜇 + 𝜈 + 1)

1 𝑥 𝜇−1 𝜇 𝜇(𝜇 + 𝜈 + 1)
Beta – 2nd Kind 𝑋~β2 (𝜇, 𝜈) .
β(𝜇, 𝜈) (1 + 𝑥)𝜇+𝜈 𝜈−1 (𝜈 − 1)2 (𝜈 − 2)

Exponential 1 1 𝑡 −1
Distribution
𝑋~𝑒𝑥𝑝(𝜃) 𝜃𝑒 −𝜃𝑥 ; 𝑥 > 0 (1 − )
𝜃 𝜃2 𝜃
𝑛
1 2 (1
( )
Chi-Square 2
𝑋~𝜒(𝑛) 2 . 𝑒 (−12𝜒2) (𝜒 2)(𝑛2)−1 𝑛 2𝑛 𝑛
𝑛 − 2𝑡)− 2
Γ (2 )
1 1
. 𝑛
t – distribution 𝑡~𝑡𝑛 1 𝑣 2 (𝑣+1)/2 0 . (𝑛 > 2)
√𝑣β2 (2 , 2) (1 + 𝑡 ) 𝑛−2
𝑣
𝑣1
𝑣 2 𝑣1
F–
(𝑣1 ) 𝐹 2 −1 𝑣2 2𝑣2(𝑣2 + 𝑣1 − 2)
𝐹~𝐹(𝑣1,𝑣2) 2
distribution 𝑣 𝑣 . (𝑣 +𝑣 )/2 𝑣2 − 2 𝑣1 (𝑣2 − 2)2 (𝑣2 − 4)
𝛽 ( 21 , 22 ) (1 + 𝑣1 𝐹) 1 2
𝑣2
Overview of Continuous Probability Distribution