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    Table Common Distributions

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    Andrew Good
    This document summarizes common probability distributions covered in ACTSC 431/831. It outlines key discrete distributions like the Poisson, binomial, negative binomial, and geometric distributions. It also outlines key continuous distributions like the gamma, normal, beta, Pareto, and uniform distributions. For each distribution, it provides the probability mass or density function and gives formulas for the expected value and variance.

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    Table Common Distributions

    Uploaded by

    Andrew Good
    318 views3 pages
    This document summarizes common probability distributions covered in ACTSC 431/831. It outlines key discrete distributions like the Poisson, binomial, negative binomial, and geometric distributions. It also outlines key continuous distributions like the gamma, normal, beta, Pareto, and uniform distributions. For each distribution, it provides the probability mass or density function and gives formulas for the expected value and variance.

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    This document summarizes common probability distributions covered in ACTSC 431/831. It outlines key discrete distributions like the Poisson, binomial, negative binomial, and geometric distributions. It also outlines key continuous distributions like the gamma, normal, beta, Pareto, and uniform distributions. For each distribution, it provides the probability mass or density function and gives formulas for the expected value and variance.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    318 views3 pages

    Table Common Distributions

    Uploaded by

    Andrew Good
    This document summarizes common probability distributions covered in ACTSC 431/831. It outlines key discrete distributions like the Poisson, binomial, negative binomial, and geometric distributions. It also outlines key continuous distributions like the gamma, normal, beta, Pareto, and uniform distributions. For each distribution, it provides the probability mass or density function and gives formulas for the expected value and variance.

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    Attribution Non-Commercial (BY-NC)
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    Table of Common Distributions for ACTSC 431/831

    1. Discrete Distributions (a) Poisson with parameter > 0: A random variable X is said to have a Poisson distribution denoted by X P () if X has the following probability function (pf): Pr{X = k} = with E(X) = V ar(X) = ; the mgf MX (t) = E(etX ) = exp{(et 1)}; and the pgf PX (z) = E(z X ) = exp{(z 1)}. (b) Binomial with parameters n (positive integer) and 0 < p < 1: A random variable X is said to have a binomial distribution denoted by X b(n, p) if X has the following pf: Pr{X = k} = with E(X) = np; V ar(X) = np(1 p); MX (t) = (1 + p(et 1))n ; and PX (z) = (1 + p(z 1))n . (c) Bernoulli with parameter 0 < p < 1 is a special binomial distribution when n = 1, i.e. b(1, p). (d) Negative Binomial with parameters r > 0 and > 0: A random variable X is said to have a negative binomial distribution denoted by X N B(r, ) if X has the following pf: k+r1 Pr{X = k} = k with E(X) = r; V ar(X) = r(1 + ); MX (t) = (1 (et 1))r ; and PX (z) = (1 (z 1))r . 1 1+
    r

    k e , k = 0, 1, 2, k!

    n k p (1 p)nk , k = 0, 1, , n k

    1+

    , k = 0, 1, 2,

    (e) Geometric with parameter > 0 is a special negative binomial distribution when r = 1, i.e. N B(1, ). 2. Continuous Distributions Gamma with parameters > 0 and > 0: A random variable X is said to have a gamma distribution denoted by X G(, ) if X has the following probability density function (pdf): x1 e f (x) = , x0 () with E(X) = , V ar(X) = ,
    2
    x

    and

    MX (t) =

    1 1 t

    for t <

    1 .

    The gamma function () is dened by

    () =
    0

    x1 ex dx, > 0

    with ( + 1) = () for > 0 and (n + 1) = n! for n = 0, 1, 2, . Exponential with parameter > 0 is a special gamma distribution when = 1, i.e. G(1, ). Normal with parameters > 0 and 2 > 0: A random variable X is said to have a normal distribution denoted by X N (, 2 ) if X has the following pdf:
    (x)2 1 e 22 , < x < f (x) = 2

    with E(X) = , V ar(X) = 2 , and MX (t) = e t+


    2 t2 2

    Beta with parameters > 0 and > 0: A random variable X is said to have a beta distribution denoted by X Beta(, ) if X has the following pdf: f (x) = with E(X) = and V ar(X) = . 2 ( + + 1) + ( + ) ( + ) 1 x (1 x)1 , 0 < x < 1 ()()

    Pareto with parameters > 0 and > 0: A random variable X is said to have a Pareto distribution denoted by X P areto(, ) if X has the following pdf: f (x) = , x 0, (x + )+1 or equivalently, X has the following distribution function F (x) = 1 +x with E(X) = 2 for > 1 and V ar(X) = for > 2. 1 ( 1)2 ( 2)

    , x0

    Uniform on the interval (a, b) with parameters < a < b < : A random variable X is said to have a uniform distribution on the interval (a, b) denoted by X U (a, b) if X has the following pdf: f (x) = with E(X) =
    a+b 2

    1 , a<x<b ba
    (ba)2 . 12

    and V ar(X) =

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