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Distribuciones de Probabilidad Formulario

This document provides information about several common probability distributions including their probability mass or density functions, parameters, mean, variance, and moment generating functions. It lists both discrete distributions like the Bernoulli, binomial, geometric, negative binomial, and Poisson distributions as well as continuous distributions such as the uniform, normal, gamma, chi-squared, t-student, F, Weibull, and Pareto distributions. For each distribution, the key characteristics are defined.

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Eliud González Vázquez
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82 views1 page

Distribuciones de Probabilidad Formulario

This document provides information about several common probability distributions including their probability mass or density functions, parameters, mean, variance, and moment generating functions. It lists both discrete distributions like the Bernoulli, binomial, geometric, negative binomial, and Poisson distributions as well as continuous distributions such as the uniform, normal, gamma, chi-squared, t-student, F, Weibull, and Pareto distributions. For each distribution, the key characteristics are defined.

Uploaded by

Eliud González Vázquez
Copyright
© Attribution Non-Commercial (BY-NC)
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

Formulario

Algunas Distribuciones de Probabilidad

Distribuciones Discretas
Distribuci
on

Funcion masa
de probabilidad

Parametros
p+q =1

Media

Bernoulli

f (x) = px q 1x I{0,1} (x)



f (x) = nx px q nx I{0,1,...,n} (x)

0<p<1

pq

q + pet

0<p<1

np

npq

(q + pet )n

f (x) = pq x I{0,1,... } (x)

0<p<1

q/p

q/p2

r+x1
x

0<p<1
r>0

rq/p

rq/p2

p/(1 qet )

r

>0

Binomial
Geometrica
Binomial
Negativa

f (x) =

Poisson

f (x) =

x
x!

pr q x I{0,1,... } (x)

e I{0,1,... } (x)

Varianza Funci
on generadora
2
de momentos M (t)

p
1qet

e(e

1)

Distribuciones Continuas
Distribuci
on

Funci
on de densidad
de probabilidad

Uniforme

f (x) =

1
ba I[a,b] (x)

Normal o
Gaussiana

f (x) =

1 e 2
2

Gamma

f (x) =

x1 ex/
+
() IR (x)

2
1 (x)
2

IR (x)

Parametros

Media

Varianza
2

Funci
on generadora
de momentos M (t)

a, b R
a<b

(a + b)/2

(b a)2 /12

ebt eat
(ba)t

R
R+

et+ 2

R+
R+

(1 t)
t < 1/

nN

2n

(1 2t)
t < 1/2

nN

n/(n 2)
n>2

m, n N

n/(n 2)
n>2

Ji-Cuadrada f (x) =
2n

x 2 1 ex/2
I + (x)
2n/2 (n/2) R

t-Student

f (x) =

[(n+1)/2]

n (n/2)

f (x) =

[(m+n)/2]
(m/2)(n/2)

1 + x2 /n

 n+1
2

IR (x)


m m/2
x(m2)/2
n
[1+(m/n)x](m+n)/2

IR+ (x)

2n2 (m+n2)
m(n2)2 (n4)

2 2

n/2

no existe

no existe

n>4

Weibull

f (x) = x1 ex IR+ (x)

>0
>0

Pareto

f (x) =

I
(x)
x+1 [,)

>0

2
(1)2 (2)

>0

>1

>2

E. Barrios

1/ (1 + 1/) 2/ (1 + 2/) E[X r ] = r/ (1 + r/)


2 (1 + 1/)
no existe

Abril 2012

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