Summary of Special Probability Distributions

Continuous Probability Distributions
Distribution Uniform on [a, b] Normal Exponential Gamma Chi-square Parameters a, b Density Function 1 f ( x) = , a≤ x≤b b−a Mean
µ=
b+a . 2

Variance

σ2 =

(b − a )
12

2

Moment Generating Function etb − eta , t ≠ 0. M (t ) = (b − a ) t

µ, σ
λ

f ( x) =

1 e σ 2π

( x − µ )2 −
2σ 2

, −∞ < x < ∞

µ

σ2
1

M (t ) = e

µ t + σ 2t 2

1 2

.

f ( x ) = λ e − λ x if x ≥ 0

µ=
µ=

λ
r

σ2 =
σ2 =

1

λ

2

λ, r
n

f ( x) =

Γ (r )

λr

x r −1e − λ x , x > 0

r

λ

λ2

, t<λ λ −t r ⎛ λ ⎞ M (t ) = ⎜ ⎟ , t<λ ⎝ λ −t ⎠
⎛ 1 ⎞ M (t ) = ⎜ 1 2 ⎟ ⎝ 2 −t ⎠
n2

M X (t ) =

λ

n −1 1 f ( x ) = n 2 n x 2 e− x 2 , x > 0 2 Γ( 2 )

µ=n

σ 2 = 2n

=

1

(1 − 2t )

n2

, t<

1 2

Discrete Probability Distributions
Distribution Binomial
Negative Binomial Geometric Poisson

Parameters n, p
k, p

Mass Function
⎛n⎞ n− x f ( x ) = ⎜ ⎟ p x (1 − p ) , x = 0, 1, 2, …, n ⎝ x⎠ ⎛ x − 1⎞ k x−k f ( x) = ⎜ ⎟ p (1 − p ) , ⎝ k − 1⎠ x = k , k + 1, k + 2, … .

Mean
µ = np

Variance

Moment Generating Function
M ( t ) = 1 + p ( et − 1)

σ 2 = np (1 − p )
k (1 − p ) σ = p2
2

(

)

n

k µ= p

M X (t ) =

( pe )

t k k

⎡1 − (1 − p ) et ⎤ ⎣ ⎦

, t < − ln (1 − p )

p

f ( x ) = p (1 − p ) f ( x ) = e− λ

x −1

, x = 1, 2, 3, …

µ=

1 p

σ2 =

1− p p2

M X (t ) =

pet , t < − ln (1 − p ) 1 − (1 − p ) et

λ

λx
x!

, x = 0, 1, 2, …

µ =λ

σ2 =λ

M ( t ) = exp ⎡λ ( et − 1) ⎤ ⎣ ⎦

Master your semester with Scribd & The New York Times

Special offer for students: Only $4.99/month.

Master your semester with Scribd & The New York Times

Cancel anytime.