Distribution of Continuous Random Variables

Name

density (pdf )

distribution (cdf )

1
ba

Uniform

f (x) =

Exponential

f (x) = ex

Normal

f (x) =

1 e
2

Pareto

f (x) =

(x+)+1

Gamma

f (x) =

1 x
e
() x

Beta

f (x) =

(+) 1
(1
()() x

Lognormal

f (x) =

e
x 2

Weibull

f (x) = x ( x ) e( )

mean

variance

mgf

a+b
2

(ba)2
12

MX (t) =

ebt eat
btat

F (x) = 1 ex

1
2

MX (t) =

F (x) = ( x
)

MX (t) = et+

F (x) = 1 ( x+
)

2
(2)(1)2

(+)2 (++1)

F (x) =

(x)2
2 2

xa
ba

x)1

(ln(x))2
2 2

e+

2
2

2 t2
2

MX (t) = ( t
)

(e 1)e2+

F (x) = 1 e( )

Chi-Square with k degrees of freedom

Gamma(

= k2 , =

1
2 ).