Marks Formula Sheet for Exam P

Discrete distributions

Uniform, U (m)
1
PMF: f (x) = m, for x = 1, 2, . . . , m
m+1 m2 1
= and 2 =
2 12
Hypergeometric
N1 N2



x nx
PMF: f (x) = N


n
x is the number of items from the sample of n items that are from group/type 1.
N1 N1 N2 N n
= n( ) and 2 = n( )( )( )
N N N N 1
Binomial, b(n, p)
 
n x
PMF: f (x) = p (1 p)nx , for x = 0, 1, . . . , n
x
x is the number of successes in n trials.
= np and 2 = np(1 p) = npq
MGF: M (t) = [(1 p) + pet ]n = (q + pet )n

Negative Binomial, nb(r, p)

 
x1 r
PMF: f (x) = p (1 p)xr , for x = r, r + 1, r + 2, . . .
r1
x is the number of trials necessary to see r successes.
1 r r(1 p) rq
= r( ) = and 2 = 2
= 2
p p p p
t r
r
pet

(pe )
MGF: M (t) = =
[1 (1 p)et ]r 1 qet
Geometric, geo(p)

PMF: f (x) = (1 p)x1 p, for x = 1, 2, . . .

x is the number of trials necessary to see 1 success.
CDF: P (X k) = 1 (1 p)k = 1 q k and P (X > k) = (1 p)k = q k
1 1p q
= and 2 = 2
= 2
p p p
pe t pet
MGF: M (t) = =
1 (1 p)et 1 qet
Distribution is said to be memoryless, because P (X > k + j|X > k) = P (X > j).