Poisson

x e
PMF: f (x) = , for x = 0, 1, 2, . . .
x!
x is the number of changes in a unit of time or length.
is the average number of changes in a unit of time or length in a Poisson process.
2 x
CDF: P (X x) = e (1 + + 2! + + x! )
= 2 =
t 1)
MGF: M (t) = e(e

Continuous Distributions
Uniform, U (a, b)
1
PDF: f (x) = , for a x b
ba
xa
CDF: P (X x) = , for a x b
ba
a+b (b a)2
= and 2 =
2 12
etb eta
MGF: M (t) = , for t 6= 0, and M (0) = 1
t(b a)
Exponential
1
PDF: f (x) = ex/ , for x 0

x is the waiting time we are experiencing to see one change occur.
is the average waiting time between changes in a Poisson process. (Sometimes called the
hazard rate.)
CDF: P (X x) = 1 ex/ , for x 0.
= and 2 = 2
1
MGF: M (t) =
1 t
Distribution is said to be memoryless, because P (X x1 + x2 |X x1 ) = P (X x2 ).

Gamma
1 1
PDF: f (x) =
x1 ex/ = x1 ex/ , for x 0
() ( 1)!
x is the waiting time we are experiencing to see changes.
is the average waiting time between changes in a Poisson process and is the number of
changes that we are waiting to see.
= and 2 = 2
1
MGF: M (t) =
(1 t)
Chi-square (Gamma with = 2 and = 2r )
1
PDF: f (x) = xr/21 ex/2 , for x 0
(r/2)2r/2
= r and 2 = 2r
1
MGF: M (t) =
(1 2t)r/2