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  • Continuous Distributions

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    Phạm Đình Quyền
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    The document summarizes key properties of several common continuous random variables: 1) It provides the probability density function (pdf), cumulative distribution function (cdf), mean, variance, and moment generating function (mgf) for uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 2) Common continuous random variables covered include the uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 3) Key metrics like the pdf, cdf, mean, variance and mgf are listed for each distribution to characterize its behavior.

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    continuous distribution

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    The document summarizes key properties of several common continuous random variables: 1) It provides the probability density function (pdf), cumulative distribution function (cdf), mean, variance, and moment generating function (mgf) for uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 2) Common continuous random variables covered include the uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 3) Key metrics like the pdf, cdf, mean, variance and mgf are listed for each distribution to characterize its behavior.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views1 page

    Continuous Distributions

    Uploaded by

    Phạm Đình Quyền
    The document summarizes key properties of several common continuous random variables: 1) It provides the probability density function (pdf), cumulative distribution function (cdf), mean, variance, and moment generating function (mgf) for uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 2) Common continuous random variables covered include the uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 3) Key metrics like the pdf, cdf, mean, variance and mgf are listed for each distribution to characterize its behavior.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Distribution of Continuous Random Variables

    Name density (pdf ) distribution (cdf ) mean variance mgf

    1 xa a+b (ba)2 ebt eat


    Uniform f (x) = ba F (x) = ba 2 12 MX (t) = btat

    Exponential f (x) = ex F (x) = 1 ex 1



    1
    2 MX (t) =
    t

    (x)2 2 t2
    Normal f (x) = 1 e F (x) = ( x MX (t) = et+
    )
    2 2 2
    2

    2
    Pareto f (x) = (x+)+1 F (x) = 1 ( x+ ) 1 (2)(1)2

    1 x
    Gamma f (x) = () x e 2 MX (t) = ( t )

    (+) 1
    Beta f (x) = ()() x (1 x)1 + (+)2 (++1)

    (ln(x))2 2 2 2
    Lognormal f (x) = 1

    x 2
    e 2 2 e+ 2 (e 1)e2+

    x x
    Weibull f (x) = x ( x ) e( ) F (x) = 1 e( )

    Chi-Square with k degrees of freedom Gamma( = k2 , = 1


    2 ).

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