538 PARAMETRIC FAMILIES OF DISTRIBUTIONS APPENDIX 8 Table 1 DISCRETE DISTRIBUTIONS Name of parametric family of Parameter Mean distributions Discrete density functions /() * space w= 6X] a F0)=4 tow) at Bernoulli S) = Pg "To, 11(8) O @=1-p) ee Hox) =(") ppt Binomial 0) -(S)orerte. Oo a Geometric $0) = patho, toa) o01 DISCRETE DISTRIBUTIONS 539 Moment generating Variance Moments pj = 6[X"] or wy = EX — p)'] function of = 6(X— py") and/or cumulants «, Sle] Nee , M+? $ Lon 7 war G aoe , V+ DQN + DGN?+3N-1) a 30 Pa HL p for alr atpet "09 Ha = npata — p) (q+ pe" Ha = 3n*p?q? + npa(] — 6pq) K M-KM-n not useful lus wa a+ Gr +44? +4") aaa540 PARAMETRIC FAMILIES OF DISTRIBUTIONS APPENDIX B Table 2 CONTINUOUS DISTRIBUTIONS ‘Name of parametric family of Cumulative distribution function F(-) Parameter Mean distributions or probability density function f() ‘space B= 6[X] eormee | £0) = 5A nwle) -eo ; Yen ten ae A>o r Gamma f= To ° “Teo.2) r>0 x Leer 1 a>o Beta $0) =o) §— 529 siamese Meu w2 a tet ¥ ¥ * 4 etd ® TTPO ab _ Bir +a,6) @ro+ Dare Bab) net uietel Does not exist Do not exist Characteristic function ise" exp +207) uh = explrp t+ $1? 07] not useful ~exp[2p +07) 2p ér=0 for r odd; b= rl Br for reven (continued)‘542 PARAMETRIC FAMILIES OF DISTRIBUTIONS APPPENDIX B Table 2, CONTINUOUS DISTRIBUTIONS (continued) ‘Name of parametric family of Cumulative distribution function F(-) Parameter Mean distributions or probability density function /(-) ‘space p> eX) Weibull Ha) = abx?-Sexpl a2? Mho,o0(2) oe aT +o" é acres] ~@ 0 Oxo Pareto $08) = or lrg. 2i) 9 wi for 9>1 Gumbel oan —w 1 aoe —_Tilon + m2) (mya F distribution |) = REA) (my manele oe xem forn>2 * Tr oaayer fo.) 4 Chi-square mL (1) mtg e ® Geeitetion | SO ~ ey (Bee) RANA.N| CONTINUOUS DISTRIEUTIONS 543 Moments yr = €[X"] Variance oF py = 6X ~ pY] Moment generating oF = 1X p)} and/or cumulants x, function é{e**) mr = n t a" ees i) a r a for 9 >2 7B? ke = (= BY") forr=2, eT — Ba) 6 where Y-) is digamma function for -< 1/8 p= 0 for k> rand rodd z AB((r + 1/2, (k= ")/2) does not Bes BG, Ri) exist fotki for k> rand r even 2m + Bee (2) Tem/2 + 2 =r) does not mn — a= 4) BN al Ton ayD exist forn>4 forr< 3 , 2TK2+) EEE 7 4 TED (=a) for < 1/2