Table I Summary of Common Probability Distributions

Probability
Name Distribution Mean Variance
Discrete
1 1b 1 a2 1b 2 a 1 12 2 2 1
Uniform n, a # b 2 12

a b px 11 2 p2 n2x,
n
Binomial np np11 2 p2
x
x 5 0, 1, . . . , n, 0 # p # 1

Geometric 11 2 p2 x21p, 1/p 11 2 p2 /p2

x 5 1, 2, . . . , 0 # p # 1

a b 11 2 p2 x2rpr
x21
Negative binomial r/p r11 2 p2 /p2
r21
x 5 r, r 1 1, r 1 2, . . . , 0 # p # 1

a ba b
K N2K

np11 2 p2 a b
x n2x N2n
Hypergeometric np,
a b
N N21
n K
where p 5
N
x 5 max10, n 2 N 1 K2, 1, . . .
min1K, n2, K # N, n # N
2l x
e l
Poisson , x 5 0, 1, 2, . . . , 0 , l l l
x!
Continuous
1 1b 1 a2 1b 2 a2 2
Uniform ,a#x#b
b2a 2 12

e2 /2 1 s 2
1 x2m 2
1
Normal m s2
s12p
2` , x , `, 2` , m , `, 0 , s

Exponential le2lx, 0 # x, 0 , l 1/l 1/l2

r r21 2lx
lx e
r/l2
1r 2 12!
Erlang , 0 , x, r 5 1, 2, . . . r/l

lxr21e2lx
Gamma , 0 , x, 0 , r, 0 , l r/l r/l2
G1r2
b x b21 21x/d2b
a b e dG a1 1 b d2G a1 1 b
1 2
Weibull ,
d d b b
1 2
0 , x, 0 , b, 0 , d 2d2 c G a1 1 bd
b
23ln1x2 2 u4 2
b e2u1v 1ev 212
1 2 2 2
Lognormal expa eu1v /2
xs22p 2v2