VARIABLE FUNCIÓN DE DENSIDAD MEDIA VARIANZA GENERADORA DE

ALEATORIA MOMENTOS

Gamma x α −1
−x
β
μ=αβ σ 2=α β 2 Mx ( t ) =(1− βt )−α
f ( x )= e
τ ( α ) βα

x>0, α>0, β>0

Exponencial 1
−x
β
μ= β σ 2=β 2 Mx ( t ) =(1− βt )−1
f ( x )= e
β

x>0, β>0
JI-Cuadrado ( x 2) n
2
−1 −x μ=n σ 2=2 n Mx ( t ) =(1−2t)−n/ 2
x 2
f ( x )= n
e
n 2
τ ( )2
2

x>0
Earlang xn−1 −x
β
μ=nβ σ 2=n β 2 Mx ( t ) =(1− βt )−n
f ( x )= e
τ (n)β n

x>0, n>0, β>0

2 2 2
Normal −1 x−μ Estandarizada Estandarizada σ t
1 2 σ( ) Mx ( t ) =e
μt +
2
f ( x )= e μ=O σ 2=1
σ √2 π
X ∈R

Beta τ ( α + β ) ( α−1 ) α αβ
f ( x )= x ( 1−x ) β−1 μ= σ 2=
τ (α ) τ (β ) α +β 2
( α + β ) (α + β +1)
0 ≤ x ≤ 1, α >o , β >0
Uniforme 1 α +β ( β −α )2 e βt −e αt
f ( x )= μ= σ= Mx ( t ) =
β−α 2 12 ( β−α ) t
X ∈ R α ≤ x≤ β α <β