!

A-4 APPENDIX A Statistical Tables and Charts

TABLE I Summary of Common Probability Distributions

Probability Section
Name Distribution Mean Variance in Book
Discrete

,a ≤ b
1 (b + a) (b − a + 1)2 − 1
Uniform 3-5
n 2 12
⎛n⎞
Binomial ⎜ ⎟ px (1 − p)n−x np np(1 − p) 3-6
⎜x⎟
⎝ ⎠
x = 0, 1, … , n, 0 ≤ p ≤ 1

(1 − p)x−1 p
x = 1, 2, … , 0 ≤ p ≤ 1
Geometric 1∕p (1 − p)∕p2 3-7

⎛x − 1⎞
⎜ ⎟ (1 − p)x−r pr
Negative binomial ⎜r − 1⎟ r∕p r(1 − p)∕p2 3-7
⎝ ⎠
x = r, r + 1, r + 2, … , 0 ≤ p ≤ 1
⎛ ⎞ ⎛ ⎞
⎜K ⎟ ⎜N − K ⎟
⎜ ⎟ ⎜ ⎟
⎜x ⎟ ⎜n − x ⎟
⎝ ⎠ ⎝ ⎠
⎛ ⎞ np ( )
⎜N ⎟ N−n
Hypergeometric K np(1 − p) 3-8
!
⎜ ⎟
⎜n ⎟ where p = N−1
⎝ ⎠
N
x = max(0, n − N + K), 1, …
min(K, n), K ≤ N, n ≤ N
e−λ λx
Poisson , x = 0, 1, 2, …, 0 < λ λ λ 3-9
x!
Continuous

,a ≤ x ≤ b
1 (b + a) (b − a)2
Uniform 4-5
b−a 2 12
( )
1 −1∕2 σ
x−μ 2 μ σ2 4-6
√ e
Normal σ 2π

−∞ < x < ∞, −∞ < μ < ∞, 0 < σ

Exponential λe−λx , 0 ≤ x, 0 < λ 1∕λ 1∕λ2 4-8
r r−1 −λx
λx e
Erlang , 0 < x, r = 1, 2, … r∕λ r∕λ2 4-9.1
(r − 1)!
λxr−1 e−λx
Gamma , 0 < x, 0 < r, 0 < λ r∕λ r∕λ2 4-9.2
Γ(r)
β ( x )β−1 −(x∕δ)β ( ) ( ) [ ( )]2
e 1 2 1
Weibull δ δ δΓ 1 + δ2 Γ 1 + −δ2 Γ 1 + 4-10
0 < x, 0 < β, 0 < δ β β β
( )
1 −[ln(x) − θ]2 2 ∕2 2 2
Lognormal √ exp eθ+ω e2θ+ω (eω − 1) 4-11
xω 2π 2ω2
Γ(α + β) α−1
x (1 − x)β−1 α αβ
Beta Γ(α)Γ(β) 4-12
0 ≤ x ≤ 1, 0 < α, 0 < β
α+β (α + β)2 (α + β + 1)