A P P E N D I X

C
Means, Variances and Moment-
Generating Functions for Some
Common Continuous Variables

Moment-Generating
Distribution Probability Function Mean Variance Function
1 q2 þ q1 ðq2  q1 Þ2 etq2  etq1
Uniform f ðxÞ ¼ ; q1  N  q2
q2  q1 2 12 tðq2  q1 Þ
     
1 1 t2 a2
Normal f ðxÞ ¼ pffiffiffiffiffiffi exp  ðx  mÞ 2
m s2 exp mt þ
s 2p 2s2 2
 
1
Gamma f ðxÞ ¼ xa1 ex=b ab ab2 (1 e bt)ea
GðaÞba

ðc2 Þðn=2Þ1 ec =2

2

Chi-squared f ðc2 Þ ¼ n 2n (1 e 2t)en/2

2n=2 Gðn=2Þ
 
Gða þ bÞ a1 a ab
Beta f ðxÞ ¼ x ð1  xÞb1 Does not exist in
GðaÞGðbÞ aþb ða þ bÞ2 ða þ b þ 1Þ closed form

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