Normal (or Gaussian), N(, 2 )

List of Standard
Probability Distributions (RTB)

f (x|, ) =

Discrete Probability Distributions

Bernoulli, Be(p)
n
p
p(k|p) = 1 p

1
2 2

E(X) = p, Var(X) = p(1 p), M (t) = e p + 1 p.

Binomial, Bi(n, p)
 
n k
p(k|n, p) =
p (1 p)nk , k = 0, 1, . . . , n.
k
Var(X) = np(1 p).

M (t) = (1 p + et p)n .

, < x < .

E(X) = , Var(X) = 2 , M (t) = et+ 2

k1

p(k|p) = p(1 p)

f (x|, ) =

1
x1 ex/ ,
()

x > 0.

E(X) = , Var(X) = 2 , : M (t) = (1 t)

Exponential: Exp() Gamma(1, ).

Chi-square with k
degrees of freedom:
2 (k) Gamma k2 , 2 .
Beta, Beta(a, b)
f (x|a, b) =

2 2

Gamma, Gamma(, )

Geometric, Ge(p)

E(X) =

12 ( x
)

if x = 1
if x = 0 , k = 0, 1.
t

E(X) = np,

k = 1, 2, 3, . . .

1p
et p
1
, Var(X) =
, M (t) =
2
p
p
1 (1 p)et

Negative Binomial, NegBi(r, p)



k1 r
p(k|r, p) =
p (1p)kr , k = r, r+1, r+2, . . .
r1

(a + b) a1
x
(1 x)b1 ,
(a)(b)

0 < x < 1.
a
,
E(X) =
a+b
ab
.
Var(X) =
(a + b)2 (a + b + 1)
!

k1
X
Y a+r
tk
M (t) = 1 +
.
a + b + r k!
r=1

k=1

r
r
r(1 p)
et p
E(X) = , Var(X) =
, M (t) =
p
p2
1 (1 p)et Students t with k degrees of freedom, t(k)

Poisson, Po()
p(k|) =

f (x|k) =
k e
,
k!

k = 0, 1, . . . .

E(X) = , Var(X) = , M (t) = e(e

< x < , k = 1, 2, . . .
t

1)

Hypergeometric, Hyper(n, N, D)




D N D
p(k|n, N, D) =

nk


N
n

k = 0, 1, . . . , n.

nD
E(X) =
,
N


nD (n 1)(D 1)
nD
Var(X) =
+1
.
N
N 1
N
M (t) not important/useful.
Continuous Probability Distributions
(Continuous) Uniform, U(a, b)
f (x|a, b) =
E(X) =

1
,
ba

( k+1
1
2 ) 1

k+1 ,
( k2 )
k 1 + x2
2
k

a < x < b.

(b a)2
ebt eat
a+b
, Var(X) =
, M (t) =
2
12
(b a)t

E(X) = 0, k > 1,

Var(X) =

k
, k > 2.
k2

M (t) does not exists.

Snedecor F with m and n degrees of freedom,
F (m, n)
m2

 m m/2
( m+n
x 2
2 )
f (x|m, n) =
,
n
m


 m+n
( 2 )( 2 ) n
2
1+ m
n x
0 < x < ,

m, n = 1, 2, 3, . . .
n
E(X) =
, n > 2.
n2

2 

n
m+n2
Var(X) = 2
, n > 4.
n2
m(n 4)
M (t)

does not exists.