Commonly used distributions

Normal distribution
Formula: ()

Domain:
Parameters: Mean standard deviation
Uniform distribution (real number form)
Formula: () {

Domain:
Parameters: Low X, High X
Uniform distribution (integer number form)
Formula: () {

Domain:
Parameters:



Triangular distribution
Formula:
()
{

( )

( ) (

)

Domain:
Parameters: Low X, Mode (likeliest), High X
Fractile distributions (10/50/90 et al)
Formula: Equal probability for Low X and High X (e.g., .30 or .25,
remainder for Median, 0 for other values.
Domain: Low X, Median X, High X
Parameters: Low X, Median X, High X
More continuous distributions
Beta distribution (integer form)
Formula: ()
()
()()

( )

Domain:
Parameters:
Details:

Beta distribution (real number form)
Formula: ()
()
( )
()
()
()()

Domain:
Parameters:
Details:

()

The parameters a and b can be approximated from a mean
and standard deviation :
(
()

)
( ) (

( ) )

Dirichlet distribution (multivariate, normalized beta)
Formula:

where
Domain:

where

Parameters:

Details: See Chapter 22.

Chi distribution
Formula: ()
(

)

Domain:
Parameters:

Chi-Squared distribution
Formula: ()

()

)

Domain:
Parameters:

Erlang distribution
Formula: ()
()

()

Domain:
Parameters:

Exponential distribution
Formula: ()

Domain:
Parameters:

Gamma distribution
Formula: ()

()
()

Domain:
Parameters:
Details:

The parameters and can be approximated from a mean
and standard deviation :

Hyper-exponential distribution
Formula: ()

( )

()

Domain:
Parameters:

Laplace distribution
Formula: ()

||

Domain:
Parameters:

Logistic distribution
Formula: ()

()
(
()
)

Domain:
Parameters:


Lognormal distribution
Formula: ()

(
(())

)

Domain:
Parameters:
Details: The parameters and are the mean and standard deviation
respectively, from the distribution of the ln(x), and can be
approximated:
()
(

)
Maxwell distribution
Formula: ()

Domain:
Parameters:

Rayleigh distribution
Formula: ()

)

Domain:
Parameters:


Weibull distribution
Formula: ()

Domain:
Parameters:

More discrete distributions
Binomial distribution
Formula: () (

( )

Domain:
Parameters:

Poisson distribution
Formula: ( )

Domain:
Parameters: