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# Name Range PX (k) = P (X = k) Mean Variance MGF

## Bernoulli(p) {0, 1} PX (1) = p; PX (0) = 1 p p p(1 p) (1 p) + pet

n k
Binomial(n,p) {0, 1, ..., n} k
p (1 p)nk np np(1 p) ((1 p) + pet )n
1p 1p p
Geometric(p) {0, 1, 2, ...} p(1 p)k p p2 1(1p)et
, t < ln(1 p)
 
r+k1 r(1p) r(1p) p
NB(r,p) {0, 1, 2, ...} r1
pr (1 p)k p p2
( 1(1p)e r
t ) , t < ln(1 p)
e k
Poisson() {0, 1, 2, ...} k!
exp((et 1))

## Name Range PDF fX (x) CDF FX (x) Mean Variance MGF

1 xa a+b 1 eta etb
Uniform(a,b) [a, b] ba ba 2 12
(b a)2 t(ba)
t 6= 0
,
x x 1 1
Exponential() [0, ) e 1e 2 t
,t
<
r
Gamma(r, ) [0, ) (r1)!
xr1 ex Beyond scope r

r
2
r
( t ) ,
t<
(x)2 1
1 e
2 t2
Normal(, 2 ) (, ) 2
2 2 ( x

) 2 et+ 2

## Useful relationships between standard discrete distributions

Pn
If X1 , X2 , ..., Xn are independent Bernoulli(p) random variables, then i=1 Xi Binomial(n,p).
Pr
If X1 , X2 , ..., Xr are independent Geometric(p) random variables, then i=1 Xi NB(r,p).

If X1 and X2 are independent Poisson(1 ) and Poisson(2 ) random variables respectively, then
X1 + X2 Poisson(1 + 2 ).

## Useful relationships between standard continuous distributions

Pr
If X1 , X2 , ..., Xr are independent Exponential() random variables, then i=1 Xi Gamma(r,).
X
If X Normal(, 2 ), then Z =
Normal(0, 1).

## If X1 Normal(1 , 12 ) and X2 Normal(2 , 22 ) are independent, then aX1 + bX2

Normal(a1 + b2 , a2 12 + b2 22 ).

If U Uniform(0, 1), and FX is the CDF for a random variable X then the random variable
FX1 (U ) has the same distribution (PDF and CDF) as X.