FORMULA SHEET

Binomial Sums Normal Distribution 𝑟−1

𝑒 −𝜆𝑥 (𝜆𝑥)𝑘
𝑃(𝑋 > 𝑥) = ∑
𝑘!
𝑝(𝑋 = 𝑥) = (𝑛𝐶𝑥)𝑝 𝑥 𝑞𝑛−𝑥 Density Function: 𝑘=0

𝑝(𝑎 < 𝑥 < 𝑏) = ∑𝑏𝑎(𝑛𝐶𝑥)𝑝 𝑥 𝑞𝑛−𝑥 1 𝑥−𝑢 2 Probability Density Function:

]
𝑛(𝑥, µ, 𝜎) = 𝑒 −0.5[ 𝜎
√2𝜋
Poisson and Poisson Sum 𝜆𝑟 𝑥 𝑟−1 𝑒 −𝜆𝑥
𝑓(𝑥) =
Areas Under The Normal Curve (𝑟 − 1)!
𝑒 −µ µ𝑥
𝑓(𝑥) = 𝑋2 𝑥−𝑢 2 Gamma Distribution
𝑥! 1 ]
𝑃(𝑋1 < 𝑥 < 𝑋2 = ∫ 𝑒 −0.5[ 𝜎
𝜆𝑟 𝑥 𝑟−1 𝑒 −𝜆𝑥
𝑏
𝑋1 √2𝜋 𝑓(𝑥) =
𝑒 −µ µ𝑥 Г(𝑟)
𝑃(𝑎 ≤ 𝑥 ≤ 𝑏) = ∑
𝑥! z = standard normal random variable
𝑎

Geometric Distribution Exponential Distribution

Gamma Function:
𝑏
𝑓(𝑥) = [(1 − 𝑝)𝑥−1 (𝑝)] ∫ 𝑥𝑒 −𝜆𝑥 𝑑𝑥 ∞
𝑎 Г(𝑟) = ∫ 𝑥 𝑟−1 𝑒 −𝑥 𝑑𝑥
0
1 1−𝑝
µ= ,𝜎 = 1 1
𝑝 𝑝2 µ = 𝐸(𝑋) = , 𝜎 2 = 𝑉(𝑋) = 2 𝑟 2 𝑟
𝜆 𝜆 µ= ,𝜎 = 2
𝜆 𝜆
Negative Binomial Distribution
Weibull Distribution
𝑏

𝑓(𝑥) = ∑(𝑥 − 1 𝐶 𝑟 − 1)(1 − 𝑝)𝑥−𝑟 (𝑝)𝑛 Continuous Probability Distribution

𝛽 𝑥 𝛽−1 [−𝑥]𝛽
𝑎 𝑓(𝑥) = ( ) 𝑒 𝛿
𝑥 𝛿 𝛿
𝑓(𝑥) = 𝑃(𝑡 ≤ 𝑥) = ∫ 𝑓(𝑡)𝑑𝑡
𝑟 𝑟(1 − 𝑝) −∞ Lognormal Distribution
µ= ,𝜎 =
𝑝 𝑝2
Joint Probability Distribution 1 (ln(𝑥)−ɵ)2
[−
Hypergeometric Random Variable 𝑓(𝑥) = 𝑒 2𝑤 2
𝑥𝑤√2𝜋
Marginal Distribution:
(𝑘𝐶𝑥)(𝑁 − 𝑘 𝐶 𝑛 − 𝑥) 𝑤2
𝑓(𝑥) = 𝑏 𝑏 µ = 𝑒 ɵ+ 2 , 𝜎 2 = 𝑒 2ɵ+𝑤 (𝑒 𝑤 − 1)
2 2
(𝑁 𝑐 𝑛) 𝑔(𝑥) = ∫𝑎 𝑓(𝑥, 𝑦)𝑑𝑦 , ℎ(𝑦) = ∫𝑎 𝑓(𝑥, 𝑦)𝑑𝑥

𝐾 𝑁−𝑛
µ=𝑛 , 𝜎 = 𝑛𝑝(1 − 𝑝)( ) Conditional Distribution:
𝑁 𝑛−1
Beta Distribution
𝑓(𝑥, 𝑦)
Continuous Uniform Distribution 𝑓(𝑦|𝑥) =
𝑔(𝑥)
Г(𝛼 + 𝛽) 𝛼−1
1 𝑓(𝑥) = 𝑥 (1 − 𝑥)𝛽−1
𝑓(𝑥, 𝑦) Г(𝛼)Г(𝛽)
𝑓(𝑥) = , 𝐴 ≤ 𝑥 ≤ 𝐵 ; 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
𝐵−𝐴 𝑓(𝑥|𝑦) =
ℎ(𝑦)
𝐴 + 𝐵 2 (𝐵 − 𝐴)2
µ= ,𝜎 = Erlang Random Variable
2 12