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Probability Distributions Guide

The document provides an overview of common probability distributions including the binomial, hypergeometric, Poisson, negative binomial, uniform, exponential, gamma, normal, lognormal, Pareto, Weibull, beta, chi-squared, bivariate normal, and multinomial distributions. For each distribution, it lists relevant parameters and domains and provides one to three important facts about the distribution such as whether it has a memoryless property or what common forms it may take.

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Khurram Shahzad
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362 views4 pages

Probability Distributions Guide

The document provides an overview of common probability distributions including the binomial, hypergeometric, Poisson, negative binomial, uniform, exponential, gamma, normal, lognormal, Pareto, Weibull, beta, chi-squared, bivariate normal, and multinomial distributions. For each distribution, it lists relevant parameters and domains and provides one to three important facts about the distribution such as whether it has a memoryless property or what common forms it may take.

Uploaded by

Khurram Shahzad
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Exam P Distributions and Other Useful Formulas: Page 1 Distribution Name Binomial (Bernoulli if ) Parameters and Domains and

d and other important facts Approximation to hypergeometric if Hypergeometric sample size population size subgroup size Items are chosen with replacement Very similar to binomial: and

Poisson

is the finite population correction factor Items are chosen without replacement Approximation to binomial for large and small Negative binomial with Memoryless

Geometric (number of failures before first success) Geometric (number of trials including first success) Negative Binomial (failures before th success)

Negative binomial with (for alternate form) Memoryless For number of trials including the th success, define .

Exam P Distributions and Other Useful Formulas: Page 2 Distribution Name Uniform (Discrete) Uniform (Continuous) Parameters and Domains and and other important facts

Exponential (Gamma with )

form:

form:

form:

form:

Memoryless Median = Waiting time for Poisson events

Gamma

form:

form:

form:

form:

form:

form:

form: form:

Normal (

and is the standard normal

Exam P Distributions and Other Useful Formulas: Page 3 Distribution Name Lognormal Let , Parameters and Domains and and other important facts Let Then if . ,

Pareto Weibull

Beta Chi-Squared A complete mess. See parameters and domains column. Gamma with and ; has form: form: form: form: form: form: If , df = 1; for ,

Bivariate Normal

Let

. Then Switch the variables around to get the conditional expected value and variance for and .

Exam P Distributions and Other Useful Formulas: Page 4 Multinomial ( variables) Bivariate Uniform Let be the region in the -plane. Then , then respectively. and . If is a rectangle with sides parallel to the axes in and ,

are independent and uniformly distributed in

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