Statistics Cheat Sheet: Uniform,
Exponential, Poisson Distributions
1. Uniform Distribution (Continuous)
Notation: X ~ U(a, b)
PDF: f(x) = 1 / (b - a), for a ≤ x ≤ b
Mean (μ): μ = (a + b) / 2
Standard Deviation (σ): σ = (b - a) / √12
CDF:
- P(X < x) = (x - a) / (b - a)
- P(X > x) = (b - x) / (b - a)
Percentile Formula: k = a + (b - a) * p
2. Exponential Distribution
Notation: X ~ Exp(λ), where λ = 1 / μ
PDF: f(x) = λ * e^(-λx), for x ≥ 0
CDF:
- P(X < x) = 1 - e^(-λx) , within range then subtract as well
- P(X > x) = e^(-λx)
Mean (μ): μ = 1 / λ
Standard Deviation (σ): σ = 1 / λ
Percentile Formula: k = -ln(1 - p) / λ
Memoryless Property: P(X > r + t | X > r) = P(X > t)
3. Poisson Distribution
Notation: X ~ Poisson(λ)
PDF: P(X = x) = (λ^k* e^(-λ)) / k!
CDF:
- P(X ≤ x) = sum of P(X = 0) + ... + P(X = x)
- P(X > x) = 1 - P(X ≤ x)
Mean (μ): μ = λ
Standard Deviation (σ): σ = √λ