Distribuciones

Distribucin Uniforme: A l:i)or:c()

1(A = r) =
1

, r = 1, 2, 3 , ... ,
1[A] =
+ 1
2
, \ [A] =

2
1
12
, '
A
(t) =
1

[
c
t
c
t(.+1)
1 c
t
]
Distribucin Bernoulli: A 1cr:on||i(j)
Solo dos eventos exito o fracaso.
1(A = r) = j
a

1a
, r = 0, 1
1[A] = j , \ [A] = j , '
A
(t) = jc
t
+
Distribucin Binomial: A 1i:o:ia|(:, j)
Probabilidad de r exitos en : ensayos independientes.
1(A = r) =

:
r

j
a

aa
, r = 0, 1, 2, ..., :
1[A] = :j , \ [A] = :j , '
A
(t) = [jc
t
+]
a
Distribucin Hipergeomtrica: A Hijcrqco:ctrica(, :, r)
Probabilidad de r ocurrencias de r en : ensayos dependientes.
1(A = r) =

v
a

.v
aa

.
a
, r = 0, 1, 2, ..., mn(r, :)
1[A] = :
r

, \ [A] = :
r

:
1
Distribucin Geomtrica: A Gco:ctrica(j)
Probabilidad de r ensayos hasta que ocurra un exito.
1(A = r) = j
a1
, r = 1, 2, ...
1[A] =
1
j
, \ [A] =

j
2
, '
A
(t) =
jc
t
1 c
t
Distribucin Pascal (o Binomial Negativa): 1 1a:ca|(r, j)
Probabilidad de j ensayos hasta que ocurran r exitos.
1(1 = j) =

j 1
r 1

j
v

jv
, j = r, r + 1, r + 2, ...
1[1 ] =
r
j
, \ [1 ] =
r
j
2
, '
Y
(t) = [
jc
t
1 c
t
]
v
1
Distribucin Poisson: A 1oi::o:(`)
Nmero de ocurrencias de un evento durante un intervalo de tiempo.
La Distr. Binomial tiende a Distr. Poisson cuando j << :.
1(A = r) = c
A
`
a
r!
, ` = j: , r = 0, 1, 2 , ...
1[A] = ` , \ [A] = ` , '
A
(t) = c
A(c
t
1)
Distribucin Uniforme: A l:i)or:c(a, /)
)(r) =
1
/ a
, a r / , 1(r) =
r a
/ a
, 1[A
I
] =
/
I+1
a
I+1
(/ a)(/ + 1)
1[A] =
/ +a
2
, \ [A] =
(/ a)
2
12
, '
A
(t) =
c
ot
c
bt
(a /)t
,
j
3
o
3
= 0
Distribucin Triangular: A Tria:qn|ar(a, /)
)(r) = (
2
/ a

2
(/ a)
2
ja +/ 2rj), a r /, 'oda =
2
/ a
'cdia = 1[A] =
/ +a
2
, \ [A] =
(/ a)
2
24
1[A
I
] =
[/
I+2
+a
I+2
2(
o+b
2
)
I+2
]4
(/ a)
2
(/ + 1)(/ + 2)
Distribucin Exponencial: A 1rjo:c:cia|(`)
)(r) = `c
Aa
, 0 r , 0 < ` , 1(r) = 1 c
Aa
, 1[A
I
] =
(/ + 1)
`
I
1[A] =
1
`
, \ [A] =
1
`
2
, '
A
(t) =
`
` t
, a: = 2, /n = 9
Distribucin Normal: A or:a|(j, o
2
)
)(r) =
1
p
2o
c

1
2
(
x

)
2
, 1< r < 1, 1(r) = 1 1(r)
1[A] = j , \ [A] = o
2
, '
A
(t) = c
jt+
1
2
o
2
t
2
, )(j r) = )(j +r)
Distribucin Noral: A or:a|(0, 1)
)(r) =
1
p
2
c

1
2
a
2
1[A
I
] =
2
k
2 (
I+1
2
)
p

, / = 0, 2, 4, ...; 1[A
I
] = 0, / = 1, 3, 5...
2
Distribucin Gamma: A Ga::a(`, r)
)(r) =
`
v
r
v1
(r)
c
Aa
, 0 r, 0 < r, 0 < `, 1[A
I
] =
(/ +r)
`
I
(r)
1[A] =
r
`
, \ [A] =
r
`
2
, '
A
(t) = [
`
` t
]
v
, a: =
2
p
r
, /n =
3(2 +r)
r
Distribucin Chi-cuadrado: A
2
(a)
)(r) =
1
2
n
2 (
a
2
)
r
n
2
1
c

x
2
, 0 r, 0 < :
1[A] = : , \ [A] = 2: , '
A
(t) = (1 2t)

n
2
Distribucin Beta: A 1cta(j, )
)(r) =
(j +)
(j)()
r
j1
(1 r)
q1
, 0 r 1, 0 < j, 0 <
'o =
j 1
j + 2
, 1[A] =
j
j +
, \ [A] =
j
(j +)
2
(j + + 1)
j
0
I
= 1[A
I
] =
(j +/)(j +)
(j + +/)(j)
Distribucin T-student: A t
(a)
)(r) =
(
a+1
2
)
(
a
2
)
p
:
[1 +
r
2
:
]

n+1
2
, 1< r < 1
1[A] = 0, 1 < : , \ [A] =
:
: 2
, 2 < :
Distribucin F: A 1
(n,a)
)(r) =
(
n+a
2
)
(
n
2
)(
a
2
)
:
m
2
:
n
2
r
m
2
1
(:r +:)
m+n
2
, 0 r
1[A] =
:
: 2
, 2 < : , \ [A] =
2:
2
(:+: 2)
:(: 4)(: 2)
2
, 4 < :
Distribucin Cauchy: A Canc/j(j, o)
)(r) =
1
o
1
1 + (
aj
o
)
2
dr
Distribucin de Pareto
)(r) =
c
a
(
a
r
)
c+1
, 0 < c, a < r
1(r) = 1 (
a
r
)
c
, 1[A
I
] =
ca
I
a /
, / < c
3