Tabla de distribuciones

Distribuciones discretas

Binomial (n, p)
f mp P (X = x) = nx px (1 p)nx ; x = 0, 1, 2, . . . , n; 0 p 1

Esperanza E [x] = np
Varianza Var [x] = np (1 p)

Binomial negativa (r, p)

f mp P (X = x) = r+x1 x pr (1 p)x ; x = 0, 1, 2, . . . , n; 0 p 1
Esperanza E [x] = r(1p)
p
r(1p)
Varianza Var [x] = p2

Geometrica (p)
f mp P (X = x) = p (1 p)x1 ; x = 1, 2, . . . , ; 0 p 1
Esperanza E [x] = 1p
1p
Varianza Var [x] = p2

Poisson ( )
x
f mp P (X = x) = e x! ; x = 0, 1, 2, . . . , n; 0 <
Esperanza E [x] =
Varianza Var [x] =

Bernoulli (p)
f mp P (X = x) = px (1 p)1x ; x = 0, 1; 0 p 1
Esperanza E [x] = p
Varianza Var [x] = p (1 p)

1
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Distribuciones continuas

Cauchy ( , )
1 1
f d p fX (x) = 1+ x 2 ; < x < ; < < ; > 0
( )
Esperanza No existe
Varianza No existe

Exponencial ( )
f d p fX (x) = e x ; 0 x < ; > 0
Esperanza E [x] =
Varianza Var [x] = 2

Gamma (, )
1 x
f d p fX (x) = x()e ; 0 x < ; , > 0
Esperanza E [x] =
Varianza Var [x] = 2

Normal , 2


(x)2
1
f d p fX (x) = 2 e 2 2 ; < x, < ; > 0
Esperanza E [x] =
Varianza Var [x] = 2

Uni f orme (a, b)

1
f d p fX (x) = ba ; axb
Esperanza E [x] = b+a2
(ba)2
Varianza Var [x] = 2

Weibull (, )
x
f d p fX (x) = x1 e ; 0 x < ; , > 0

1
Esperanza E [x] = 1 + 1



2 
Varianza Var [x] = 1 + 2 2 1 + 1



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Distribuciones continuas

Gumbell (, )  
x


f d p fX (x) = ee ; 0 x < ; , > 0
Esperanza E [x] = +
2 2
Varianza Var [x] = 6
= constante de Euler Mascheroni ' 0.5772.

Logstica (, )
e(x)/
f d p fX (x) = 1 2; x, < ; > 0
[1+e(x)/ ]
Esperanza E [x] =
2 2
Varianza Var [x] = 3

Pareto (, )

f d p fX (x) = x +1
; x < ; , > 0

Esperanza E [x] = 1 >1
2
Varianza Var [x] = >2
( 1)2 ( 2)

Beta (, )
f d p fX (x) = ( )() 1
(+ ) x (1 x) 1 ; 0 x 1; , > 0

Esperanza E [x] = +

Varianza Var [x] =
(+ )2 (+ +1)