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Moment Gen.
Distribution Notation Probability Function Parameters Support Expectation Variance
Function
et 1 e Nt N 1 N 2 1
U ~ U 1, N
1
Uniform P(k ) N 1 k 1, 2,..., N
N 1 et
N 2 12
n 0 p 1 q 1
N ~ Bin n, p pe q
n
Binomial P(k ) p k q n k k 0,1,..., n t np npq
k n 1
k n 1, 0 pi ,
Cov X i , X j
n!
P x pixi
k
x n E( X i )
x1 ! ... xk ! i 1
k
Multinomial X ~ Mult n, p p 1, i 1 i
i 1 i
xi 0,1,..., n n pi npi p j (i j )
x x1 ,..., xk p p1 ,..., pk
pet 1 q
Geometric X ~ Geo p P(k ) q k 1 p 0 p 1 q 1 k 1, 2,...
1 qet p p2
k 1 m k m
m
0 p 1 q 1 pet m mq
Negative
X ~ NB m, p P(k ) p q k m, m 1,... t
Binomial m 1 m 1 1 qe p p2
X ~ Pois
k k 0,1,... (1et )
Poisson P(k ) e 0 e
k!
G N G G G
n 1
g ng N 0 max0, G (N n) g N N
Hyper‐
X ~ HG N , G , n P( g ) e tg
P( g ) n
G
geometric N 1 n N g minn, G g N n 1
1
n N 1
Remarks:
If X ~ Mult n, p , then X i ~ Bin n, pi .
f (t )
Beta X ~ Beta , 1 1 , 0 0 t 1 Complicated
t 1 t 1
2
X ~ Gamma , 1 t
t
Gamma f t t e , 0 t 0 1
2
n 0 t
n
f t
n n
Erlang X ~ Erlang n, t n 1e t t 0 1
n 1! n 1, 2,... 2
1
X ~ Exp f t e t t 1 1
Exponential 0 t 0 1
2
( t )2 t
Normal X ~ N , 2
f t
1
e 2
2 t 1 t 2 2 2
2 0 e 2
Remarks:
If X ~ Beta(1,1) , then X ~ U (0,1) and vice versa.
x u x 1eu du x 1 x 1 .
0