Probability distributions - summary

Discrete Distributions
Distribution Probability Mass Function Mean Variance Moment-generating
Function
 
Binomial P (X = x) = nx px (1 p)nx np np(1 p) [pet + (1 p)]n
x = 0, 1, , n
1 1p pet
Geometric P (X = x) = (1 p)x1 p p p2 1(1p)et
x = 1, 2,
t
 
r(1p)
Negative Binomial P (X = x) = x1 r1
pr (1 p)xr r
p p2
pe
[ 1(1p)et]
r

x = r, r + 1,
(r )(N r)
Hypergeometric P (X = x) = x Nnx nr
n Nr NNr N n
N 1
Fairly complicated!
(n) N
x = 0, 1, , n if n r,
x = 0, 1, , r if n > r
x e
Poisson P (X = x) = x!
exp[(et 1)]
x = 0, 1,
Continuous Distributions
Distribution Probability Density Function Mean Variance Moment-generating
Function
1 a+b (ba)2 etb eta
Uniform f (x) = ba 2 12 t(ba)
axb
x
x1 e
Gamma f (x) = ()
, , > 0, x 0 2 (1 t)
x
Exponential f (x) = e , > 0, x 0 1

1
2
(1 1 t)1
1 x 2 t2 2
Normal f (x) = 12 e 2 (
)
2 et+ 2

< x < +

Remarks:

Binomial: X represents the number of successes among n trials.

Geometric: X represents the number of trials needed until the first success.
Negative Binomial: X represents the number of trials needed until r successes occur.
Hypergeometric: X represents the number of items among the n selected that comes from the r group.
Poisson: X represents the number of events that occur in time, area, etc.