FORMULAS

Distribution Probability Function E[X] Var[X] Moment Generating

Function Mx(t)

n
Binomial
b( x; n, p)    p x (1  p) n  x
 x np np(1p) pe t
 (1  p) 
n

x  0,1,2,3,..., n

g ( x; p)  p(1  p) x 1 pe t
1 1 p 1  (1  p )e t
Geometric x  1,2,3,.......
p p2

 k  N  k 
  
 x  n  x  nk nk ( N  k )( N  n)
Hypergeometric h( x; n, k , N )  No closed expression
N N N 2 ( N  1)
 
n

e  x  (et 1)
Poisson P( x;  )    e
x!
x  0,1,2,...

r
 pe t 
 x  1 r
bN ( x; r , p)    p (1  p) x r r (1  p)  t 
1  (1  p)e 
r
Negative Binomial  r  1 p p2
x  r , r  1, r  2,...
 FORMULAS

Distribution Density Function E[X] Var[X] Moment Generating

Function Mx(t)
1  x 
2

1   
f ( x;  ,  )  et (1 / 2)t 
2 2   2 2
e
Normal 2   2
  x  

(1  t ) 
1
Gamma f ( x; ,  )  x  1e  x /    2
( )  
si x 0

 1 x / 
 e si x  0
Exponential f ( x;  )     2 (1  t ) 1

 0 si x  0

 1 ab (b  a) 2 ebt  e at
 si a  x  b
Uniform f ( x; a, b)   b  a
 2 12 t (b  a)
 0 en C.O.L

 (   )  1  1
 ( )  (  ) x (1  x)  
Beta f ( x;  ,  )  
si 0  x 1  (   ) (    1)
2

 0 en C.O.L
 FORMULAS

p1 ( y1 )   p( y , y )
all y2
1 2

p2 ( y 2 )   p( y , y )
all y1
1 2


f1 ( y1 )   f ( y , y )dy

1 2 2


f 2 ( y2 )   f ( y , y )dy

1 2 1

P(Y1  y1 , Y2  y2 ) p( y1 , y2 )
p( y1 / y2 )  P(Y1  y1 / Y2  y2 )  
P(Y2  y2 ) p2 ( y 2 )