Excel Functions for Common Probability Distributions

Uniform Continuous
0.180

0.160

0.140

0.120

0.100

0.080

0.060

0.040

0.020

0.000
-3 -2 -1 0 1 2 3 4 5

Uniform Continuous
Domain where
Function is greater than zero: [a,b)

Mean (1/2)*(a+b)

Variance (1/12)*(b-a)^2

Standard deviation =sqrt((1/12)*(a+b)^2)

Skewness 0

Entropy (log2) log(b-a)

Excel Functions
f(x) =1/(b-a)

Cumulative function at x (x-a)/(b-a)

x f(x)
-1 0.167
-0.9 0.167
-0.8 0.167
-0.7 0.167
-0.6 0.167
-0.5 0.167
-0.4 0.167
-0.3 0.167
-0.2 0.167
-0.1 0.167
0 0.167
0.1 0.167
0.2 0.167
0.3 0.167
0.4 0.167
0.5 0.167
0.6 0.167
0.7 0.167
0.8 0.167
0.9 0.167
1 0.167
1.1 0.167
1.2 0.167
1.3 0.167
1.4 0.167
1.5 0.167
1.6 0.167
1.7 0.167
1.8 0.167
1.9 0.167
2 0.167
2.1 0.167
2.2 0.167
2.3 0.167
2.4 0.167
2.5 0.167
2.6 0.167
2.7 0.167
2.8 0.167
2.9 0.167
3 0.167
3.1 0.167
3.2 0.167
3.3 0.167
3.4 0.167
3.5 0.167
3.6 0.167
3.7 0.167
3.8 0.167
3.9 0.167
4 0.167
4.1 0.167
4.2 0.167
4.3 0.167
4.4 0.167
4.5 0.167
4.6 0.167
4.7 0.167
4.8 0.167
4.9 0.167
5 0.167
5.1 0.167
5.2 0.167
5.3 0.167
5.4 0.167
5.5 0.167
5.6 0.167
5.7 0.167
5.8 0.167
 5.9 0.167
6 0.167
6.1 0.167
6.2 0.167
6.3 0.167
6.4 0.167
6.5 0.167
6.6 0.167
6.7 0.167
6.8 0.167
6.9 0.167
7 0.167
7.1 0.167
7.2 0.167
7.3 0.167
7.4 0.167
7.5 0.167
7.6 0.167
7.7 0.167
7.8 0.167
7.9 0.167
8 0.167
8.1 0.167
8.2 0.167
8.3 0.167
8.4 0.167
8.5 0.167
8.6 0.167
8.7 0.167
8.8 0.167
8.9 0.167
9 0.167
9.1 0.167
9.2 0.167
9.3 0.167
9.4 0.167
9.5 0.167
9.6 0.167
9.7 0.167
9.8 0.167
9.9 0.167
10 0.167
10.1 0.167
10.2 0.167
10.3 0.167
10.4 0.167
10.5 0.167
10.6 0.167
10.7 0.167
10.8 0.167
10.9 0.167
butions

ontinuous

Column C

3 4 5 6 7 8

where a and b are real numbers, a < b

Example
-1 (input a)
5 (input b)
3 [input x]
2

3.00

1.73
 0

2.58
maximum entropy over the support interval [a,b)

0.167

0.667
 Uniform Discrete
0.250

0.200

0.150

0.100

0.050

0.000
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5

Uniform Discrete
Support - the domain where
Function is greater than zero: integers in interval [a, b]

Mean (1/2)*(a+b)

Variance (1/12)*((b-a + 1)^2 -1)

Standard deviation =sqrt((1/12)*((b-a + 1)^2 -1))

Skewness 0

Entropy (log2) log(n)

Excel Functions
f(x) =1/(n) = 1/(b -a +1)

Cumulative function at x = (x - a + 1) /(b-a)

x f(x)
1 0.200
2 0.200
3 0.200
4 0.200
5 0.200
te
0.25

0.2

0.15
f(x)

0.1

0.05

0
-6 -5 -4 -3
5 4 4.5 5 5.5

Example
1 (input a)
5 (input b)
3 [input x]
3

1.4142135624
 0

2.00
maximum entropy over n outcomes
where n = (b - a +1)

0.200

0.750
 Gaussian
0.25

0.2

0.15

0.1

0.05

0
-6 -5 -4 -3 -2 -1 0 1 2 3 4

Support - the domain where

Function is greater than zero:

"sigma" = standard deviation

"mu" = mean

Mean

Variance

Standard deviation
Skewness

Entropy (log2)

Excel Functions

f(x)
Cumulative function at x

x
-5
-4.9
-4.8
-4.7
-4.6
-4.5
-4.4
-4.3
-4.2
-4.1
-4
-3.9
-3.8
-3.7
-3.6
-3.5
-3.4
-3.3
-3.2
-3.1
-3
-2.9
-2.8
-2.7
-2.6
-2.5
-2.4
 -2.3
-2.2
-2.1
-2
-1.9
-1.8
-1.7
-1.6
-1.5
-1.4
-1.3
-1.2
-1.1
-1
-0.9
-0.8
-0.7
-0.6
-0.5
-0.4
-0.3
-0.2
-0.1
-1.02695629777827E-15
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
 2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
4
4.1
4.2
4.3
4.4
4.5
4.6
4.7
4.8
4.9
5
5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
5.9
6
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
6.9
7
 Gaussian

f(x)

-3 -2 -1 0 1 2 3 4 5 6 7 8

Gaussian (Continuous)

Real number line

Example
2
1
1.5
1

(sigma)^2

sigma
 0

2.05 +log(sigma)
maximum entropy over the real numbers subject to constraint
on value of sigma

=NORMDIST(x,mean, standard dev, cumulative = false)

=NORMDIST(x,mean, standard dev, cumulative = true)

f(x)
0.0022159242
0.0025713205
0.0029762662
0.0034363833
0.0039577258
0.0045467813
0.0052104674
0.0059561218
0.0067914846
0.0077246736
0.0087641502
0.0099186772
0.0111972651
0.01260911
0.0141635189
0.0158698259
0.0177372964
0.0197750208
0.021991798
0.0243960093
0.0269954833
0.029797353
0.0328079074
0.0360324372
0.0394750792
0.0431386594
0.0470245387
0.0511324623
0.0554604173
0.0600045003
0.0647587978
0.0697152832
0.0748637328
0.0801916637
0.085684296
0.0913245427
0.0970930275
0.1029681344
0.1089260885
0.1149410703
0.1209853623
0.1270295282
0.1330426249
0.1389924431
0.1448457764
0.1505687161
0.1561269667
0.1614861798
0.1666123014
0.1714719275
0.1760326634
0.1802634812
0.1841350702
0.1876201735
0.1906939077
0.1933340584
0.195521347
0.1972396655
0.1984762737
0.199221957
0.1994711402
0.199221957
0.1984762737
0.1972396655
0.195521347
0.1933340584
0.1906939077
0.1876201735
0.1841350702
0.1802634812
0.1760326634
0.1714719275
0.1666123014
0.1614861798
0.1561269667
0.1505687161
0.1448457764
0.1389924431
0.1330426249
0.1270295282
0.1209853623
0.1149410703
0.1089260885
0.1029681344
0.0970930275
0.0913245427
0.085684296
0.0801916637
0.0748637328
0.0697152832
0.0647587978
0.0600045003
0.0554604173
0.0511324623
0.0470245387
0.0431386594
0.0394750792
0.0360324372
0.0328079074
0.029797353
0.0269954833
0.0243960093
0.021991798
0.0197750208
0.0177372964
0.0158698259
0.0141635189
0.01260911
0.0111972651
0.0099186772
0.0087641502
0.0077246736
0.0067914846
0.0059561218
0.0052104674
0.0045467813
0.0039577258
0.0034363833
0.0029762662
0.0025713205
0.0022159242
 0.09

0.08

0.07

0.06

f(x) 0.05

0.04

0.03

0.02

0.01

0
6 7 8
0 10 20 30 40

Support - the domain where

Function is greater than zero:

(input sigma)
(input mu)
[input x]
Mean
Example:
4 Variance

2 Standard deviation
 0 Skewness

3.05 Entropy (log2) is approx.

Note that as n gets very large, distribution approaches a Gaussian with mean m

Excel Functions
0.193 f(x)
0.193
0.599 Cumulative function at x

x
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
 70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
 Binomial

20 30 40 50 60 70 80 90

Binomial (Discrete)

Integers in range [0,n]

where n is the number of trials

p is the probability of success in one trial
s is the number of successes
=np

=n*p*(1-p)

=sqrt(n*p*(1-p))
 =(1-2p) / sqrt(n*p*(1-p))

2.05 + log(sqrt(n*p*(1-p))
ution approaches a Gaussian with mean mu = np, variance = sigma^2 = n*p*(1-p) and skewness = 0
Therefore binomial is the maximum entropy distribution given standard deviation sqrt(n*p*(1-p).

=BINOM.DIST(number s, trials, probability p, cumulative = false)

=BINOM.DIST(number s, trials, probability p, cumulative = true)

f(x)
1.606938044259E-40
2.41040706638848E-38
1.78972724679342E-36
8.76966350928808E-35
3.18996510150341E-33
9.18709949232982E-32
2.18193612942833E-30
4.39504277499136E-29
7.66385583889119E-28
1.17512456196332E-26
1.60404502707993E-25
1.96860071505264E-24
2.19006829549606E-23
2.22376165388831E-22
2.07286354166018E-21
1.78266264582775E-20
1.42055929589399E-19
1.05288512519202E-18
7.28245544924478E-18
4.71443168556373E-17
2.86401724897997E-16
1.63658128513141E-15
8.8152219221851E-15
4.48426506476373E-14
2.15805256241754E-13
9.840719684624E-13
4.25800370969308E-12
1.75051263620716E-11
6.8457547737387E-11
2.54945350194407E-10
9.05055993190145E-10
3.06551223499888E-09
9.91501613507451E-09
3.06464135084121E-08
9.05871928704535E-08
2.56232345547854E-07
0.000000694
1.8005516173633E-06
4.47768757475874E-06
1.06775626782708E-05
2.44249246265446E-05
5.361568820461E-05
0.0001129759
0.0002285792
0.0004441709
0.000829119
0.0014870069
0.0025627141
0.0042444952
0.0067565433
0.0103375113
0.0152022224
0.0214877567
0.0291909148
0.038110361
0.0478111801
0.0576295474
0.0667289497
0.074207194
0.0792381902
0.081219145
0.0798876836
0.075377895
0.0681990479
0.0591413618
0.0491328237
0.0390829279
0.0297496914
0.0216560254
0.0150650611
 0.0100075049
0.0063427848
0.0038320991
0.0022047694
0.0012066643
0.0006274654
0.0003096047
0.0001447502
6.40241405390009E-05
2.67442612378105E-05
1.05305528623879E-05
3.90020476384737E-06
1.35555897280061E-06
0.000000441
1.33864364999028E-07
3.77969971761961E-08
9.88874926121409E-09
2.38693947684478E-09
5.28924088619014E-10
1.06973411181374E-10
1.96117920499185E-11
3.2327129752613E-12
4.74365490935082E-13
6.12084504432364E-14
6.83711414525513E-15
6.47726603234697E-16
5.06036408777107E-17
3.13012211614705E-18
1.43730097170018E-19
4.35545749000054E-21
6.53318623500082E-23
 Continuo
0.3500

0.3000

0.2500

f(x) 0.2000

0.1500

0.1000

0.0500

0.0000
90 100
0 2 4

Support - the domain where

Function is greater than zero:
Example
100
0.6
65
60 Mean

24 Variance

4.90 Standard deviation

-0.04 Skewness

4.34 Entropy (log2)

Excel Functions
0.049 f(x)

0.870 cumulative function at x

x
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
4
4.1
4.2
4.3
4.4
4.5
4.6
4.7
4.8
4.9
5
5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
5.9
6
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
 6.9
7
7.1
7.2
7.3
7.4
7.5
7.6
7.7
7.8
7.9
8
8.1
8.2
8.3
8.4
8.5
8.6
8.7
8.8
8.9
9
9.1
9.2
9.3
9.4
9.5
9.6
9.7
9.8
9.9
10
10.1
10.2
10.3
10.4
10.5
10.6
10.7
10.8
10.9
11
11.1
11.2
11.3
11.4
11.5
11.6
11.7
11.8
11.9
12
 Continuous Exponential

f(x)

4 6 8 10 12

Continuous Exponential

[0, infinity]

Parameter "lambda"
input x
=1/lambda

=(1/lambda)^2

=(1/lambda)
 2

1.44 - log(lambda)
= 1.44 + log(mean)
Maximum entropy over support [0, infinity] where mean is known.

= lambda*(exp(-lambda*x))
=EXPONDIST(x, lambda, cumulative = false)
= 1- exp(-lambda*x)
=EXPONDISTt(x, lambda, cumulative = true)

f(x)
0.3333
0.3224
0.3118
0.3016
0.2917
0.2822
0.2729
0.2640
0.2553
0.2469
0.2388
0.2310
0.2234
0.2161
0.2090
0.2022
0.1955
0.1891
0.1829
0.1769
0.1711
0.1655
0.1601
0.1549
0.1498
0.1449
0.1401
0.1355
0.1311
0.1268
0.1226
0.1186
0.1147
0.1110
0.1073
0.1038
0.1004
0.0971
0.0939
0.0908
0.0879
0.0850
0.0822
0.0795
0.0769
0.0744
0.0719
0.0696
0.0673
0.0651
0.0630
0.0609
0.0589
0.0570
0.0551
0.0533
0.0515
0.0499
0.0482
0.0466
0.0451
0.0436
0.0422
0.0408
0.0395
0.0382
0.0369
0.0357
0.0346
0.0334
0.0323
0.0313
0.0302
0.0292
0.0283
0.0274
0.0265
0.0256
0.0248
0.0239
0.0232
0.0224
0.0217
0.0210
0.0203
0.0196
0.0190
0.0183
0.0177
0.0172
0.0166
0.0161
0.0155
0.0150
0.0145
0.0140
0.0136
0.0131
0.0127
0.0123
0.0119
0.0115
0.0111
0.0108
0.0104
0.0101
0.0097
0.0094
0.0091
0.0088
0.0085
0.0082
0.0080
0.0077
0.0075
0.0072
0.0070
0.0067
0.0065
0.0063
0.0061
 f(x)

10 12

Example

0.333
4.5
3.0

9.0

3.0
 2

3.025

note: f(x) equals lambda at x = 0

0.074

0.777