Beruflich Dokumente
Kultur Dokumente
1
𝑝𝑋 (𝑥) = 𝐼 (𝑥)
𝑁 {1,2,….,𝑣𝑁}
𝑁+1 𝑁 2 −1 𝑁 1
𝐸(𝑋) = 2
𝑉𝑎𝑟(𝑋) = 12
𝑚𝑋 (𝑡) = ∑𝑗=1 𝑒 𝑗𝑡 𝑁
2. Bernoulli Distribution
A random variable X is defined to have a Bernoulli distribution, denoted X~Be(p), if
the pmf of X is given by:
3. Binomial Distribution
A random variable X is defined to have a Binomial distribution, denoted by, if the pmf
of X is given by: X~Bi(n,p)
𝑛
𝑝𝑋 (𝑥) = ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 𝐼{0,1,2,….,𝑛} (𝑥)
𝑥
where the two parameters n and p are such that 0 ≤ p ≤ 1 and 𝑛 ∈ 𝒁+ . (1-p) is often
denoted by q.
4. Hypergeometric Distribution
A random variable X is defined to have a Hypergeometric distribution, denoted by, if
the pmf of X is given by: X~Hyp(n,M,K)
(𝐾𝑥)(𝑀−𝐾
𝑛−𝑥
)
𝑝𝑋 (𝑥) = 𝐼{0,1,2,….,min(𝑛,𝐾)} (𝑥)
(𝑀
𝑛
)
𝑛𝐾 𝑛𝐾(𝑀−𝐾)(𝑀−𝑛)
𝐸(𝑋) = 𝑀
𝑉𝑎𝑟(𝑋) = 𝑀 2 (𝑀−1)
5. Poisson Distribution
A random variable X is defined to have a Poisson distribution, denoted by, if the pmf
of X is given by: X~Po(λ)
𝑒 −λ 𝜆𝑥
𝑝𝑋 (𝑥) = 𝐼 (𝑥)
𝑥! {0,1,2,….}
6. Geometric Distribution
A random variable X is defined to have a geometric distribution, denoted by
X~Geo(p), if the pmf of X is given by:
𝑟+𝑥−1 𝑟
𝑝𝑋 (𝑥) = ( ) 𝑝 (1 − 𝑝)𝑥 𝐼{0,1,2,….} (𝑥)
𝑥
1
𝑓𝑋 (𝑥) = 𝐼 (𝑥)
𝜃2 − 𝜃1 [𝜃1,𝜃2 ]
1 −(𝑥 − 𝜇)
𝑓𝑋 (𝑥) = 𝑒𝑥𝑝 { } 𝐼(−∞,∞) (𝑥)
𝜎√2𝜋 2𝜎 2
1
𝐸(𝑋) = 𝜇 𝑉𝑎𝑟(𝑋) = 𝜎 2 𝑚𝑋 (𝑡) = 𝑒𝑥𝑝 {𝜇𝑡 + 𝜎 2 }
2
𝑋−𝜇
Theorem. If X~N(μ,σ2), then 𝑍 = will follow a standard normal distribution.
𝜎
3. Exponential Distribution
A random variable X is defined to follow an Exponential distribution, denoted by
X~Exp(λ), if its pdf is as follows:
where λ>0.
Theorem. If X~Exp(λ), then
1 1 𝜆
𝐸(𝑋) = 𝜆 𝑉𝑎𝑟(𝑋) = 𝜆2
𝑚𝑋 (𝑡) = 𝜆−𝑡 for 𝑡 < 𝜆 𝐹𝑋 (𝑥) = (1 − 𝑒 −λx )𝐼[0,∞) (𝑥)
4. Gamma Distribution
A random variable X is defined to follow a Gamma distribution, denoted by X~Ga(r,λ), if
its pdf is as follows:
𝜆𝑟 𝑟−1 −𝜆x
𝑓𝑋 (𝑥) = 𝑥 𝑒 𝐼[0,∞) (𝑥)
𝛤(𝑟)
∞
where r>0 and λ>0, and Γ(r) is the gamma function defined by 𝛤(𝑡) = ∫0 𝑥 𝑡−1 𝑒 −𝜆x (𝑑𝑥) for t>0.
Theorem. If r is an integer,
𝑟−1
𝑒 −λx (λx)𝑗
𝐹𝑋 (𝑥) = (1 − ∑ ) 𝐼[0,∞) (𝑥)
𝑗!
𝑗=0
5. Beta Distribution
A random variable X is defined to follow a Beta distribution, denoted by, if its pdf is
as follows: X~Beta(a,b), if its pdf is as follows:
1
𝑓𝑋 (𝑥) = 𝑥 𝑎−1 (1 − 𝑥)𝑏−1 𝐼(0,1) (𝑥)
𝐵(𝑎, 𝑏)
where a>0 and b>0, and B(a,b) is the beta function defined as follows:
1
𝛤(𝑎)𝛤(𝑏)
𝐵(𝑎, 𝑏) = ∫ 𝑥 𝑎−1 (1 − 𝑥)𝑏−1 𝑑𝑥 = = 𝐵(𝑏, 𝑎)
0 𝛤(𝑎 + 𝑏)