May 2012
Intermediate to advanced
332 pages
8h 39m
English
Appendix A
Main distributions
This appendix provides the probability mass function or density function, mean and variance, when appropriate, of the random variables used in this text. Further details of some of the less well-known distributions are also given. For full information about the properties of statistical distributions, see, e.g., Forbes et al. (2011).
Discrete distributions
Binomial
X ∼ Bi(n, p) if
![]()
where
and 0 ≤ p ≤ 1.
![]()
Discrete uniform
X ∼ DU[a, b] if
![]()
where
and b=a+n for some
.
![]()
Geometric
X ∼ Ge(p) if
![]()
where 0 ≤ p ≤ 1.
![]()
Negative binomial
X ∼ NBi(r, p) if
where r>0 and 0 ≤