
A
Probability distributions
We recall in this se ction common proba bility distributions used in this book.
We also provide the means, variances, and skewness (for univariate distribu-
tions) of those distributions. The e xtensive review of proba bility distributions
is provided by Johnson [50, 51] and Johnson et al. [52, 53].
A.1 UNIVARIATE DISTRIBUTIONS
A.1.1 BINOMIAL DISTRIBUTION
Binomial distribution describes the number of successes g in n Bernoulli trials
with p being the chance of success
B(g|n, p) =
n
g
p
g
(1 − p)
n−g
(A.1)
Mean=np, variance=np(1 − p), skewness=
1−2p
√
np(1−p)
.
A.1.2 GAMMA DISTRIBUTION
Gamma distribution is important in applications of ...