, ..

p(x)- { p

1p(X)- ( ;

lp(x)=-ex!

O<.p<.l

(x=O)

"= 1,2,"'

(X =0, 11 . . , fl)

O<.p<.l

(x =O, 1,2, ... )

.\>0

/r(x)-p(l-py

(x-0,1;2; .. .)

1p(x) -( k+:-1

Negative

)Pk(l-pf

(x=O,I,2, ... )

1
f(x)=-

Oniform

(a<.x<.b)

b-a

f(x)

Gamma

Generating
Function

Charaderistic
Function

E(e'xJ

E(e''-tJ

pe'+ 1-p

1(pe'+ 1-p)" 1(pe''+ 1-p)"

"P(I-p)

,\

e"l'-1

e~~--

o <p <. 1

1-p

1-p

f,2

r;...:;

f(x)=Oe-x

f(x)=

1 f(x)-

Chi-square 1 f(x)""'

-:-oo<p.<oo
u>O

f(a)P"

(x>O)

(Ok) k

k(l-p)

1-d-pz

(pz-f-1-p)"

e-'-cr .. ,,

1=(1"::_ p );ti

1-(1-p)e'

JI

1-(1-p)e'

p(nr)z "'

k(l-p)
p2

(b-o)
12

o+b
-2-

p.

0>0

r q~,
(

e'h-e'~'~
1 --t(b -o)

1 i-=-(T=-pj;

)" )' 1

( 1- (

f---,0-;)

.i

e''"- e
-it(IJ-a)
1m

1 e,,,-+- (1/l}'v'

02

1
q2

(k-1)1

x"-e-kex
(x>O)

x 11ZI-Ie-xf1

2"1 2f( n/2)

cx,P>O

aP

cxp2

fi>O
k= 1,2, ...

1
(j

1
k0 2

N=

1,2, ...

f(cx+~)

f(a)f( /3)

.
fl-t
Xa- 1 ( 1- X)

(O<.:x< 1)

11

a,[J>O

(}

1/~

1/~-(

211

a+~

e''''- (1/2 J'v1

(}

-:::-

x"-e-xfP

(x>O)

J /(

00

2:

m-o

pe 11 + 1-p

Ptob!lbilly t
dehetttllhg
fuilctioi1
(L11scrle)

_1__-e-11/lll(x-~JIJ'

(x>O)

Erlang-k

,\

-oo<n<b<oo

(-oo<x<oo)

Exponential

p(l-p)

np

k>O
O<.p<.l

binomial

Beta

Notmal

Geometric

'

Mean
Variance
E(XJ E(f-E(XJJl

Parameters

}(1-p"-

-}>."X

Poissori

1 Mom'"'

(x-=1)

1-p

Binomial

Probability Function
p(x), discrete;
f(x), contin\Jous

-Name . 1
Betnoulli

1/2
1/2-t

)k
ko-t
k(J

a.~
2

0-it

r/21

1/P )
1/P-it

kOk~ it)

1/2
1/2-it

E(e''xl=-'

r/1

--

f'cx+{J)

(a+{J) (r:r+fl+ f)

OQ

I"( lf)

j-f)

l'(a+j)(it) 1
r(a+/1+J)f(j+ 1