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Distribuciones Discretas y Continuas

The document describes several common discrete and continuous probability distributions including their probability mass or density functions, expected values, and variances. For discrete distributions, it covers the binomial, negative binomial, geometric, hypergeometric, Poisson, and uniform distributions. For continuous distributions, it discusses the Behrens-Fisher, beta, Cauchy, chi-squared, exponential, F, gamma, inverse gamma, normal, Pareto, student's t, and uniform distributions. It also introduces several multivariate distributions such as the Dirichlet, multinomial, normal, Wishart, and inverse Wishart distributions.

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4 views4 pages

Distribuciones Discretas y Continuas

The document describes several common discrete and continuous probability distributions including their probability mass or density functions, expected values, and variances. For discrete distributions, it covers the binomial, negative binomial, geometric, hypergeometric, Poisson, and uniform distributions. For continuous distributions, it discusses the Behrens-Fisher, beta, Cauchy, chi-squared, exponential, F, gamma, inverse gamma, normal, Pareto, student's t, and uniform distributions. It also introduces several multivariate distributions such as the Dirichlet, multinomial, normal, Wishart, and inverse Wishart distributions.

Uploaded by

bitam_27
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Unas distribuciones u

tiles
Distribuciones discretas
1. Binomial
X BI(n, ) si

P (X = x) =

n
x

x (1 )nx

x = 0, 1, . . . , n.

E[X] = n y V [X] = n(1 ).


2. Binomial Negativa
X BN (r, ) si

P (X = x) =

x+r1
x

r (1 )x

x = 0, 1, 2, . . .

(1)
E[X] = r 1
y V [X] = r 2 .

3. Geom
etrica
X GE() si
P (X = x) = (1 )x
E[X] =

y V [X] =

x = 0, 1, 2, . . .

1
2 .

4. Hipergeom
etrica
X H(N, R, n) si

P (X = x) =

R
x



N R
nx


N
n

R
R
E[X] = n N
y V [X] = n N
1

R
N


x = 0, 1, . . . , n

 N n

N 1 .

5. Poisson
X P() si
P (X = x) =

x e
x!

E[X] = = V [X].

x = 0, 1, 2, . . .

6. Uniforme Discreta
X UD[1 , 2 ] si
1
2 1 + 1

P (X = x) =
E[X] =

1 +2
2

y V [X] =

x = 1 , 1 + 1, . . . , 2 .

(2 1 )(2 1 +2)
.
12

Distribuciones continuas
1. Behrens Fisher
X BF(1 , 2 , ) si X = T1 cos T2 sin y Ti T (i , 0, 1).
E[X] = 0 y V [X] =

1 sin2
1 2

2 cos2
2 2

para 1 , 2 > 2.

2. Beta
X| B(, ) si
f (x) =
donde B(, ) =
E[X] =

1
x1 (1 x)1
B(, )

0 < x < 1,

()()
(+) .

y V [X] =

(+)2 (++1) .

3. Cauchy
X C(, 2 ) si
f (x) =

2 + (x )2

x.

No existen los momentos.


4. Chi-cuadrada
X 2 si X G(/2, 1/2).
2/2 /21 x/2
x
e
(/2)

f (x) =

x > 0.

E[X] = y V [X] = 2.
5. Chi-cuadrada invertida
X I2 si 1/X 2 . E[X] =
> 4.

1
2

si > 2 y V [X] =

6. Exponencial
X E() si
f (x) = ex
E[X] =

y V [X] =

1
2 .

x > 0.

2
(2)2 (4)

si

7. F de Fisher
X F(, ) si
1
f (x) =
B(/2, /2)
E[X] =

 /2

 +
2

/21
x
1+ x

si > 2 y V [X] =

2 2 (+2)
(2)2 (4)

x.

si > 4.

8. Gamma
X| G(, ) si
f (x) =
E[X] =

y V [X] =

(x)1 ex
()

x > 0.

2 .

9. Gamma Invertida
X GI(, ) si X 1 G(, ).
f (x) =
E[X] =

(+1) /x
x
e
()

si > 1 y V [X] =

2
(1)2 (2)

x > 0.

si > 2.

10. Normal
X N (, 2 ) si
f (x) =

2
1
1
e 22 (x)
2

x.

E[X] = y V [X] = 2 .
11. Pareto
X PA(, ) si
f (x) = x1
E[X] =

si > 1 y V [X] =


(1)(2)

x > .
si > 2.

12. T de Student
X T (, , 2 ) si
(( + 1)/2)

f (x) =
(/2)
E[X] = si > 1 y V [X] =

1
1+

2
2

2 !(+1)/2
x.

si > 2.

La distribuci
on T (, 0, 1) es la distribucin t de Student estandar.

13. Uniforme
X U(0, ) si
f (x) =
E[X] =

0 < x < .

2
12 .

y V [X] =

Distribuciones multivariables
1. Dirichlet
X = (X1 , . . . , Xp )T D() si
Pp
p
( i=1 i ) Y 1 1
x
f (x) =
(1 ) (p ) i=1 i

E[Xj ] = Pp j
i=1

y V [Xj ] = (Pp

i=1

para 0 < x1 < 1,

j (1
Pjp)
i ) 2 (

i=1

i +1)

Pp

i=1

xi = 1

2. Normal multivariante
X = (X1 , . . . , Xp )T N (, ) si
f (x) =

1
(2)p/2 ||1/2


1
T 1
exp (x ) (x )
2

E[X] = y V [X] = .
3. Multinomial
X = (X1 , . . . , Xp )T MN (n, ) si
n!

p
Y

i=1

xi ! i=1

P (X = x) = Qp

ixi

donde

Pp

i=1

xi = n y 0 < i < 1 i

4. Wishart
V W(, ) si
f (V) =

k/2 k(k1)/4


!1


k
Y
+1i
1

|V |/2 ||(k1)/2 exp tr(1 V)


2
2
i=1

donde k = dimV.
E[V] = .
5. Wishart invertida
V WI(, 1 ) si V W(, 1 ).
E[V] = ( k 1)1 .

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