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Continuous Random Variables Overview

The document summarizes key properties of several common continuous random variables: 1) It provides the probability density function (pdf), cumulative distribution function (cdf), mean, variance, and moment generating function (mgf) for uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 2) Common continuous random variables covered include the uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 3) Key metrics like the pdf, cdf, mean, variance and mgf are listed for each distribution to characterize its behavior.

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6 views1 page

Continuous Random Variables Overview

The document summarizes key properties of several common continuous random variables: 1) It provides the probability density function (pdf), cumulative distribution function (cdf), mean, variance, and moment generating function (mgf) for uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 2) Common continuous random variables covered include the uniform, exponential, normal, Pareto, gamma, beta, lognormal, and Weibull distributions. 3) Key metrics like the pdf, cdf, mean, variance and mgf are listed for each distribution to characterize its behavior.

Uploaded by

Phạm Đình Quyền
Copyright
© All Rights Reserved
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

Distribution of Continuous Random Variables

Name density (pdf ) distribution (cdf ) mean variance mgf

1 xa a+b (ba)2 ebt eat


Uniform f (x) = ba F (x) = ba 2 12 MX (t) = btat

Exponential f (x) = ex F (x) = 1 ex 1



1
2 MX (t) =
t

(x)2 2 t2
Normal f (x) = 1 e F (x) = ( x MX (t) = et+
)
2 2 2
2

2
Pareto f (x) = (x+)+1 F (x) = 1 ( x+ ) 1 (2)(1)2

1 x
Gamma f (x) = () x e 2 MX (t) = ( t )

(+) 1
Beta f (x) = ()() x (1 x)1 + (+)2 (++1)

(ln(x))2 2 2 2
Lognormal f (x) = 1

x 2
e 2 2 e+ 2 (e 1)e2+

x x
Weibull f (x) = x ( x ) e( ) F (x) = 1 e( )

Chi-Square with k degrees of freedom Gamma( = k2 , = 1


2 ).

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