Basic Discrete and Continuous Distributions
Basic Discrete and Continuous Distributions
Distribution: Bernoulli
Type: Discrete
PMF/PDF: $P(X = x) = p^x (1-p)^{1-x}, \, x \in \{0,1\}$
Parameters: $p \in [0,1]$
Mean: $p$
Variance: $p(1-p)$
Support: $\{0, 1\}$
Applications: Single trials with binary outcomes (e.g., success/failure)
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Distribution: Binomial
Type: Discrete
PMF/PDF: $P(X = k) = \binom{n}{k} p^k (1-p)^{n-k}$
Parameters: $n \in \mathbb{Z}^+, \, p \in [0,1]$
Mean: $np$
Variance: $np(1-p)$
Support: $\{0, 1, \dots, n\}$
Applications: Number of successes in n independent Bernoulli trials
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Distribution: Poisson
Type: Discrete
PMF/PDF: $P(X = k) = \frac{\lambda^k e^{-\lambda}}{k!}, \, k \geq 0$
Parameters: $\lambda > 0$
Mean: $\lambda$
Variance: $\lambda$
Support: $\mathbb{Z}^+_0$
Applications: Counts of events in fixed intervals (e.g., calls/hour)
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Distribution: Geometric
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Basic Discrete and Continuous Distributions
Type: Discrete
PMF/PDF: $P(X = k) = (1-p)^{k-1}p, \, k \geq 1$
Parameters: $p \in [0,1]$
Mean: $\frac{1}{p}$
Variance: $\frac{1-p}{p^2}$
Support: $\mathbb{Z}^+$
Applications: Number of trials until first success
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Distribution: Uniform (Discrete)
Type: Discrete
PMF/PDF: $P(X = x) = \frac{1}{n}, \, x \in \{1, 2, \dots, n\}$
Parameters: $n \in \mathbb{Z}^+$
Mean: $\frac{n+1}{2}$
Variance: $\frac{n^2-1}{12}$
Support: $\{1, 2, \dots, n\}$
Applications: Equal probability for finite outcomes
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Distribution: Normal
Type: Continuous
PMF/PDF: $f(x) = \frac{1}{\sqrt{2\pi\sigma^2}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}$
Parameters: $\mu \in \mathbb{R}, \, \sigma > 0$
Mean: $\mu$
Variance: $\sigma^2$
Support: $\mathbb{R}$
Applications: Natural measurements (e.g., height, weight)
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Distribution: Exponential
Type: Continuous
PMF/PDF: $f(x) = \lambda e^{-\lambda x}, \, x \geq 0$
Parameters: $\lambda > 0$
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Basic Discrete and Continuous Distributions
Mean: $\frac{1}{\lambda}$
Variance: $\frac{1}{\lambda^2}$
Support: $[0, \infty)$
Applications: Time between events in a Poisson process
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Distribution: Uniform (Continuous)
Type: Continuous
PMF/PDF: $f(x) = \frac{1}{b-a}, \, a \leq x \leq b$
Parameters: $a < b$
Mean: $\frac{a+b}{2}$
Variance: $\frac{(b-a)^2}{12}$
Support: $[a, b]$
Applications: Equal probability over a range of values
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Distribution: Gamma
Type: Continuous
PMF/PDF: $f(x) = \frac{\lambda^k x^{k-1} e^{-\lambda x}}{\Gamma(k)}, \, x > 0$
Parameters: $k > 0, \, \lambda > 0$
Mean: $\frac{k}{\lambda}$
Variance: $\frac{k}{\lambda^2}$
Support: $(0, \infty)$
Applications: Waiting time for k-th event in a Poisson process
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Distribution: Beta
Type: Continuous
PMF/PDF: $f(x) = \frac{x^{\alpha-1}(1-x)^{\beta-1}}{B(\alpha, \beta)}, \, x \in [0,1]$
Parameters: $\alpha, \beta > 0$
Mean: $\frac{\alpha}{\alpha+\beta}$
Variance: $\frac{\alpha\beta}{(\alpha+\beta)^2 (\alpha+\beta+1)}$
Support: $[0, 1]$
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Basic Discrete and Continuous Distributions
Applications: Probabilities and proportions
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