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Negative Binomial Distribution Overview

The document provides tables of discrete and continuous probability distributions, detailing their probability mass or density functions, moment-generating functions, means, variances, and examples. It includes distributions such as Bernoulli, Binomial, Poisson, Beta, and Normal, among others. Each distribution is characterized by specific parameter values and mathematical expressions relevant to statistical analysis.

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0715 hky
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3 views2 pages

Negative Binomial Distribution Overview

The document provides tables of discrete and continuous probability distributions, detailing their probability mass or density functions, moment-generating functions, means, variances, and examples. It includes distributions such as Bernoulli, Binomial, Poisson, Beta, and Normal, among others. Each distribution is characterized by specific parameter values and mathematical expressions relevant to statistical analysis.

Uploaded by

0715 hky
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

Copyright © 2014. Pearson Education, Limited. All rights reserved.

Table X Discrete Distributions

Probability Probability Moment-


Distribution and Mass Generating Mean
512 Appendix B Tables

Parameter Values Function Function E(X) Variance Var(X) Examples

Bernoulli px q1−x , x = 0, 1 q + pet , p pq Experiment with two possible


0<p<1 −∞ < t < ∞ outcomes, say success and
q=1−p failure, p = P(success)
 
n x n−x
Binomial p q , (q + pet )n , np npq Number of successes in
n = 1, 2, 3, . . . x −∞ < t < ∞ a sequence of n Bernoulli
0<p<1 x = 0, 1, . . . , n trials, p = P(success)
pet 1 q
Geometric qx−1 p, The number of trials to
0<p<1 x = 1, 2, . . . 1 − qet p p2 obtain the first success in a
q=1−p    t < − ln(1 − p) sequence of Bernoulli trials
N1 N2
Hypergeometric       Selecting n objects at random
x n−x N1 N 1 N2 N − n
x ≤ n, x ≤ N1   n n without replacement from a
N N N N N−1
n − x ≤ N2 set composed of two
N = N1 + N 2 n types of objects
N1 > 0, N2 > 0
 
x − 1 r x−r (pet )r r rq
Negative Binomial pq , , The number of trials to
r−1 (1 − qet )r p p2 obtain the rth success in a
r = 1, 2, 3, . . . x = r, r + 1, . . . t < − ln(1 − p) sequence of Bernoulli trials
0<p<1

λx e−λ t
Poisson , eλ(e −1) λ λ Number of events occurring in
λ>0 x! −∞ < t < ∞ a unit interval, events are
x = 0, 1, . . . occurring randomly at a mean
rate of λ per unit interval
1 m+1 m2 − 1
Uniform , x = 1, 2, . . . , m Select an integer randomly
m>0 m 2 12 from 1, 2, . . . , m
Copyright © 2014. Pearson Education, Limited. All rights reserved.

Table XI Continuous Distributions

Probability Moment-
Distribution and Generating Mean
Parameter Values Probability Density Function Function E(X) Variance Var(X) Examples

(α + β) α−1 α αβ
Beta x (1 − x)β−1 , X = X1 /(X1 + X2 ),
α>0 (α)(β) α+β (α + β + 1)(α + β)2 where X1 and X2 have
β>0 0<x<1 independent gamma
distributions with same θ
xr/2−1 e−x/2 1 1
Chi-square , r/2
, t< r 2r Gamma distribution, θ = 2,
r = 1, 2, . . . (r/2)2r/2 (1 − 2t) 2 α = r/2; sum of squares of r
0<x<∞ independent N(0, 1) random
variables
1 −x/θ 1 1
Exponential e , 0≤x<∞ , t< θ θ2 Waiting time to first arrival
θ >0 θ 1 − θt θ when observing a Poisson
process with a mean rate of
arrivals equal to λ = 1/θ
xα−1 e−x/θ 1 1
Gamma , , t< αθ αθ 2 Waiting time to αth arrival
α>0 (α)θ α (1 − θ t)α θ when observing a Poisson
θ >0 0<x<∞ process with a mean rate of
arrivals equal to λ = 1/θ
2 2
e−(x−μ) /2σ 2 2
Normal √ , eμt+σ t /2 μ σ2 Errors in measurements;
−∞ < μ < ∞ σ 2π −∞ < t < ∞ heights of children;
σ >0 −∞ < x < ∞ breaking strengths
1 etb − eta a+b (b − a)2
Uniform , a≤x≤b , t = 0 Select a point at random
−∞ < a < b < ∞ b−a t(b − a) 2 12 from the interval [a, b]
1, t=0
Appendix B Tables 513

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