Discrete Distributions
Name Density Mx ( t ) E(X) Var ( X )
x = 1,2, 3,... pet 1 q
Geometric f ( x ) = q x 1 p
0 < p<1 1 qet p p2
n 2
n 2
1 x = x1 , x2 , x3 ,..., xn
n
e txi
n
x x xi
2
i
Uniform f ( x) = i i =1
i =1
n n + i =1 i =1
n n
n n
n nx
x = 0,1, 2,..., n n
Binomial f ( x ) = px ( q ) t
( q + pe ) np npq
x 0 < p<1 n +
x = 0,1
Bernoulli f ( x ) = px q1 x q + pet p pq
0 < p<1
r N r
x n x r r N r N n
Hypergeometric f ( x) = max 0, n ( N r) x m in ( n, r) n n
N N N N N 1
n
t r
Negative x 1 x r r x = r, r + 1, r + 2,... ( pe ) r r (1 p)
f ( x) = q p
Binomial r 1 0 < p<1 (1 qe )
t r p p2
e k kx x = 0,1, 2,...
Poisson f ( x) = e
k ( et 1)
k k
x! k > 0 k = s
Poisson Approx. e np ( np)
x goodifn 20 and p .05
f ( x) =
to the Binomial x! very good if n 100 and np 10