STAT330 Study Guide - Final Guide: Binomial Series, Geometric Series

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Common Distributions
Notation: PMF = P(X=k), PDF = fX(x), MGF = MX(t).
1. Bernoulli:Xāˆ¼Ber(p).
ā€¢P(X=0)=1āˆ’pand P(X=1)=p.
ā€¢E(X)=pand var(X)=p(1 āˆ’p).
ā€¢MX(t)=pet+(1āˆ’p).
2. Binomial:Xāˆ¼Bin(n, p).
ā€¢P(X=k)=ī€‚n
kī€ƒpk(1 āˆ’p)nāˆ’k,k=0,...,n.
ā€¢E(X)=np and var(X)=np(1 āˆ’p).
ā€¢MX(t)=(1āˆ’p+pet)n
3. Geometric:Xāˆ¼Geo(p).
ā€¢P(X=k)=(1āˆ’p)kāˆ’1p,k=1,2,...
ā€¢E(X)=1
pand var(X)=1āˆ’p
p2.
pet
ā€¢E[X]=Ī»and var(X)=Ī».
ā€¢MX(t)=exp{Ī»(etāˆ’1)}.
5. Uniform:Xāˆ¼Uni(a, b).
ā€¢fX(x)= 1
bāˆ’a,a<x<b.
ā€¢E[X]=b+a
2and var(X)=(bāˆ’a)2
12 .
ā€¢MX(t)=exp(bt)āˆ’exp(at)
t(bāˆ’a).
6. Exponential:Xāˆ¼Exp(Ī»).
ā€¢fX(x)=Ī»eāˆ’Ī»x,x>0.
ā€¢E[X]= 1
Ī»and var(X)= 1
Ī»2.
ā€¢MX(t)= Ī»
Ī»āˆ’t,t< Ī».
7. Normal:Xāˆ¼N(Āµ, Ļƒ2).
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