Click on the function name to produce a plot of the probability
density function.
Name |
notation | density function | distribution function | mean | variance | mode | median | characteristic fn. | related distributions |
| Uniform
[4,6]
|
![]() |
![]() |
![]() |
|
|
no mode |
|
![]() |
|
| Normal/Gaussian
[4,6,13]
|
|
|
|
|
|||||
| Gamma
[4,6,11]
WWW
|
|
|
|
|
|
|
|||
| Pearson type III [1,11] |
|
|
|
|
|
|
shifted Gamma | ||
| Generalized Gamma [4] |
|
|
|
|
|
![]() |
|||
| Hyper-exponential
|
|
|
|
|
![]() |
||||
| Exponential
[4,6]
|
|
|
|
|
|
|
|
||
| Erlang
[4]
|
|
|
|
|
|
|
|
|
|
| Chi-square
[4,6]
|
|
|
|
||||||
[4]
|
|
![]() |
|
|
|||||
| Log-normal [4]
|
|
|
|
|
|
|
|||
| Rayleigh [4,14]
|
|
|
|
|
|
||||
| Rayleigh (generalised) [4]
|
|
|
|
|
|||||
| Beta
[4,6]
|
|
|
|
|
|
|
|
|
|
| Student-t
[6]
|
|
|
|
|
|
||||
| Logistic
[5, pp.52-53]
|
|
|
|||||||
| Inverse beta
[5, p.50] [4]
|
|
|
|
||||||
| Inverse gamma [4,6]
|
|
|
|
|
|
|
|||
| Inverse chi-square [6]
|
|
|
|
|
|
|
|||
[6]
|
|
|
|
|
|
|
|||
| Cauchy
[4,14,15,16]
|
![]() |
![]() |
|
|
|
|
![]() |
![]() |
|
| Laplace [4]
|
|
|
|
||||||
| Double exponential
|
|
|
|
||||||
| Triangular (Simpson) [4,14,16]
|
![]() |
![]() |
|
![]() |
|
![]() |
![]() |
||
| Anon
[16]
|
|
|
|||||||
| Maxwell [14]
|
|
||||||||
![]() |
|
|
|
|
|
|
|
||
| Gumbel
|
|
|
|
|
particular case of extreme value | ||||
| Extreme value II [12] |
|
|
maximum of type II series, e.g. Pareto | ||||||
| Extreme value III [12] |
|
|
maximum of type III series | ||||||
| Weibull [4,14]
|
|
|
|
|
|
![]() |
|
||
| Pareto
[4,15]
|
|
|
|
|
|
|
|||
| Pareto II
|
|
|
|
|
shifted version of Pareto | ||||
| Pareto III
|
|
|
|
shifted version of Pareto | |||||
| Bessel
|
|
|
|
||||||
| Arcsine [10] |
![]() |
|
|
||||||
| Generalized Arcsine [5, pp.470-471] |
![]() |
||||||||
| Hyperbolic cosine [5] |
![]() |
|
|
||||||
| Fisher-Snedecor (Variance ratio) [4]
|
|
|
|
|
|
|
|||
|
![]() |
![]() |
|
|
![]() |
|
|
||
| Kovalenko distribution [7]
|
|
||||||||
| Kovalenko distribution [3]
|
|