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Continuous distributions

Click on the function name to produce a plot of the probability density function.

Table 1: Continuous distribution functions

Name

notation density function distribution function mean variance mode median characteristic fn. related distributions
Uniform [4,6] $\rule[-3.5mm]{0mm}{10mm}$ $\! \! \begin{array}{l} U(a,b) \ U(0,1) \ U(-1,1) \ \end{array}$ $\! \! \begin{array}{l} p(x)=\frac{1}{a-b}, \rule[-2mm]{3mm}{0mm} x \in [a,b] \\...
...in [0,1] \ p(x)=\frac{1}{2},\rule[-2mm]{3mm}{0mm} x \in [-1,1] \ \end{array} $ $ \! \! \begin{array}{l} F(x) = \frac{x - a}{a-b}, \rule[-2mm]{3mm}{0mm} x \in [...
...0,1] \ F(x) = \frac{x+1}{2},\rule[-2mm]{3mm}{0mm} x \in [-1,1] \ \end{array} $ $ \! \! \begin{array}{l} \frac{a+b}{2} \ \frac{1}{2} \ 0 \ \end{array} $ $\! \! \begin{array}{l} \frac{b-a}{12} \ \frac{1}{12} \ \frac{1}{6} \ \end{array}$ no mode $ \! \! \begin{array}{l} \frac{a+b}{2} \ \frac{1}{2} \ 0 \ \end{array} $ $\! \! \begin{array}{l} \frac{\exp(i b t) - \exp(i a t) }{i t (b - a)} \ \frac{e^{i t} - 1}{i t} \ \frac{\sin(t)}{t} \ \end{array} $ $ - $
Normal/Gaussian [4,6,13] $\rule[-3.5mm]{0mm}{10mm}$ $ N(\mu, \sigma^2)$ $ p(x) = \frac{1}{ \sigma \sqrt{2 \pi}} \exp{ \left(
-\frac{(x-\mu)^2}{2 \sigma^2} \right)} $ $ F(x) = \frac{1}{2} + \frac{\mbox{sign}(x-\mu)}{2}
\Phi\left(\frac{\vert x-\mu\vert}{\sqrt{2 \sigma^2}}\right)$

$\mu$ $\sigma^2$ $\mu$ $\mu$ $ \exp \left( i t \mu - \frac{1}{2} \sigma^2 t^2
\right) $ $ - $
Gamma [4,6,11] WWW $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Gamma}(\alpha, \beta)$ $ p(x) = \frac{\beta^{\alpha}}{\Gamma(\alpha)} x^{\alpha-1}
e^{-\beta x}, \rule[-2mm]{3mm}{0mm} x>0$ $ - $ $\frac{\alpha}{\beta}$ $\frac{\alpha}{\beta^2}$ $\frac{\alpha-1}{\beta}, \; \alpha>1$ $ - $ $\left(1 - i \frac{t}{\beta}\right)^{-\alpha}$ $ - $
Pearson type III [1,11] $\mbox{Pearson III}(\alpha, \beta, \mu)$ $ p(x) = \frac{\beta^{\alpha}}{\Gamma(\alpha)} y^{\alpha-1}
e^{-\beta y}, y=x-\mu, y>0$ $ - $ $\frac{\alpha}{\beta} + \mu$ $\frac{\alpha}{\beta^2}$ $\frac{\alpha - 1}{\beta} + \mu, \; \alpha>1$ $ - $ $e^{-i \mu t} \left(1 - i \frac{t}{\beta}\right)^{-\alpha}$ shifted Gamma
Generalized Gamma [4] $\mbox{Gamma}(\alpha, \beta, \mu, k)$ $ p(x) = \frac{\beta^{\alpha \gamma}}{\Gamma(\alpha)} y^{\alpha k-1}
e^{-(\beta y)^k}, y=x-\mu, y>0$ $ - $ $\frac{\Gamma(\alpha+1/k)}{\beta \Gamma(\alpha)} + \mu, \;
\alpha > -\frac{1}{k}$ $\frac{1}{\beta^2} \left\{ \frac{\Gamma(\alpha+2/k)}{\Gamma(\alpha)} -
\left[ \frac{\Gamma(\alpha+1/k)}{\Gamma(\alpha)} \right]^2 \right\}, \; \alpha>-2/k$ $\mu + \frac{(\alpha - 1/k)^{1/k}}{\beta}, \; \alpha>1/k$ $ - $ $ - $ $\! \! \begin{array}{l} \mbox{Gamma}(\alpha, \beta, 0, 1) \sim \mbox{Gamma} \ \...
...mbox{Weibull} \ \mbox{Gamma}(\alpha, \beta, \mu, k) \rightarrow \ \end{array}$
Hyper-exponential $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{HE}(\alpha, \beta, c)$ $ p(x) = \frac{c \beta^{\alpha/c}}{\Gamma\left(\frac{\alpha}{c}\right)} x^{\alpha-1}
e^{-\beta x^c}, \rule[-2mm]{3mm}{0mm} c,\alpha,\beta,x>0$ $ - $ $\frac{\Gamma\left( \frac{1+\alpha}{c} \right)}{\Gamma\left(\frac{\alpha}{c} \right)} \frac{1}{\beta^{\frac{1}{c}}}$ $\frac{\Gamma\left( \frac{2+\alpha}{c}
\right)}{\Gamma\left(\frac{\alpha}{c} \right)}
\frac{1}{\beta^{\frac{2}{c}}} - E[X]^2$ $ - $ $ - $ $ - $ $\! \! \begin{array}{l} \mbox{HE}(\alpha, \beta, 1) \sim \mbox{Gamma}(\alpha, \b...
...eta, c \right)^q \sim\mbox{HE}\left(\alpha/q, \beta, c/q \right) \ \end{array}$
Exponential [4,6] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Exp}(\lambda)$ $ p(x) = \lambda e^{-\lambda x}, \rule[-2mm]{3mm}{0mm} x>0$ $ F(x) = 1 - e^{-\lambda x} $ $\frac{1}{\lambda}$ $\frac{1}{\lambda^2}$ $0$ $ - $ $\left(1 - i \frac{t}{\lambda}\right)^{-1}$ $\mbox{Gamma}(1, \lambda)$
Erlang [4] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Erlang}_n(\lambda)$ $ p(x) = \frac{\lambda^{n}}{(n-1)!} x^{n-1}
e^{-\lambda x}, \rule[-2mm]{3mm}{0mm} x>0$ $ F(x) = 1 - e^{-\lambda x} \sum_{i=0}^{n-1}
\frac{(\lambda x)^i}{i!} $ $\frac{n}{\lambda}$ $\frac{n}{\lambda^2}$ $\frac{n-1}{\lambda}$ $ - $ $\left(1 - i \frac{t}{\lambda}\right)^{-n}$ $\mbox{Gamma}(n, \lambda)$, $X \sim \sum_{i=1}^{n} \mbox{Exp}(\lambda)$
Chi-square [4,6] $\rule[-3.5mm]{0mm}{10mm}$ $\chi_{\nu}^2 $ $p(x) = \frac{2^{-\nu/2}}{\Gamma(\nu/2)} x^{\nu/2-1} e^{-x/2},
\rule[-2mm]{3mm}{0mm} x > 0$ $ - $ $\nu$ $ 2 \nu $ $ \nu -2$, $\nu \geq 2$ $ - $ $ (1 - 2 i t)^{-\frac{\nu}{2}} $ $\mbox{Gamma}\left(\frac{\nu}{2},\frac{1}{2} \right)$, $X \sim \sum_{i=1}^{\nu} N_i^2(0,1)$
$\! \! \begin{array}{l} \mbox{Noncentral chi-square} \ \rule[-2mm]{3mm}{0mm} \mbox{(Rayleigh-Rice)} \ \end{array}$ [4] $\rule[-3.5mm]{0mm}{10mm}$ $\chi_{\nu,\delta}^2 $ $\! \! \begin{array}{l} p(x) = 2^{-\nu/2} \exp(-(x+\delta)/2) \ \rule[-2mm]{3mm...
...ta^j}{\Gamma(\nu/2 + j) 2^{2j} j!},
\rule[-2mm]{3mm}{0mm} x > 0 \ \end{array}$ $ - $ $\nu + \delta$ $2 ( \nu + 2 \delta)$ $ - $ $ - $ $( 1 - 2 it)^{-\nu/2} \exp\left(\frac{\delta i t}{1 - 2it} \right)$ $ - $
Log-normal [4] $\rule[-3.5mm]{0mm}{10mm}$ $ \mbox{Log-}N(\mu, \sigma^2)$ $ p(x) = \frac{1}{ \sigma \sqrt{2 \pi}} x^{-1} \exp{ \left(
-\frac{(\ln(x)-\mu)^2}{2 \sigma^2} \right)}, \rule[-2mm]{3mm}{0mm} x>0 $ $ - $ $\exp(\mu + \sigma^2/2)$ $e^{2 \mu + \sigma^2} ( e^{\sigma^2} - 1)$ $e^{\mu - \sigma^2} $ $ - $ $ - $ $X \sim \exp(N(\mu,\sigma^2))$
Rayleigh [4,14] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Rayleigh}(\sigma^2)$ $p(x) = \frac{1}{\sigma^2} x e^{-x^2/2 \sigma^2}, \rule[-2mm]{3mm}{0mm} x > 0$ $ - $ $ \sigma \sqrt{\frac{\pi}{2}}$ $ \sigma^2 \left(2 - \frac{\pi}{2} \right) $ $ \sigma $ $ - $ $ - $ $\mbox{Weibull}(\sigma,2)$, $X \sim \sqrt{N_1^2(0,\sigma^2)+N_2^2(0,\sigma^2)}$
Rayleigh (generalised) [4] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Rayleigh}_n(\sigma^2)$ $p(x) = \frac{2 x^{n-1}}{(2 \sigma^2)^{n/2} \Gamma(n/2)} e^{-x^2/2 \sigma^2}, \rule[-2mm]{3mm}{0mm} x > 0$ $ - $ $ \sigma \sqrt{2} \frac{\Gamma((1+n)/2)}{\Gamma(n/2)} $ $ - $ $ - $ $ - $ $ - $ $X \sim \sqrt{\sum_{j=0}^{n} N^2_j(0,\sigma^2)}$
Beta [4,6] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Beta}(\alpha, \beta)$ $ p(x) = \frac{\Gamma(\alpha+\beta)}{\Gamma(\alpha)\Gamma(\beta)}
x^{\alpha-1} (1-x)^{\beta-1}, \rule[-2mm]{3mm}{0mm} x \in [0,1]$ $ F(x) = \frac{B_x(\alpha, \beta)}{B(\alpha, \beta)} $ $\frac{\alpha}{\alpha + \beta}$ $\frac{\alpha \beta}{(\alpha + \beta)^2 (\alpha + \beta +1)}$ $\frac{\alpha-1}{\alpha + \beta - 2}$ $ - $ $ _1F_1(\alpha, \alpha+\beta; i \theta) $ $ \mbox{Beta}(\alpha, \beta) = \mbox{Dirichlet}(\alpha, \beta) $
Student-t [6] $\rule[-3.5mm]{0mm}{10mm}$ $t_{\nu}(\mu,\sigma^2)$ $p(x) = \frac{\Gamma((\nu+1)/2)}
{\Gamma(\nu/2) \sqrt{\nu \pi \sigma^2}}
\left...
...\frac{1}{\nu}
\left( \frac{x - \mu}{\sigma} \right)^2
\right)^{-(\nu+1)/2} $ $ - $ $\mu, \rule[-2mm]{3mm}{0mm} \nu > 1 $ $\frac{\nu}{\nu-2} \sigma^2, \rule[-2mm]{3mm}{0mm} \nu > 2$ $\mu$ $ - $ $ - $ $\lim_{\nu \rightarrow \infty} t_{\nu}(\mu,\sigma^2) = N(\mu,\sigma^2)$, $ \frac{N(0,1)}{\sqrt{\chi^2_{n}/n}} $
Logistic [5, pp.52-53] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Logistic}(\alpha, \beta)$ $ - $ $ F(x) = \frac{1}{1 + e^{-\alpha t - \beta}}, $ $ - $ $ - $ $ - $ $ - $ $ - $ $ - $
Inverse beta [5, p.50] [4] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Inv-Beta}(\alpha, \beta)$ $ p(x) = \frac{\Gamma(\alpha+\beta)}{\Gamma(\alpha)\Gamma(\beta)}
\frac{x^{\alpha-1}}{ (1+x)^{\alpha+\beta}}, \rule[-2mm]{3mm}{0mm} x > 0 $ $ - $ $ - $ $ - $ $ - $ $ - $ $ - $ $ \frac{\mbox{Beta}(\alpha, \beta)}{1 -\mbox{Beta}(\alpha,\beta)} $, $ \frac{\mbox{Gamma}(1, \alpha)}{\mbox{Gamma}(1, \beta)}$
Inverse gamma [4,6] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Inv-gamma}(\alpha,\beta)$ $p(x) = \frac{\beta^{\alpha}}{\Gamma(\alpha)} x^{-(\alpha+1)}
e^{-\beta/x}, \rule[-2mm]{3mm}{0mm} x>0$ $ - $ $\frac{\beta}{\alpha-1}, \rule[-2mm]{3mm}{0mm} \alpha>1$ $\frac{\beta^2}{(\alpha-1)^2 (\alpha-2)}, \rule[-2mm]{3mm}{0mm} \alpha>2$ $\frac{\beta}{\alpha+1}$ $ - $ $ - $ $ 1/\mbox{Gamma}(\alpha,\beta)$
Inverse chi-square [6] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Inv-}\chi^2(\nu)$ $p(x) = \frac{2^{-\nu/2}}{\Gamma(\nu/2)} x^{-(\nu/2+1)}
e^{-1/2x}, \rule[-2mm]{3mm}{0mm} x>0$ $ - $ $\frac{1}{\nu-2}, \rule[-2mm]{3mm}{0mm} \nu>2$ $\frac{2}{(\nu-2)^2 (\nu-4)}, \rule[-2mm]{3mm}{0mm} \nu>4$ $\frac{1}{\nu+2}$ $ - $ $ - $ $\mbox{Inv-gamma}(\nu/2, 1/2)$
$\! \! \begin{array}{l} \mbox{Scaled inverse} \ \rule[-2mm]{3mm}{0mm} \rule[-2mm]{3mm}{0mm} \mbox{chi-square} \ \end{array}$ [6] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Inv-}\chi^2(\nu, s^2)$ $p(x) = \frac{2^{-\nu/2}}{\Gamma(\nu/2)} s^{\nu} x^{-(\nu/2+1)}
e^{-\nu s^2/2x}, \rule[-2mm]{3mm}{0mm} x>0$ $ - $ $\frac{\nu}{\nu-2} s^2$ $\frac{2 \nu^2}{(\nu-2)^2 (\nu-4)} s^4$ $\frac{\nu}{\nu+2} s^2$ $ - $ $ - $ $\mbox{Inv-gamma}(\nu/2, s^2 \nu/2)$
Cauchy [4,14,15,16] $\rule[-3.5mm]{0mm}{10mm}$ $\! \! \begin{array}{l} \mbox{Cauchy}(\mu,b) \ \mbox{Cauchy}(0,1) \ \end{array}$ $\! \! \begin{array}{l} p(x) = \frac{1}{\pi b \left\{ 1+
\left( \frac{x-\mu}{b} \right)^2 \right\} } \ p(x) = \frac{1}{\pi (1+x^2)} \ \end{array}$ $ - $ $\! \! \begin{array}{l} \mbox{DNE} \ \mbox{DNE} \ \end{array}$ $\! \! \begin{array}{l} \mbox{DNE} \ \mbox{DNE} \ \end{array}$ $\! \! \begin{array}{l} \mu \ 0 \ \end{array}$ $\! \! \begin{array}{l} \mu \ 0 \ \end{array}$ $\! \! \begin{array}{l} e^{i t \mu} e^{-\vert t\vert b} \ e^{-\vert t\vert} \ \end{array}$ $\! \! \begin{array}{l} t_1(\mu, \sigma^2) \ \ \end{array}$
Laplace [4] $\rule[-3.5mm]{0mm}{10mm}$ [16] $\mbox{Laplace}(\mu,b)$ $p(x) = \frac{1}{2b} \exp\left(\frac{-\vert x-\mu\vert}{b}\right)$ $ - $ $\mu$ $2 b^2$ $\mu$ $\mu$ $\frac{\exp(i \mu t)}{(1+b^2 t^2)}$ $ - $
Double exponential $\rule[-1.5mm]{0mm}{6mm}$ [16] $\mbox{Laplace}(0,1)$ $p(x) = \frac{1}{2} e^{-\vert x\vert} $ $ - $ $0$ $2$ $0$ $0$ $\frac{1}{1+t^2}$ $ - $
Triangular (Simpson) [4,14,16] $\rule[-3.5mm]{0mm}{10mm}$ $ \! \! \begin{array}{l} \mbox{Triangular}(a,b,c) \ \ \mbox{Triangular}(-1,1,0) \ \end{array} $ $ \! \! \begin{array}{l} p(x) = \left\{ \begin{array}{l}
\frac{2(x-a)}{(b-a)(c-...
... \ p(x) = 1 - \vert x\vert, \rule[-2mm]{3mm}{0mm} x \in [-1,1] \ \end{array} $ $ - $ $ \! \! \begin{array}{l} \frac{a+b+c}{3} \ \ 0 \ \end{array} $ $ \! \! \begin{array}{l} \frac{a^2 + b^2 + c^2 - ab - ac -bc}{18} \ \ 1/6 \ \end{array} $ $ \! \! \begin{array}{l} c \ \ 0 \ \end{array} $ $ - $ $ \! \! \begin{array}{l} - \ \ 2 \left( \frac{1-\cos(t)}{t^2} \right) \ \end{array}$ $ \! \! \begin{array}{l} \ \ U(-1/2,1/2) + U(-1/2,1/2) \ \end{array} $
Anon [16] $\rule[-3.5mm]{0mm}{10mm}$   $p(x) = \frac{1 - \cos(x)}{\pi x^2} $ $ - $ $ - $ $ - $ $ - $ $ - $ $(1 - \vert t \vert) I_{[-1,1]}(t) $ $ - $
Maxwell [14] $\rule[-3.5mm]{0mm}{10mm}$   $ p(x) = \sqrt{ \frac{2}{\pi} } \frac{ (x - x_0)^2 }{a^3}
\exp\left( - \frac{ (x-x_0)^2 }{2 a^2} \right),
\rule[-2mm]{3mm}{0mm} x \geq x_0 $ $ - $ $ - $ $ - $ $ - $ $ - $ $ - $ $ - $
$\! \! \begin{array}{l} \mbox{Extreme value I
\cite{leadbetter83:_extremes,Eva...
...3mm}{0mm} \mbox{doubly exponential \cite{Abramowitz_and_Stegun}} \ \end{array}$ $\mbox{EV}_{I}(a,b)$ $p(x) = \frac{1}{b} \exp\left( \frac{-(x-a)}{b} \right)
\exp\left\{ -\exp\left( \frac{-(x-a)}{b}
\right) \right\}$ $ F(x) = \exp\left\{ -\exp\left( \frac{-(x-a)}{b} \right) \right\} $ $ a - b \Gamma'(1)$ $ b \pi^2/6$ $a$ $ a - b \log \log 2$ $ \exp(iat) \Gamma(1 - ibt)$ $ EV(a,b) = a - \log(\mbox{Exp}(1/b)) $
Gumbel $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{EV}_{I}(0,1)$ $p(x) = \exp\left( -x \right) \exp\left\{ -\exp\left( -x \right) \right\}$ $F(x) = \exp\left\{ -\exp\left( -x \right) \right\} $ $\Gamma'(1)$ $\pi^2/6$ $0$ $\log \log 2$ $\Gamma(1 - i t)$ particular case of extreme value
Extreme value II [12] $\mbox{EV}_{II}(\alpha)$ $ - $ $ F(x) = \exp\left\{ - x^{-\alpha}\right\}, x \geq 0, \alpha >0$ $ - $ $ - $ $ - $ $ - $ $ - $ maximum of type II series, e.g. Pareto
Extreme value III [12] $\mbox{EV}_{III}(\alpha)$ $ - $ $ F(x) = \exp\left\{ - (-x)^{\alpha}\right\}, x \leq 0, \alpha >0$ $ - $ $ - $ $ - $ $ - $ $ - $ maximum of type III series
Weibull [4,14] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Weibull}(b,c)$ $ p(x) = \frac{ c x^{c-1} }{b^c} \exp\left[ -
\left(\frac{x}{b}\right)^c \right], \rule[-2mm]{3mm}{0mm} x \geq 0$ $F(x) = 1 - \exp\left[ - \left(\frac{x}{b}\right)^c \right]$ $b \Gamma\left( \frac{c+1}{c} \right)$ $b^2 \left[ \Gamma\left( \frac{c+2}{c} \right) -
\Gamma\left( \frac{c+1}{c} \right)^2 \right] $ $ \begin{array}{ll}
b \left(1 - \frac{1}{c}\right)^{1/c}, & c \geq 1 \\
0, & c \leq 1 \\
\end{array}$ $b (\log 2)^{1/2}$ $ - $ $ - $
Pareto [4,15] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Pareto}(a,c)$ $ p(x) = \frac{ c a^{c} }{x^{c+1}}, \rule[-2mm]{3mm}{0mm} x \geq a $ $ F(x) = 1 - \left( \frac{a}{x} \right)^c $ $\frac{ca}{c-1}, \rule[-2mm]{3mm}{0mm} c>1 $ $\frac{c a^2}{ (c-1)^2 (c-2) }, \rule[-2mm]{3mm}{0mm} c > 2$ $a$ $2^{1/c} a$ $ - $ $X \sim exp(a \mbox{Exp}(c))$
Pareto II $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{ParetoII}(a,c)$ $ p(x) = \frac{ c a^{c} }{(x+a)^{c+1}}, \rule[-2mm]{3mm}{0mm} x \geq 0 $ $ F(x) = 1 - \left( \frac{a}{x+a} \right)^c $ $\frac{a}{c-1}, \rule[-2mm]{3mm}{0mm} c>1 $ $ - $ $0$ $ - $ $ - $ shifted version of Pareto
Pareto III $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{ParetoIII}(a,c)$ $ - $ $ F(x) = 1 - \frac{a^c}{a^c + x^c} $ $ \frac{a \pi c}{\sin \pi c}, \rule[-2mm]{3mm}{0mm} c>1 $ $ - $ $ - $ $a$ $ - $ shifted version of Pareto
Bessel $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{Bessel}(\alpha)$ $ p(x) = \frac{ \alpha e^{-\alpha} I_{\alpha}(x) }{x}, \rule[-2mm]{3mm}{0mm} x > 0 $ $ - $ $ - $ $ - $ $ - $ $ - $ $\left[ 1 + it - \sqrt{ (1+it)^2 - 1} \right]^{\alpha} $ $ - $
Arcsine [10]   $ \mbox{$\rule[-3.5mm]{0mm}{10mm}$}p(x) = \frac{1}{ \pi \sqrt{x(1-x)} }, \rule[-2mm]{3mm}{0mm} x \in (0,1) $ $ F(x) = \frac{2}{\pi} \arcsin(\sqrt{x}) $ $ - $ $ - $ $ - $ $ - $ $ - $ $ \mbox{Beta} \left(\frac{1}{2}, \frac{1}{2} \right) $
Generalized Arcsine [5, pp.470-471]   $ \mbox{$\rule[-3.5mm]{0mm}{10mm}$}p(x) = \frac{\sin(\pi \alpha)}{\pi}
x^{-\al...
...1}, \rule[-2mm]{3mm}{0mm} x \in (0,1) \rule[-2mm]{3mm}{0mm}
\alpha \in (0,1) $ $ - $ $ - $ $ - $ $ - $ $ - $ $ - $ $ - $
Hyperbolic cosine [5]   $ \mbox{$\rule[-3.5mm]{0mm}{10mm}$}p(x) = \frac{ 1}{ \pi \cosh(x)}, \; \;
\cosh(x) = \frac{1}{2} (e^x + e^{-x}) $ $ F(x) = 1 - \frac{2}{\pi} \arctan(e^{-x}) $ $0$ $ - $ $ - $ $ - $ $ \frac{1}{\cosh(\pi t/2)} $ $ - $
Fisher-Snedecor (Variance ratio) [4] $\rule[-3.5mm]{0mm}{10mm}$ $\mbox{F}_{\nu, \omega}$ $ p(x) = \frac{\Gamma[(\nu+\omega)/2] (\nu/\omega)^{\nu/2}
x^{(\nu-2)/2}}
{\G...
... + (\nu/\omega) x
\right)^{(\nu+\omega)/2} },
\rule[-2mm]{3mm}{0mm} x \geq 0 $ $ - $ $ \frac{\omega}{\omega-2}, \rule[-2mm]{3mm}{0mm} \omega > 2 $ $ \frac{2 \omega^2 ( \nu + \omega - 2)}
{ \nu (\omega - 2)^2 (\omega - 4) } , \rule[-2mm]{3mm}{0mm} \omega > 4 $ $ \frac{\omega (\nu - 2)}{\nu ( \omega + 2) }, \rule[-2mm]{3mm}{0mm} \nu > 2 $ $ - $ $ - $ $ \frac{\chi^2_{\nu}/\nu}{\chi^2_{\omega}/\omega} $
$\! \! \begin{array}{l} \mbox{Inverse Gaussian}\cite{Evans_et_al(1993)} \ \rule[-2mm]{3mm}{0mm} \mbox{Wald} \ \end{array} $ $\rule[-3.5mm]{0mm}{10mm}$ $\! \! \begin{array}{l} \mbox{IN}(\mu, \lambda) \ \mbox{IN}(1, \lambda) \ \end{array}$ $\! \! \begin{array}{l} p(x) = \sqrt{\frac{\lambda}{2 \pi x^3}}
\exp \left( \f...
...pi x^3}}
\exp \left( \frac{ - \lambda (x - 1)^2}{2 x}
\right) \ \end{array}$ $ - $ $ \! \! \begin{array}{l} \mu \ 1 \ \end{array} $ $ \! \! \begin{array}{l} \mu^3/\lambda \ 1/\lambda \ \end{array} $ $ \! \! \begin{array}{l} \mu \left[ \left( 1 + \frac{ 9 \mu^2}{4 \lambda^2}
\ri...
...c{9}{4 \lambda^2}
\right)^{1/2}
- \frac{3}{2 \lambda} \right] \ \end{array}$ $ - $ $ \exp \left[ \frac{\lambda}{\mu} \left\{ 1 - \left(
1 - \frac{2 \mu^2 i t}{\lambda} \right)^{1/2}
\right\} \right]$ $ \lim_{\lambda \rightarrow \infty} X = N(0,1) $
Kovalenko distribution [7] $\rule[-3.5mm]{0mm}{10mm}$ $R_{\nu-1}$, $ - $ $ 1 - \frac{1}{\pi} \sum_{n=1}^{H}
(-1)^{n-1} \frac{\Gamma(n (\nu-1)) \sin(n (\nu-1) \pi)
}{t^{n (\nu-1)}}
+ O(x^{-(H+1)(\nu-1)}),
H=1,2,\ldots$ $ - $ $ - $ $ - $ $ - $ $ - $ $ - $
Kovalenko distribution [3] $\rule[-3.5mm]{0mm}{10mm}$ $R_{1/2}$, $ - $ $ 1 - \frac{2}{\sqrt{\pi}} e^{x} \mbox{Erfn}(x^{1/2})$ $ - $ $ - $ $ - $ $ - $ $ - $ $ - $


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Next: Discrete distributions Up: Table of Probability Distributions Previous: Useful Formula and Relationships
Matthew Roughan
2004-02-19