伯努利分布 Bernoulli Distribution
f
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x
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p
)
=
{
p
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1
−
p
)
1
−
x
x
=
0
,
1
,
0
otherwise.
f(x|p)=\left\{ \begin{aligned} &p^x(1-p)^{1-x}&&x=0,1,\\ &0&&\text{otherwise.} \end{aligned} \right.
f(x∣p)={px(1−p)1−x0x=0,1,otherwise.
E ( X ) = p V a r ( X ) = p ( 1 − p ) ψ ( t ) = p e t + 1 − p E(X)=p\\ Var(X)=p(1-p)\\ \psi(t)=pe^t+1-p E(X)=pVar(X)=p(1−p)ψ(t)=pet+1−p
二项分布 Binomial Distribution
f
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n
,
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=
{
(
n
x
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p
x
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−
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−
x
x
=
0
,
1
,
2
,
⋯
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n
,
0
otherwise.
f(x|n,p)=\left\{ \begin{aligned} &\binom{n}{x}p^x(1-p)^{n-x}&&x=0,1,2,\cdots,n,\\ &0&&\text{otherwise.} \end{aligned} \right.
f(x∣n,p)=⎩⎪⎨⎪⎧(xn)px(1−p)n−x0x=0,1,2,⋯,n,otherwise.
E ( X ) = n p V a r ( X ) = n p ( 1 − p ) ψ ( t ) = ( p e t + 1 − p ) n E(X)=np\\ Var(X)=np(1-p)\\ \psi(t)=(pe^t+1-p)^n E(X)=npVar(X)=np(1−p)ψ(t)=(pet+1−p)n
泊松分布 Poisson Distribution
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=
{
e
−
λ
λ
x
x
!
x
=
0
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1
,
2
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⋯
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0
otherwise.
f(x|\lambda)=\left\{ \begin{aligned} &\frac{e^{-\lambda}\lambda^x}{x!}&&x=0,1,2,\cdots,\\ &0&&\text{otherwise.} \end{aligned} \right.
f(x∣λ)=⎩⎪⎨⎪⎧x!e−λλx0x=0,1,2,⋯,otherwise.
E ( X ) = λ V a r ( X ) = λ ψ ( t ) = e λ ( e t − 1 ) E(X)=\lambda\\ Var(X)=\lambda\\ \psi(t)=e^{\lambda(e^t-1)} E(X)=λVar(X)=λψ(t)=eλ(et−1)
正态分布 Normal Distribution
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n
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p
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=
1
2
π
σ
exp
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−
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−
∞
<
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<
∞
.
f(x|n,p)=\frac{1}{\sqrt{2\pi}\sigma}\exp[-\frac{1}{2}(\frac{x-\mu}{\sigma})^2]\ \ \ \ -\infin<x<\infin.
f(x∣n,p)=2πσ1exp[−21(σx−μ)2] −∞<x<∞.
E ( X ) = μ V a r ( X ) = σ 2 ψ ( t ) = exp ( μ t + 1 2 σ 2 t 2 ) E(X)=\mu\\ Var(X)=\sigma^2\\ \psi(t)=\exp(\mu t+\frac{1}{2}\sigma^2t^2) E(X)=μVar(X)=σ2ψ(t)=exp(μt+21σ2t2)
伽马分布 Gamma Distribution
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{
β
α
Γ
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α
)
x
α
−
1
e
−
β
x
x
>
0
0
otherwise.
f(x|\alpha,\beta)=\left\{ \begin{aligned} &\frac{\beta^\alpha}{\Gamma(\alpha)}x^{\alpha-1}e^{-\beta x}&&x>0\\ &0&&\text{otherwise.} \end{aligned} \right.
f(x∣α,β)=⎩⎪⎨⎪⎧Γ(α)βαxα−1e−βx0x>0otherwise.
E ( X ) = α β V a r ( X ) = α β 2 ψ ( t ) = ( β β − t ) α t < β E(X)=\frac{\alpha}{\beta}\\ Var(X)=\frac{\alpha}{\beta^2}\\ \psi(t)=(\frac{\beta}{\beta-t})^\alpha\ \ \ \ t<\beta E(X)=βαVar(X)=β2αψ(t)=(β−tβ)α t<β
指数分布 Exponential Distribution
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β
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{
β
e
−
β
x
x
>
0
0
otherwise.
f(x|\beta)=\left\{ \begin{aligned} &\beta e^{-\beta x}&&x>0\\ &0&&\text{otherwise.} \end{aligned} \right.
f(x∣β)={βe−βx0x>0otherwise.
E ( X ) = 1 β V a r ( X ) = 1 β 2 ψ ( t ) = β β − t t < β E(X)=\frac{1}{\beta}\\ Var(X)=\frac{1}{\beta^2}\\ \psi(t)=\frac{\beta}{\beta-t}\ \ \ \ t<\beta E(X)=β1Var(X)=β21ψ(t)=β−tβ t<β
贝塔分布 Beta Distribution
f
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{
Γ
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Γ
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Γ
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+
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1
0
<
x
<
1
0
otherwise.
f(x|\alpha,\beta)=\left\{ \begin{aligned} &\frac{\Gamma(\alpha)\Gamma(\beta)}{\Gamma(\alpha+\beta)}x^{\alpha-1}(1-x)^{\beta-1}&&0<x<1\\ &0&&\text{otherwise.} \end{aligned} \right.
f(x∣α,β)=⎩⎪⎨⎪⎧Γ(α+β)Γ(α)Γ(β)xα−1(1−x)β−100<x<1otherwise.
E ( X ) = α α + β V a r ( X ) = α β ( α + β ) 2 ( α + β + 1 ) ψ ( t ) = unknown E(X)=\frac{\alpha}{\alpha+\beta}\\ Var(X)=\frac{\alpha\beta}{(\alpha+\beta)^2(\alpha+\beta+1)}\\ \psi(t)=\text{unknown} E(X)=α+βαVar(X)=(α+β)2(α+β+1)αβψ(t)=unknown
卡方分布 Chi-Square Distribution
f
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x
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α
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β
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=
{
1
2
m
2
Γ
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m
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x
m
2
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e
−
x
2
x
>
0
0
otherwise.
f(x|\alpha,\beta)=\left\{ \begin{aligned} &\frac{1}{2^{\frac{m}{2}}\Gamma(\frac{m}{2})}x^{\frac{m}{2}-1}e^{-\frac{x}{2}}&&x>0\\ &0&&\text{otherwise.} \end{aligned} \right.
f(x∣α,β)=⎩⎪⎨⎪⎧22mΓ(2m)1x2m−1e−2x0x>0otherwise.
E ( X ) = m V a r ( X ) = 2 m ψ ( t ) = ( 1 1 − 2 t ) m 2 t < 1 2 E(X)=m\\ Var(X)=2m\\ \psi(t)=(\frac{1}{1-2t})^\frac{m}{2}\ \ \ \ t<\frac{1}{2} E(X)=mVar(X)=2mψ(t)=(1−2t1)2m t<21
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