常见概率分布总结

Discrete

Bernoulli distribution

• pmf
  • $$f_X(x)=P(X=x)=\{\begin{array}{rl}(1-p{)}^{1-x}{p}^x& \text{for x = 0 or 1}\\ 0& \text{otherwise}\end{array}$$
• expectation
  • $E(X)=p$

Binomial distribution

• pmf
  • $$f_X(k)=P(X=k)=\{\begin{array}{rl}{C}_n^k{p}^k(1-p{)}^{n-k}& \text{for k=0,1,....,n}\\ 0& \text{otherwise}\end{array}$$
• expectation
  • $E(X)=np$
• variance
  • $var(X)=np(1-p)$

Geometric distribution

• pmf
  • $$f_X(k)=P(X=k)=\{\begin{array}{rl}p(1-p{)}^{k-1}& \text{for k=1,2,3...}\\ 0& \text{otherwise}\end{array}$$
• expectation
  • $E(X)=\frac{1}{P}$

Negative binomial distribution

• The negative binomial distribution arises as a generalization of the geometric distribution.

• Suppose that a sequence of independent trials each with probability of success $p$ is performed until there are $r$ successes in all.

  • so can be denote as $p\cdot C_{k-1}^{r-1}{p}^{r-1}(1-p{)}^{(k-1)-(r-1)}$

• pmf

  • f X ( k ) =