Distribution

Random Variable

$\underline{cdf:}$cumulative distribution function $F(x)=P(X\le x)$
$\underline{pmf:}$probability mass function(for discrete probability distribution )
(1)$p(x)\ge 0,x\in X$
(2)$\sum _{x\in X}P(x)=1$
$\underline{pdf:}$probability density function(for continuous probability distribution )
(1)$f(x)\ge 0$for all x,
(2)${\int }_{-\infty }^{\infty }f(x)dx=1$

discrete distribution:

Poisson Distribution：
$$\begin{gathered} P(X=x)=\left(\begin{array}{c}n\\ x\end{array}\right)p^x(1-p{)}^{n-x}=\frac{n!}{x!(n-x)!}{p}^x(1-p{)}^{n-x}= \\ \frac{n(n-1)\dots (n-x+2)(n-x+1)p^x}{x!}(1-p{)}^{n-x} \end{gathered}$$
Let：$p\to 0,n\to \infty$
$P(\lambda )$
$$P_k=\frac{{\lambda }^k}{k!}{e}^{-\lambda }k=0,1,\dots$$
几何分布:
$$Ge(n,p)$$(用于研究单次伯努利试验的成功率)
$P_k=p(1-p{)}^{k-1}$
二项分布:
$$b(n,p)$$
$P_k=\left(\begin{array}{c}n\\ k\end{array}\right)p^k(1-p{)}^{n-k}$
Negative Binomial Distribution
$\left(\begin{array}{c}k+r-1\\ k\end{array}\right)=\frac{(k+r-1)!}{k!(r-1)!}=\frac{(k+r-1)(k+r-2)\dots (r)}{k!}=(-1{)}^k\frac{(-k-r+1)(-k-r+2)\dots (-r)}{k!}=(-1{)}^k\left(\begin{array}{c}-r\\ k\end{array}\right)$

continuous distribution：

Normal distibution：KaTeX parse error: Expected group after '_' at position 5: \int_̲\limits{\mathbb…
${\int }_0^{\infty }\exp \left(-\frac{x^2}{2}\right)\mathrm{d}x=\frac{1}{2}$
$X\looparrowright N(\mu ,{\sigma }^2)$
pdf：$p(x)=\frac{1}{\sqrt{2\pi }\sigma }{e}^{\frac{-(x-\mu {)}^2}{2{\sigma }^2}}$
cdf：$F(x)=\frac{1}{\sqrt{2\pi }\sigma }{\int }_{-\infty }^x{e}^{\frac{-(t-\mu {)}^2}{2{\sigma }^2}}dt$