By: Neil E. Cotter

Probability

Prob density func, f(x)

Gallery

Uniform

Distribution:

X~u(0,1)

Gaussian (Normal)

Distribution:

X~N(m,σ2)

Standard gaussian has m = 0 and s2 = 1

Exponential

Distribution:

X~ex(β)

f(x) = gamma dist with a = 1

Gamma

Distribution:

X~γ(a, β)

f(x) = pdf for time of occurrence of ath event of Poisson proc with event rate l = 1/b

Lognormal

Distribution:

X~lnN(μY, )

If Y is gaussian distributed, then X = eY is lognormal.

Chi-Squared

Distribution:

X~

Sum of n standard gaussians squared is chi-squared of degree n.