N

Distributi
on

1.

Beta

PDF

2.

Cauchy

CDF

(1 x)
( , )

x x0
1

Random Variable
&
Parameter

I x ( , )
[closed form]

0
0

Continuous/
Discrete
Continuous

x (0,1)

x x0
1
1
arctan

2

[closed form]

Continuous

x0 location (real )

0 scale real
x (, )

3.

Burr
Distributi
on

ck

x c 1
(1 x c ) k 1

1 1 xc

[closed form]

c0
k 0
x0

Continuous

4.

5.

Chi
Distributi
on

Gompertz

21 k /2 x k 1e x
(k / 2)

k 0

P (k / 2, x 2 / 2)

/2

x [0; )

[closed form]

b ebx e exp ebx

1 exp ebx 1
[closed form]

Continuous

Continous

, b 0
x [0; )

6.

ChiSquared

1
k

k
22
2

x2 e

x
2

1
k x
,
2 2
k

2
[closed form]

x 0,

Continuous

7.

Continue
Uniform

1
ba
0

for x [ a, b]
otherwise

0
xa

ba
1

for x a
for x [a, b)
for x b

Continuous

a b
x [ a, b]

[closed form]

8.

Dagum
Distributi
on

( bx ) ap
ap
x ( x ) a 1 p 1
b

x
1
b

[closed form]

9.

Erlang

k x k 1e x
( k 1)!

Error
Function

h
exp( (hx) 2 )

b 0 scale
x0

Continuous

k shape

0, rate(real )
1
alt.: 0

scale(real )

h0

( 2hx)
[closed form]

Continuous

a 0 shape

k 1
(k , x)
1
1 e x ( x)n
(k 1)!
n 0 n !

[closed form]

1
0.

p 0 shape

Continuous

1
1.

Exponenti
al

e x

Continuous

1 e x
[closed form]

0 rate,
or inverse scale
x [0; )

1
2.

1
3.

Fatigue
Life

(d1 x) d1 d 2d2
(d1 x d 2 ) d1 d2
d d
x B 1 , 2
2 2

f ( x)

(x ) / / (x ) 1


2 ( x )

d1 x
d1 x d 2

d1
2

, d22

[closed form]

d1 , d 2 0

Continuous

x 0,

Continuous

0 shape
0 scale
0 location

[closed form]

1
4.

Nakagami

Continuous
m

2m
m
x 2 m 1 exp x 2
m
( m)

m, x 2

( m)
[closed form]

m or 0.5
Shape (real)

or 0
Spread(real)

x0

1
4.

Frechet

x m

s s

x m
)
s

x m
)
s

[closed form]

Continuous
(0, )
s (0, )
( default : s 1)
m (, )
( default : m 0)

xm

1
5.

Gamma

1
k 1
x
e
(k ) k

1
x
k,
(k )

k 0 ( shape)
0 ( scale)

[closed form]

x (0,)

Continuous

1
6.

Gen.
Extreme
Value

(1 ( x ) )1/
( x )/
e

( x)

Continuous

et ( x)

1
t ( x ) 1 e t ( x ) ,

wheret

[closed form]

if 0
if 0

R location,
0 scale,
R shape.

x [ / , )
when 0,
x ,
when 0,
x ( , / ]
when 0.

1
7.

Irwin Hall

x
n
1
(1) k ( x k ) n 1

( n 1)! k 0
k

Continuous

n
1 x
(1) k ( x k ) n

n ! k 0
k

[closed form]

nN 0
x [0, n]

1
8.

Gen.Paret
o

11/ k
1
( x )
1 k

k 0

1 exp ( x )

k 0

( x )

1 1 k

1 exp ( x )

k 0
k 0

Continuous

k 0 shape,

0 scale,
0 location

[closed form]

x
k 0
x / k
k 0

1
9.

Gumble
Max

1
exp( z exp( z ))

exp( exp( z ))
[closed form]

Continuous

0 scale
0 location
x

2
0.

Gumble
Min

1
exp( z exp( z ))

1 exp( exp( z ))
[closed form]

0 scale
0 location
x

Continuous

2
1.

Levy

c e 2( x )
2 ( x )3/ 2

erfc

2( x )

[closed form]

2
2.

Harmonic

1
a x m
exp

2 xK 0 (a )
2 m x

(location)
c 0( scale)
x [ , )

m 0,

1
a x m
exp
dx
2 xK 0 (a )
2 m x

Continuous

Continuous

a 0
x 0

[non closed form]

2
3.

Inverse
Gaussian

2 x 3

1/2

exp

( x ) 2
2 2 x

x
1

2
exp

x
1

[closed form]

0
0
x (0, )

Continuous

2
4.

Johnson
SB

ln

1 z
e 2
2 z (1 z )

, , 0
0

z
ln

1 z

Continuous

2
5.

2
6.

Johnson
SU

Laplace

1
x 2
( sinh 1 (
))
1

e 2
x 2
1 (
)

1
| x |
exp

2b
b

( sinh 1 (

x
))

[closed form]

Continuous

[closed form]

1
x
2 exp b

1
[8 pt ]1 exp x

2
b

, , 0
0

if x
if x

Continuous

[location(real )]
b 0[ scale(real )]

x (; )

2
7.

Logistic

x
s

s 1 e

2
8

Log
Logistic

x
s

( / )( x / ) 1

1 (x / )

1 e

[closed form]

1
1 ( x / )
[closed form]

location (real )
s 0 scale real

Continuous

x ,

Continuous
scale

0
shape

2
9

Lognorma
l

1
x 2

ln x 2
2 2

1 1
ln x
erf [
]
2 2
2
[closed form]

3
0

Normal

1
e
2

( x )2
2 2

1
x
1 erf

2
2

Continuous

location

0( scale)

Continuous

xR

[closed form]

3
1

Pareto

xm
for x xm
x 1

xm

Continuous

for x xm

[closed form]

xm 0 scale (real )

0 shape real

x [ xm , )

3
2

Pert

1
( x a)1 1 (b x)2 1
B (1 , 2 )
(b a )1 2 1

I z (1 , 2 )
[closed form]

amb
ab

Continuous

a xb

3
3

3
4

Phased
Biexponenti
al

1 exp 1 ( x 1 )

1 exp 2 ( x 2 ) 1 ( 2 1 )
1 exp 1 ( x 1 )

2 exp 2 ( x 2 ) 1 ( 2 1 )

Phased
Bi-Weibull

( x ) 1 1
( x )
1
1
1
exp

1
1
1

2 ( x 1 )

2
2

2 1

( x ) 1
1
1 exp


1

1 x 2

2
( x 1 )

1 exp

2 x

1 x 2

2 x

[closed form]
3
5

Power
Function

( x a ) 1
(b a)

x a

b a

[closed form]

3
6

Rayleigh

x x2 /2 2
e
2

Continuous
1 , 2 0 scale
1 , 2 0 location

1 x

2
( x 1 )

exp

[closed form]

1 x 2
2 x

1 x 2
2 x

1 e x

/2 2

[closed form]

Continuous
1 , 2 0 shape
1 , 2 0 scale
1 , 2 0 location

1 x
0 shape
ab

Continuous

a xb

>0

x [0, )

Continuous

3
7

Shifted
LogLogistic
(3
Paramete
r Log
Logistic)

1 (1 z )

(1 z ) (1/ 1)

1 (1 z ) 1/

1/

where
z (x ) /

where
z (x ) /

[closed form]

(, )
location(real )
(0, )

Continuous

scale(real )
(, )
shape(real )

x / ( 0)
x / ( 0)
x ( , ) ( 0)

3
8

Student's
t

2


2

x 2

1
1
x

2
2

1 1 3 x 2
F
,
; ;
2 1
2 2 2

[0.5em]


2
2

F1

Where
is the
hypergeometric function
[closed form]

0
x ;

Continuous

3
9

Triangular

4
0

Uniform
Discrete

2( x a)
(b a)(c a)
2
[4 pt ]
ba
2(b x)
[4 pt ]
(b a)(b c)
[4 pt ]0

1
b a 1

for x a,

for a x c,

[2 pt ]

for b x.

( x a)2
(b a)(c a)

[4 pt ]1

for x c,
for c x b,

for x a,

(b x) 2
(b a )(b c)

for a x c,

Continuous

for c x b,
for b x.

[4 pt ]1

a : a (, )
b :a b
c :a c b
a xb

[closed form]

x a 1
b a 1

ab

Discretes

a xb

[closed form]

4
1

Von Mises

e cos( x )
2 I 0 ( )

( x , ) ( x0 , ).
[closed form]

(real )
0
x

any

Continuous

interval of
length 2

4
2

Weibull

f ( x )
0

k 1

( x / )k

1 e ( x / )

x0

x0
x0

x0

[closed form]

(0, )

Continuous
scal

k (0, )
shape

x (0, )

4
3

Bernoulli

1 p

x0
x 1

1 p

x0
x 1

0 p 1

Discretes

x 0,1

[closed form]

4
4

Binomial

n
x
n x
x p (1 p)

pi (1 p)ni
i0

[non closed form]

n
0 p 1

Discretes

0 xn

4
5

Slash

(0) ( x)
x2

( x) (0) ( x) / x

x0

1/ 2

x0

none

Continuou

x (, )

[closed form]

4
6

4
7

Geometri
c

Hypergeo
metric

p (1 p ) x

m N m

n x
x
N

n

1 (1 p) x 1

0 p 1

[closed form]

0 x

m N m

x
n i
i

N
i 0

n

0n N

[non closed form]

0m N
N
max(0, n m N )
x
min(n, m)

Discretes

Discretes

4
8

Logarithm
ic

x
x ln(1 )

x
1
i

ln(1 ) i 1 i

0 1

Discretes

1 x

[non closed form]

4
9

Kumaras
wa-my

abx a 1 (1 x a )b 1

[1 (1 x a )b ]
[closed form]

5
0

Negative
Binomial

n x 1
n
x

p (1 p )
x

n i 1
i
(1 p)
i
i 0

pn

[non closed form]

a0
b0

Continuous

x [0,1]

0 p 1
0 x

Discretes

5
1

Poisson

x e
x!

i
e
i 0 i !

[non closed form]

0
0 x

Discretes