Statistical Distributions

This is a handy reference providing essential formulas for important probability distributions. What is the moment generating function for the exponential distribution? How do you calculate the kurtosis of a lognormal distribution? If you square a normally distributed random variable, what distribution describes the result?

 

This is a great book that can save hours of searching for formulas. All the important distributions are covered: chi-squared, non-central chi-squared, exponential, extreme value, lognormal, normal, joint-normal—39 distributions in all. Numerous formulas are provided for each distribution as well as information on relationships with other distributions. There are plenty of graphs and explanatory notes. Two opening chapters explain technical concepts and another chapter provides computing references. [This review is based on the earlier second edition.]

Contents

1. Introduction

2. Terms and Symbols

3. General Variate Relationships

4. Bernoulli Distribution

5. Beta Distribution

6. Binomial Distribution

7. Cauchy Distribution

8. Chi-squared Distribution

9. Chi-squared (Noncentral) Distribution

10. Dirichlet Distribution

11. Erlang Distribution

12. Error Distribution

13. Exponential Distribution

14. Exponential Family

15. Extreme Value (Gumbel) Distribution

16. F (Variance Ratio) or Fisher-Snedecor Distribution

17. F (Noncentral) Distribution

18. Gamma Distribution

19. Geometric Distribution

20. Hypergeometric Distribution

21. Inverse Gaussian (Wald) Distribution

22. Laplace Distribution

23. Logarithmic Series Distribution

24. Logistic Distribution

25. Lognormal Distribution

26. Multinomial Distribution

27. Multivariate Normal (Multinormal) Distribution

28. Negative Binomial Distribution

29. Normal (Gaussian) Distribution

30. Pareto Distribution

31. Poisson Distribution

32. Power Function Distribution

33. Power Series (Discrete) Distribution

34. Rayleigh Distribution

35. Rectangular (Uniform) Continuous Distribution

36. Rectangular (Uniform) Discrete Distribution

37. Student's t Distribution

38. Student's t (Noncentral) Distribution

39. Triangular Distribution

40. von Mises Distribution

41. Weibull Distribution

42. Wishart (Central) Distribution

43. Computing References

44. Statistical Tables

For related books, see sections:

Math - Probability

Math - Statistics
 

 

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