Table Description
I have uploaded a reference table that I created with common probability distributions. Although the same formulas and similar descriptions can be obtained on Wikipedia, I find it useful to have the information contained on one table. The table does not have charts that plot probability density or probability mass functions (PDFs and PMFs) or cumulative distribution functions (CDFs). These charts can be found on Wikipedia or plotted with graphing software using the equations on the table. I find it helpful to look at PDF and CDF plots when learning about the distributions. There might be some closed form CDFs, moment generating functions, or other equations that I omitted from the table. Also, some distributions have various formulations. For example, the four distributions defined below are all very similar, and I imagine that each might be referred to as a negative binomial, although certain specifications are more conventional than others.
- A distribution of the number of failures in a sequence of Bernoulli trials, before a specified number of successes.
- A distribution of the number of successes in a sequence of Bernoulli trials, before a specified number of failures.
- A distribution of the number of successes and failures in a sequence of Bernoulli trials, until a specified number of successes.
- A distribution of the number of successes and failures in a sequence of Bernoulli trials, until a specified number of failures.
In cases where there are multiple ways to define a distribution, I either used the definition that I prefer, or gave multiple formulations of the distribution.
I am including a link to both a PDF of the table and an Excel file that has the table and VBA macros for aligning objects. Please let me know if you find any errors.
Links
PDF: Probability-Distributions.pdf
Excel: Probability-Distributions.xlsm
