Harold’s Statistical Distributions

Cheat Sheet
22 October 2022

PDF Selection Tree to Describe a Single Population

Qualitative Quantitative

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1
Discrete Definitions

Term Definition Description

A rule that assigns a number to every outcome in the
sample space, S.
𝑋
𝑋(𝑎, 𝑏) = 𝑎 + 𝑏 = 𝑟

Example: Sum of a pair of dice

Random Variable
𝑋(2, 4) = 2 + 4 = 6

Derived from a probability experiment with different

probabilities for each X.
Used in discrete or finite PDFs.
An event assigns a value to the random variable X with
probability:
𝑃(𝑋 = 𝑟)
𝑋=𝑟
Event
𝑋(𝑠) = 𝑟
Example: Sum of a pair of dice
5
𝑃(𝑋 = 6) =
36
Set of all outcomes with their probabilities.
The distribution of a random (𝑟, 𝑝(𝑋 = 𝑟))
Distribution variable is the set of all pairs
Example: Sums of all pair of dice
(r, p(X = r)) such that r ∈ X(S).
1 1 1
{(2, ) , (3, ) , . . . , (12, )}
36 18 36
Sum of ∑ 𝑃(𝑋 = 𝑟) = 1 A random variable has some fractional probability value
Probabilities 𝑟 ∈ 𝑋(𝑆) for every outcome in the sample space.
Histogram of the distribution over the sum of two dice:

Histogram

PMF Probability Mass Function Discrete, Qualitative

PDF Probability Density Function Continuous, Quantitative

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Discrete Probability Mass Functions (Qualitative)

Probability Mass Function

Mean Standard Deviation
(PMF)

Uniform Discrete Distribution

1 𝑎+𝑏 (𝑏 − 𝑎)2
𝑃(𝑋 = 𝑥) = 𝜇= σ=√
𝑏−𝑎+1 2 12
• All outcomes are consecutive.
Conditions • All outcomes are equally likely.
• Not common in nature.
a = minimum
Variables
b = maximum
TI-84 NA
Example Tossing a fair die (n = 6)
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Probability Mass Function
Mean Standard Deviation
(PMF)

Binomial Distribution

𝑋 ~ 𝐵(𝑛, 𝑝) = 𝐵(𝑘; 𝑛, 𝑝) = 𝛔𝒙 = √𝒏𝒑(𝟏 − 𝒑) = √𝑛𝑝𝑞

𝒏 𝝁𝒙 = 𝒏𝒑
𝑷(𝑿 = 𝒌) = ( ) 𝒑𝒌 (𝟏 − 𝒑)𝒏−𝒌 𝑛𝑝 ≥ 10 𝐚𝐧𝐝 𝑛𝑞 ≥ 10
𝒌
where 𝝁𝒑̂ = 𝒑
𝒑(𝟏 − 𝒑) 𝑝𝑞
𝑛 𝑛! p = probability of success 𝛔𝒑̂ = √ =√
( ) = 𝑛𝐶𝑘 = q = (1 – p) = probability of failure 𝒏 𝑛
𝑘 (𝑛
𝑘! − 𝑘)!
1 1 1 (𝑘−𝑛𝑝)2
−
𝑃(𝑋 = 𝑘) ≈ ∙ ∙ 𝑒 2 𝑛𝑝𝑞 Use for large 𝑛 (> 15) to approximate binomial distribution.
√𝑛𝑝𝑞 √2𝜋
• n is fixed.
Conditions • The probabilities of success (𝑝) and failure (𝑞) are constant.
• Each trial is independent.
n = fixed number of trials
p = probability that the designated event occurs on a given trial
Variables
(Symmetric if p = 0.5)
𝑋 = Total number of times the event occurs (0 ≤ 𝑋 ≤ 𝑛)
For one x value:
[2nd] [DISTR] A:binompdf(n,p,x) 𝑃(𝑋 = 𝑘)
[2nd] [DISTR] B:binomcdf(n,p,x) 𝑃(𝑋 ≤ 𝑘)
TI-84
For a range of x values [j,k]:
[2nd] [DISTR] A:binompdf( [ENTER] n, p, [↓] [↓] [ENTER] [STO>] [2nd]
[3] (=L3) [ENTER]
[2nd] [LIST] [→→ MATH] 5:sum(L3,j+1,k+1)
Larry’s batting average is 0.260. If he’s at bat four times, what is the
probability that he gets exactly two hits?
Example
Solution:
n = 4, p = 0.26, x = 2
binompdf(4,0.26,2) = 0.2221 = 22.2%
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Probability Mass Function
Mean Standard Deviation
(PMF)

Geometric Distribution

𝑃(𝑋 ≤ 𝑥) = 𝑞 𝑥−1 𝑝 = (1 − 𝑝)𝑥−1 𝑝 𝟏 √𝑞 𝟏−𝒑

𝜇 = 𝐸(𝑋) = 𝝈= =√ 𝟐
𝑃(𝑋 > 𝑥) = 𝑞 𝑥 = (1 − 𝑝)𝑥 𝒑 𝑝 𝒑
• A series of independent trials with the same probability of a given
event.
• Probability that it takes a specific amount of trials to get a success.

Can answer two questions:

Conditions a) Probability of getting 1st success on the 𝑛𝑡ℎ trial
b) Probability of getting success on ≤ 𝑛 trials

Since we only count trials until the event occurs the first time, there is
no need to count the 𝑛𝐶𝑥 arrangements, as in the binomial
distribution.
p = probability that the event occurs on a given trial
Variables
𝑋 = # of trials until the event occurs the 1st time
[2nd] [DISTR] E:geometpdf(p, x) 𝑃(𝑋 = 𝑥)
TI-84
[2nd] [DISTR] F:geometcdf(p, x) 𝑃(𝑋 ≤ 𝑥)
Suppose that a car with a bad starter can be started 90% of the time
by turning on the ignition. What is the probability that it will take
three tries to get the car started?
Example
Solution:
p = 0.90, X = 3
geometpdf(0.9, 3) = 0.009 = 0.9%
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Probability Mass Function
Mean Standard Deviation
(PMF)

Poisson Distribution

𝜆𝑥 𝑒 −𝜆
𝑃(𝑋 = 𝑥) = , 𝑥 = 0,1,2,3,4, … 𝜇 = 𝐸(𝑋) = 𝜆 𝜎 = √𝜆
𝑥!
• Events occur independently, at some average rate per interval of
Conditions
time/space.
𝜆 = average rate
Variables 𝑋 = total number of times the event occurs
There is no upper limit on 𝑋
[2nd] [DISTR] C:poissonpdf(𝜆, 𝑋) 𝑃(𝑋 = 𝑥)
TI-84
[2nd] [DISTR] D:poissoncdf(𝜆, 𝑋) 𝑃(𝑋 ≤ 𝑥)
Suppose that a household receives, on the average, 9.5 telemarketing
calls per week. We want to find the probability that the household
receives 6 calls this week.
Example
Solution:
𝜆 = 9.5, 𝑋 = 6
poissonpdf(9.5, 6) = 0.0764 = 7.64%
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Bernoulli
See
tnomial
http://www4.ncsu.edu/~swu6/documents/A-probability-and-
Hypergeometric statistics-cheatsheet.pdf
Negative Binomial

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Continuous Probability Density Functions (Quantitative)

Probability Density
Mean Standard Deviation
Function (PDF)

Normal Distribution /
Gaussian Distribution /
Bell-Shaped Curve

𝑋 ~ 𝒩(𝜇, 𝜎 2 ) = 𝒩(𝑥; 𝜇, 𝜎 2 ) =

1 1 𝑥−𝜇 2 𝜇 = 𝐸(𝑥) = 𝜇 𝜎=𝜎

− ( )
𝛷(𝑥) = 𝑒 2 𝜎
𝜎√2𝜋

Special Case: Standard Normal

𝜇=0 𝜎=1
𝑍 ~ 𝒩(0, 1) = 𝒩(𝑥; 0, 1)
𝑥̅ − 𝜇
z-Score of a Sample 𝑧=𝜎
⁄ 𝑛
√
• Symmetric, unbounded, bell-shaped.
Conditions • No data is perfectly normal. Instead, a distribution is approximately
normal.
𝜇 = mean (= median = mode)
Variables 𝜎 = standard deviation
𝑥 = observed value (all real numbers)
Have scores, need area: 𝑓(𝑥) = 𝑃(𝑋 = 𝑥)
nd
z-scores: [2 ] [DISTR] 1:normalpdf(z, 0, 1)
x-scores: [2nd] [DISTR] 1:normalpdf(x, 𝜇, 𝜎)

Have boundaries, need area: 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥)

TI-84 z-scores: [2nd] [DISTR] 2:normalcdf(left-bound, right-bound)
x-scores: [2nd] [DISTR] 2:normalcdf(left-bound, right-bound, 𝜇, 𝜎)

Have area, need boundary:

z-scores: [2nd] [DISTR] 3:invNorm(area to left)
x-scores: [2nd] [DISTR] 3:invNorm(area to left, 𝜇, 𝜎)

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7
 import scipy.stats as st

mean, sd, z = 0, 1, 1.5

print(st.norm.cdf(z, mean, sd)) # P(z <= 1.5)
print(st.norm.sf(z, mean, sd)) # P(z >= 1.5)

Python mean, sd, x = 55, 7.5, 62

print(st.norm.cdf(x, mean, sd)) # P(x <= 62)
print(st.norm.sf(x, mean, sd)) # P(x >= 62)

# P(49 < t < 60)

print(st.norm.cdf(60, mean, sd) - st.norm.cdf(49,
mean, sd))
Suppose the mean score on the math SAT is 500 and the standard
deviation is 100. What proportion of test takers earn a score between
650 and 700?
Example
Solution:
left-boundary = 650, right boundary =700, μ = 500, σ = 100
normalcdf(650, 700, 500, 100) = 0.0441 = ~4.4%
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8
Standard Normal Distribution Table: Positive Values (Right Tail) Only
Z +0.00 +0.01 +0.02 +0.03 +0.04 +0.05 +0.06 +0.07 +0.08 +0.09
0.0 0.50000 0.50399 0.50798 0.51197 0.51595 0.51994 0.52392 0.52790 0.53188 0.53586
0.1 0.53980 0.54380 0.54776 0.55172 0.55567 0.55966 0.56360 0.56749 0.57142 0.57535
0.2 0.57930 0.58317 0.58706 0.59095 0.59483 0.59871 0.60257 0.60642 0.61026 0.61409
0.3 0.61791 0.62172 0.62552 0.62930 0.63307 0.63683 0.64058 0.64431 0.64803 0.65173
0.4 0.65542 0.65910 0.66276 0.66640 0.67003 0.67364 0.67724 0.68082 0.68439 0.68793
0.5 0.69146 0.69497 0.69847 0.70194 0.70540 0.70884 0.71226 0.71566 0.71904 0.72240
0.6 0.72575 0.72907 0.73237 0.73565 0.73891 0.74215 0.74537 0.74857 0.75175 0.75490
0.7 0.75804 0.76115 0.76424 0.76730 0.77035 0.77337 0.77637 0.77935 0.78230 0.78524
0.8 0.78814 0.79103 0.79389 0.79673 0.79955 0.80234 0.80511 0.80785 0.81057 0.81327
0.9 0.81594 0.81859 0.82121 0.82381 0.82639 0.82894 0.83147 0.83398 0.83646 0.83891
1.0 0.84134 0.84375 0.84614 0.84849 0.85083 0.85314 0.85543 0.85769 0.85993 0.86214
1.1 0.86433 0.86650 0.86864 0.87076 0.87286 0.87493 0.87698 0.87900 0.88100 0.88298
1.2 0.88493 0.88686 0.88877 0.89065 0.89251 0.89435 0.89617 0.89796 0.89973 0.90147
1.3 0.90320 0.90490 0.90658 0.90824 0.90988 0.91149 0.91308 0.91466 0.91621 0.91774
1.4 0.91924 0.92073 0.92220 0.92364 0.92507 0.92647 0.92785 0.92922 0.93056 0.93189
1.5 0.93319 0.93448 0.93574 0.93699 0.93822 0.93943 0.94062 0.94179 0.94295 0.94408
1.6 0.94520 0.94630 0.94738 0.94845 0.94950 0.95053 0.95154 0.95254 0.95352 0.95449
1.7 0.95543 0.95637 0.95728 0.95818 0.95907 0.95994 0.96080 0.96164 0.96246 0.96327
1.8 0.96407 0.96485 0.96562 0.96638 0.96712 0.96784 0.96856 0.96926 0.96995 0.97062
1.9 0.97128 0.97193 0.97257 0.97320 0.97381 0.97441 0.97500 0.97558 0.97615 0.97670
2.0 0.97725 0.97778 0.97831 0.97882 0.97932 0.97982 0.98030 0.98077 0.98124 0.98169
2.1 0.98214 0.98257 0.98300 0.98341 0.98382 0.98422 0.98461 0.98500 0.98537 0.98574
2.2 0.98610 0.98645 0.98679 0.98713 0.98745 0.98778 0.98809 0.98840 0.98870 0.98899
2.3 0.98928 0.98956 0.98983 0.99010 0.99036 0.99061 0.99086 0.99111 0.99134 0.99158
2.4 0.99180 0.99202 0.99224 0.99245 0.99266 0.99286 0.99305 0.99324 0.99343 0.99361
2.5 0.99379 0.99396 0.99413 0.99430 0.99446 0.99461 0.99477 0.99492 0.99506 0.99520
2.6 0.99534 0.99547 0.99560 0.99573 0.99585 0.99598 0.99609 0.99621 0.99632 0.99643
2.7 0.99653 0.99664 0.99674 0.99683 0.99693 0.99702 0.99711 0.99720 0.99728 0.99736
2.8 0.99744 0.99752 0.99760 0.99767 0.99774 0.99781 0.99788 0.99795 0.99801 0.99807
2.9 0.99813 0.99819 0.99825 0.99831 0.99836 0.99841 0.99846 0.99851 0.99856 0.99861
3.0 0.99865 0.99869 0.99874 0.99878 0.99882 0.99886 0.99889 0.99893 0.99896 0.99900
3.1 0.99903 0.99906 0.99910 0.99913 0.99916 0.99918 0.99921 0.99924 0.99926 0.99929
3.2 0.99931 0.99934 0.99936 0.99938 0.99940 0.99942 0.99944 0.99946 0.99948 0.99950
3.3 0.99952 0.99953 0.99955 0.99957 0.99958 0.99960 0.99961 0.99962 0.99964 0.99965
3.4 0.99966 0.99968 0.99969 0.99970 0.99971 0.99972 0.99973 0.99974 0.99975 0.99976
3.5 0.99977 0.99978 0.99978 0.99979 0.99980 0.99981 0.99981 0.99982 0.99983 0.99983
3.6 0.99984 0.99985 0.99985 0.99986 0.99986 0.99987 0.99987 0.99988 0.99988 0.99989
3.7 0.99989 0.99990 0.99990 0.99990 0.99991 0.99991 0.99992 0.99992 0.99992 0.99992
3.8 0.99993 0.99993 0.99993 0.99994 0.99994 0.99994 0.99994 0.99995 0.99995 0.99995
3.9 0.99995 0.99995 0.99996 0.99996 0.99996 0.99996 0.99996 0.99996 0.99997 0.99997
4.0 0.99997 0.99997 0.99997 0.99997 0.99997 0.99997 0.99998 0.99998 0.99998 0.99998
4.1 0.99998 0.99998 0.99998 0.99998 0.99998 0.99998 0.99998 0.99998 0.99999 0.99999
4.2 0.99999 0.99999 0.99999 0.99999 0.99999 0.99999 0.99999 0.99999 0.99999 1.00000

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 Probability
Density Mean Standard Deviation
Function (PDF)

Student’s t
Distribution

This distribution was first studied by William Gosset, who published under the
pseudonym Student. It has a wider spread because of a slightly larger standard
deviation.
df = degrees of freedom = 𝑛 − 1

A positive whole number that indicates the lack of restrictions in our calculations.
Degrees of Freedom The number of values in a calculation can vary.

e.g., 𝑑𝑓 = 1 means 1 equation 2 unknowns

lim 𝑡𝑝𝑑𝑓(𝑥, 𝑑𝑓) = 𝑛𝑜𝑟𝑚𝑎𝑙𝑝𝑑𝑓(𝑥)
𝜈→∞
𝜈+1 −(𝜈+1)
𝛤( 2 ) 𝑥2 2
𝑃(𝜈) = (1 + ) 𝜇 = 𝐸(𝑥) = 0 (always) 𝜎=0
𝜈 𝜈
√𝜈𝜋 𝛤 (2)
Where the Gamma function
∞ 1
𝛤(𝑛) = (𝑛 − 1)! 𝛤 ( ) = √𝜋
𝛤(𝑠) = ∫ 𝑡 𝑠−1 𝑒 −𝑡 𝑑𝑡 2
0
𝑥̅ − 𝜇
t-Score of a Sample 𝑡= 𝑠
⁄ 𝑛
√
• Is typically used:
1. With small sample sizes or
Conditions 2. When the population standard deviation is unknown
• Similar in shape to the normal distribution. 𝑍 ~ 𝒩(0, 1)
• Used for inference about means (Use 𝜒 2 for variance).
x = observed value
Variables
df = degrees of freedom = 𝑛 − 1
[2nd] [DISTR] 5:tpdf(x, df) 𝑓(𝑥) = 𝑃(𝑋 = 𝜈)
TI-84 nd
[2 ] [DISTR] 6:tcdf(-∞, t, df) 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝜈)

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 import scipy.stats as st
mean, sd, t, df = 0, 1, -0.25, 30

print(st.t.cdf(t, df, mean, sd)) # P(t <= -0.25)

Python print(st.t.sf(t, df, mean, sd)) # P(t >= 1.5)
# P(49 < t < 60)
print(st.t.cdf(60, df, mean, sd) - st.t.cdf(49, df, mean, sd))
print(st.t.ppf(0.135, df, mean, sd)) # P(t < t*) = p = 0.135
print(st.t.isf(0.405, df, mean, sd)) # P(t > t*) = p = 0.405
Suppose scores on an IQ test are normally distributed, with a population mean of
100. Suppose 20 people are randomly selected and tested. The standard deviation in
the sample group is 15. What is the probability that the average test score in the
sample group will be at most 110?
Example
Solution:
n=20, df=20-1=19, μ = 100, 𝑥̅ =110, s = 15
tcdf(-1E99, (110-100)/(15/sqrt(20)), 19) = 0.996 = ~99.6%
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 Student’s t Distribution Table:
Cum.
Prob. 𝒕.𝟓𝟎 𝒕.𝟕𝟓 𝒕.𝟖𝟎 𝒕.𝟖𝟓 𝒕.𝟗𝟎 𝒕.𝟗𝟓 𝒕.𝟗𝟕𝟓 𝒕.𝟗𝟗 𝒕.𝟗𝟗𝟓 𝒕.𝟗𝟗𝟗 𝒕.𝟗𝟗𝟗𝟓
1-tail α 0.50 0.25 0.20 0.15 0.10 0.05 0.025 0.01 0.005 0.001 0.0005
2-tails α 1.00 0.50 0.40 0.30 0.20 0.10 0.05 0.02 0.01 0.002 0.001
df
1 0.0000 1.0000 1.3764 1.9626 3.0777 6.3138 12.7062 31.8205 63.6567 318.3088 636.6192
2 0.0000 0.8165 1.0607 1.3862 1.8856 2.9200 4.3027 6.9646 9.9248 22.3271 31.5991
3 0.0000 0.7649 0.9785 1.2498 1.6377 2.3534 3.1824 4.5407 5.8409 10.2145 12.9240
4 0.0000 0.7407 0.9410 1.1900 1.5332 2.1318 2.7764 3.7469 4.6041 7.1732 8.6103
5 0.0000 0.7267 0.9195 1.1558 1.4759 2.0150 2.5706 3.3649 4.0321 5.8934 6.8688
6 0.0000 0.7176 0.9057 1.1342 1.4398 1.9432 2.4469 3.1427 3.7074 5.2076 5.9588
7 0.0000 0.7111 0.8960 1.1192 1.4149 1.8946 2.3646 2.9980 3.4995 4.7853 5.4079
8 0.0000 0.7064 0.8888 1.1081 1.3968 1.8595 2.3060 2.8965 3.3554 4.5008 5.0413
9 0.0000 0.7027 0.8834 1.1000 1.3830 1.8331 2.2622 2.8214 3.2498 4.2968 4.7809
10 0.0000 0.6998 0.8791 1.0931 1.3722 1.8125 2.2281 2.7638 3.1693 4.1437 4.5869
11 0.0000 0.6974 0.8755 1.0877 1.3634 1.7959 2.2010 2.7181 3.1058 4.0247 4.4370
12 0.0000 0.6955 0.8726 1.0832 1.3562 1.7823 2.1788 2.6810 3.0545 3.9296 4.3178
13 0.0000 0.6938 0.8702 1.0795 1.3502 1.7709 2.1604 2.6503 3.0123 3.8520 4.2208
14 0.0000 0.6924 0.8681 1.0763 1.3450 1.7613 2.1448 2.6245 2.9768 3.7874 4.1405
15 0.0000 0.6912 0.8662 1.0735 1.3406 1.7531 2.1314 2.6025 2.9467 3.7328 4.0728
16 0.0000 0.6901 0.8647 1.0711 1.3368 1.7459 2.1199 2.5835 2.9208 3.6862 4.0150
17 0.0000 0.689 0.8633 1.0690 1.3334 1.7396 2.1098 2.5669 2.8982 3.6458 3.9651
18 0.0000 0.6884 0.8620 1.0672 1.3304 1.7341 2.1009 2.5524 2.8784 3.6105 3.9216
19 0.0000 0.6876 0.8610 1.0655 1.3277 1.7291 2.0930 2.5395 2.8609 3.5794 3.8834
20 0.0000 0.6870 0.8600 1.0640 1.3253 1.7247 2.0860 2.5280 2.8453 3.5518 3.8495
21 0.0000 0.6864 0.8591 1.0627 1.3232 1.7207 2.0796 2.5176 2.8314 3.5272 3.8193
22 0.0000 0.6858 0.8583 1.0614 1.3212 1.7171 2.0739 2.5083 2.8188 3.5050 3.7921
23 0.0000 0.6853 0.8575 1.0603 1.3195 1.7139 2.0687 2.4999 2.8073 3.4850 3.7676
24 0.0000 0.6848 0.8569 1.0593 1.3178 1.7109 2.0639 2.4922 2.7969 3.4668 3.7454
25 0.0000 0.6844 0.8562 1.0584 1.3163 1.7081 2.0595 2.4851 2.7874 3.4502 3.7251
26 0.0000 0.6840 0.8557 1.0575 1.3150 1.7056 2.0555 2.4786 2.7787 3.4350 3.7066
27 0.0000 0.6837 0.8551 1.0567 1.3137 1.7033 2.0518 2.4727 2.7707 3.4210 3.6896
28 0.0000 0.6834 0.8546 1.0560 1.3125 1.7011 2.0484 2.4671 2.7633 3.4082 3.6739
29 0.0000 0.6830 0.8542 1.0553 1.3114 1.6991 2.0452 2.4620 2.7564 3.3962 3.6594
30 0.0000 0.6828 0.8538 1.0547 1.3104 1.6973 2.0423 2.4573 2.7500 3.3852 3.6460
40 0.0000 0.6807 0.8507 1.0500 1.3031 1.6839 2.0211 2.4233 2.7045 3.3069 3.5510
50 0.0000 0.6794 0.8489 1.0473 1.2987 1.6759 2.0086 2.4033 2.6778 3.2614 3.4960
60 0.0000 0.6786 0.8477 1.0455 1.2958 1.6706 2.0003 2.3901 2.6603 3.2317 3.4602
70 0.0000 0.6780 0.8468 1.0442 1.2938 1.6669 1.9944 2.3808 2.6479 3.2108 3.4350
80 0.0000 0.6776 0.8461 1.0432 1.2922 1.6641 1.9901 2.3739 2.6387 3.1953 3.4163
90 0.0000 0.6772 0.8456 1.0424 1.2910 1.6620 1.9867 2.3685 2.6316 3.1833 3.4019
100 0.0000 0.6770 0.8452 1.0418 1.2901 1.6602 1.9840 2.3642 2.6259 3.1737 3.3905
1000 0.0000 0.6747 0.8420 1.0370 1.2824 1.6464 1.9623 2.3301 2.5808 3.0984 3.3003
∞→z 0.0000 0.6745 0.8416 1.0364 1.2816 1.6449 1.9600 2.3263 2.5758 3.0902 3.2905
0% 50% 60% 70% 80% 90% 95% 98% 99% 99.8% 99.9%
Confidence Level C

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12
 Probability Density
Mean Standard Deviation
Function (PDF)

F Distribution

This distribution is also known as Snedecor's F distribution or

the Fisher–Snedecor distribution (after Ronald Fisher and George W.
Snedecor).
Parameters d1, d2 > 0 degrees of freedom

𝑑1 𝑑2
√ (𝑑1 𝑥) 𝑑𝑑2 +𝑑 𝜇=
𝑑2 𝑑2
√
2(𝑑1 + 𝑑2 − 2)
(𝑑1 𝑥 + 𝑑2 ) 1 2 𝜎=
(𝑑2 − 2) (𝑑2 − 2) 𝑑1 (𝑑2 − 4)
𝑃(𝑥) = 𝑓𝑜𝑟 𝑑2 > 2
𝑑 𝑑 𝑓𝑜𝑟 𝑑2 > 4
𝑥 𝐵 ( 1 , 2)
2 2
• The F-distribution with d1 and d2 degrees of freedom is the
𝑆1
⁄𝑑
1
distribution of 𝑋 = 𝑆2 where 𝑆1 and 𝑆2 are independent random
⁄𝑑
2
Conditions variables with chi-square distributions with respective degrees of
freedom 𝑑1 and 𝑑2 .
• Arises frequently as the null distribution of a test statistic, most
notably in the analysis of variance (ANOVA) and other F-tests.
Variables x = observed value
[2nd] [DISTR] 9: fpdf(x, 𝜈𝑛𝑢𝑚 , 𝜈𝑑𝑒𝑛𝑜𝑚 ) 𝑓(𝑥) = 𝑃(𝑋 = 𝑥)
TI-84
[2nd] [DISTR] 0: fcdf(-∞, t, 𝜈𝑛𝑢𝑚 , 𝜈𝑑𝑒𝑛𝑜𝑚 ) 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥)
Example
Online PDF Calculator https://stattrek.com/online-calculator/f-distribution.aspx

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13
 Probability Density
Mean Standard Deviation
Function (PDF)

Gamma Distribution

The gamma function is the continuous version of the discrete factorial

function, n!.
k > 0 shape
Parameters
θ > 0 scale
1 𝑥
𝑘−1 −𝜃
𝑓(𝑥) = 𝑥 𝑒 𝜇 = 𝑘𝜃 𝜎 = √𝑘 𝜃
𝛤(𝑘) 𝜃 𝑘
Where the Gamma function Where the Gamma function
∞ ∞
𝛤(𝑛) = (𝑛 − 1)!
𝛤(𝑥) = ∫ 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡 𝛤(𝑥) = ∫ 𝑡 𝑥−1 𝑒 −𝑡 𝑑𝑡
0 0
• The exponential distribution, Erlang distribution, and chi-square
distribution are special cases of the gamma distribution.
• The gamma distribution is the maximum entropy probability
Conditions distribution (both with respect to a uniform base measure and with
respect to a 1/x base measure) for a random variable X for
which E[X] = kθ = α/β is fixed and greater than zero, and E[ln(X)]
= ψ(k) + ln(θ) = ψ(α) − ln(β) is fixed (ψ is the digamma function).
Variables x = observed value
• GAMFUNC (Gamma function) PRGM
TI-84
• GAMDSTR (Gamma distribution function) PRGM
Example
Online PDF Calculator https://keisan.casio.com/exec/system/1180573217

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14
 Probability Density
Mean Standard Deviation
Function (PDF)

Chi-Square Distribution

Skewed-right (above) have fewer values to the right, and median <
mean.
𝜇 = 𝐸(𝑋) = 𝑘
𝜎 2 = √2𝑘
1 𝑘 −𝑥 𝑘+1
( 2 )
𝜒 2 (𝑥, 𝑘) = 𝑘 𝑥 2 −1 𝑒 2
𝜇 = √2𝛤 𝑘+1 2
𝑘 2𝛤 (
22 𝛤 (2 ) 𝑘
𝛤( ) 𝜎 2
= 𝑘 − 2 )
2
𝑘 2
𝛤 (2 )
Mode = √𝑘 − 1
• Used for inference about variance in categorical distributions.
• Used when we want to test the independence, homogeneity, and
Conditions
"goodness of fit” to a distribution.
• Used for counted data.
x = observed value
Variables
𝜈 = df = degrees of freedom = 𝑛 − 1
[2nd] [DISTR] 7: 𝜒 2 pdf(x, 𝜈) 𝑓(𝑥) = 𝑃(𝑋 = 𝑥, 𝑘)
TI-84
[2nd] [DISTR] 8: 𝜒 2 cdf(x, 𝜈) 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥, 𝑘)
Example 𝜒 2 pdf() is only used to graph the function.
Online PDF Calculator https://stattrek.com/online-calculator/chi-square.aspx

Uniform
Log-Normal
Multivariate Normal
F
Exponential See
Gamma http://www4.ncsu.edu/~swu6/documents/A-probability-and-
Inverse Gamma statistics-cheatsheet.pdf

Dirichlet
Beta
Weibull
Pareto

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15
Continuous Probability Distribution Functions

Cumulative Distribution
Mean Standard Deviation
Function (CDF)
𝑥
If 𝑓(𝑥) = 𝛷(𝑥) (the Normal PDF), then no exact solution is known.
𝑃(𝑋 ≤ 𝑥) = ∫ 𝑓(𝑥) 𝑑𝑥
Use z-tables or web calculator (http://davidmlane.com/normal.html).
−∞
∞
The area under the curve is always equal to exactly 1 (100%
∫ 𝑓(𝑥) 𝑑𝑥 = 1
−∞ probability).
𝑥

Integral of PDF = CDF (Distribution) 𝐹(𝑥) = ∫ 𝑓(𝑥) 𝑑𝑥 Use the density function 𝑓(𝑥), not
−∞ the distribution function 𝐹(𝑥), to
𝑑𝐹(𝑥) calculate 𝐸(𝑋), 𝑉𝑎𝑟(𝑋) and 𝜎(𝑋).
Derivative of CDF = PDF (Density) 𝑓(𝑥) =
𝑑𝑥
𝑏
Expected Value (Mean) 𝐸(𝑋) = ∫ 𝑥 𝑓(𝑥) 𝑑𝑥
𝑎
𝑏
Needed to calculate Variance 𝐸(𝑋 2 ) = ∫ 𝑥 2 𝑓(𝑥) 𝑑𝑥
𝑎

Variance 𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − 𝐸(𝑋)2

Standard Deviation 𝜎(𝑋) = √𝑉𝑎𝑟(𝑋)

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16
Discrete Distributions

http://www4.ncsu.edu/~swu6/documents/A-probability-and-statistics-cheatsheet.pdf

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Continuous Distributions

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