From e5b22cd4a3c02b31f0a3b3b5f7fb9cffb4fd88f5 Mon Sep 17 00:00:00 2001 From: Josia Pietsch Date: Wed, 5 Jul 2023 17:53:33 +0200 Subject: [PATCH] some distributions --- inputs/a_0_distributions.tex | 86 +++++++++++++++++++++++++++++++++--- 1 file changed, 79 insertions(+), 7 deletions(-) diff --git a/inputs/a_0_distributions.tex b/inputs/a_0_distributions.tex index b7eabb0..338ac20 100644 --- a/inputs/a_0_distributions.tex +++ b/inputs/a_0_distributions.tex @@ -1,9 +1,81 @@ -\section{List of Distributions} -Properties: -Density, Distribution, $\Var, \bE$, $\phi$, +\subsection{List of Distributions} +{\rowcolors{2}{gray!10}{white} + \begin{longtable}{llllllll} + & Symbol & Mass (PMF) & Distribution (CDF) & $\bE$ & $\Var$ & $\phi_X(t) = \bE[e^{\i t X}]$ & $M_X(t) = \bE[e^{tX}]$ \\ + \hline + Deterministic & + $\delta_a$ & + $\One_{x = a}$& + $\One_{[a,\infty)}$ & + $a$ & + $0$ & + $e^{\i t a}$ & + $e^{t a}$ \\ + Bernoulli & + $\Bin(1,p)$ & & & & & &\\ + Binomial & + $\Bin(n,p)$ & + $\binom{n}{k} p^{k} (1-p)^{n-k}$ & + $\sum_{j=0}^{\left\lfloor x \right\rfloor} \binom{n}{j} p^{j} (1-p)^{n-j}$ & + $n p$& + $n p (1-p)$ & + $((1-p) + pe^{\i t})^n$ & + $((1-p) + pe^t)^n$\\ + Geometric & + $\Geo(p)$ & + $(1-p)^{k-1} p$ & + $1 - (1 - p)^{\left\lfloor x \right\rfloor}$ + $\frac{1}{p}$ & + $\frac{1-p}{p^2}$& + $\frac{p e^{\i t}}{1 - (1 -p)e^{\i t}}$ & + $\frac{p e^{t}}{1 - (1 -p)e^{t}}$\\ + Poisson & + $\Poi(\lambda)$ & + $\frac{\lambda^k e^{-\lambda}}{k!}$ & + $e^{-\lambda} \sum_{j=0}^{\left\lfloor x \right\rfloor} \frac{\lambda^j}{j!}$ & + $\lambda$ & + $\lambda$ & + $e^{\lambda (e^{\i t} -1)}$ & + $e^{\lambda (e^{t} -1)}$\\ + \end{longtable} +} -Uniform -Exponential -Gaussian - +{\rowcolors{2}{gray!10}{white} + \begin{longtable}{llllllll} + & Symbol & Density (PDF) & Distribution (CDF) & $\bE$ & $\Var$ & $\phi_X(t) = \bE[e^{\i t X}]$ & $M_X(t) = \bE[e^{tX}]$ \\ + \hline + Uniform & + $\Unif([a,b])$ & + $\frac{1}{b-a} \One_{[a,b]}$ & + $\frac{x-a}{b-a} \One_{[a,b]} + \One_{(b,\infty)}$ & + $\frac{a+b}{2}$ & + $\frac{(b-a)^2}{12}$ & + $\frac{e^{\i t b} - e^{\i t a}}{t (b-a)}$\footnote{$\phi_X(0) = 1$ }& + $\frac{e^{t b} - e^{t a}}{t (b-a)}$\footnote{$M_X(0) = 1$}\\ + Exponential & + $\Exp(\lambda)$ & + $\One_{x \ge 0}\lambda e^{-\lambda x}$ & + $\One_{x \ge 0} (1 - e^{-\lambda x})$ & + $\frac{1}{\lambda}$ & + $\frac{1}{\lambda^2}$ & + $\frac{\lambda}{\lambda - \i t}$ & + $\frac{\lambda}{\lambda - t}, t < \lambda$\\ + Cauchy & + $\Cauchy(x_0, \gamma)$ & + $\frac{1}{\pi \gamma \left( 1 + \left( \frac{x - x_0}{\gamma} \right)^2 \right) }$ & + $\frac{1}{\pi} \arctan \left( \frac{x - x_0}{\gamma} \right) + \frac{1}{2}$ & + n/a & + n/a & + $e^{x_0 \i t - \gamma |t|}$ & + n/a \\ + Normal & + $\cN(\mu, \sigma)$ & + $\frac{1}{\sigma \sqrt{2 \pi}} e^{-\frac{(\mu - x)^2}{2 \sigma^2}}$ & + $\Phi\left( \frac{x - \mu}{\sigma} \right) $ & + $\mu$ & + $\sigma^2$ & + $e^{\i \mu t - \frac{\sigma^2 t^2}{2}}$ & + $e^{\mu t + \frac{\sigma^2 t^2}{2}}$\\ + \end{longtable} +}