\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} } {\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} }