[수리통계학] Continuous Distributions

안녕하세요!

 

오늘은 Discrete Distribution의 소개에 이어서 대표적인 Continuous Distribution을 알아보겠습니다.

 

1. Uniform Distribution

 : The random variable X has a uniform distribution.

 

2. Exponential Distribution

 : In Poisson process with mean number of changes λ in the  unit interval, if the random variable X denote the waiting time until the first change occurs, then distribution of X is an exponential distribution.

 

3. Gamma Distribution

 : In poisson process with mean λ, if the random variable X denote the waiting time until the αth changes occur, then distribution of X is a Gamma distribution.

 

4. Chi-square Distribution

 : Let X have a gamma distribution with θ = 2 and α = r/2, where r is a positive integer. We say that X has a chi-square distribution with r degrees of freedom.

 

5. Normal Distribution

 : The random variable X has a normal distribution.

 

Relationships of Continuous Distributions

감사합니다!