Probability Density Function (PDF)

(Cummulative) Distribution Function (CDF)

where

**Unform Probability Distribution**

**Normal Probability Distibution** (a.k.a. Gaussian Distribution)

A normal random variable X can always be transformed into a *standard normal* random variable by:

For we have and

**Gamma Probability Function**

where

and , provided that is an integer.

**Chi-square**

A chi-square probability with v degrees of freedom is a gamma probabilit distribution with and .

**Exponential Probability Distribution**

To model waiting times or lifetimes. I.e. the continuous version of Poison probability distribution.

Gamma probability distribution wit .

CDF

To find median solve

**Beta Probability Distribution**

where

**NB** If and are both integers: (Sim of probabilitied for **Binomial Distribution**)

where