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1. Exploratory Data Analysis
1.3. EDA Techniques
1.3.6. Probability Distributions

1.3.6.6.

Gallery of Distributions

Gallery of Common Distributions Detailed information on a few of the most common distributions is available below. There are a large number of distributions used in statistical applications. It is beyond the scope of this Handbook to discuss more than a few of these. Two excellent sources for additional detailed information on a large array of distributions are Johnson, Kotz, and Balakrishnan and Evans, Hastings, and Peacock. Equations for the probability functions are given for the standard form of the distribution. Formulas exist for defining the functions with location and scale parameters in terms of the standard form of the distribution.

The sections on parameter estimation are restricted to the method of moments and maximum likelihood. This is because the least squares and PPCC and probability plot estimation procedures are generic. The maximum likelihood equations are not listed if they involve solving simultaneous equations. This is because these methods require sophisticated computer software to solve. Except where the maximum likelihood estimates are trivial, you should depend on a statistical software program to compute them. References are given for those who are interested.

Be aware that different sources may give formulas that are different from those shown here. In some cases, these are simply mathematically equivalent formulations. In other cases, a different parameterization may be used.

Continuous Distributions Normal Distribution
Normal Distribution
Uniform Distribution
Uniform Distribution
Cauchy Distribution
Cauchy Distribution
t Distribution
t Distribution
F Distribution
F Distribution
Chi-Square Distribution
Chi-Square Distribution
Exponential Distribution
Exponential Distribution
Weibull Distribution
Weibull Distribution
Lognormal Distribution
Lognormal Distribution
Birnbaum-Saunders (Fatigue Life) Distribution
Birnbaum-Saunders (Fatigue Life) Distribution
Gamma Distribution
Gamma Distribution
Double Exponential Distribution
Double Exponential Distribution
Power Normal Distribution
Power Normal Distribution
Power Lognormal Distribution
Power Lognormal Distribution
Tukey-Lambda Distribution
Tukey-Lambda Distribution
Extreme Value Type 1 Distribution
Extreme Value Type I Distribution
Beta Distribution
Beta Distribution
Discrete Distributions Binomial Distribution
Binomial Distribution
Poisson Distribution
Poisson Distribution
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