Distribuciones Continuas

Nombre
Uniforme o
Rectangular

Densidad
U(1,2)

Exponencial

Exp()

Normal

N(, )
2

f (x; 1 , 2 ) =

f (x; )= e

Cauchy

Gam(r,)

I(0, ) ( x )

1
2

1
2 2

f (x; r, )=

( x )

I ( , ) ( x )

r x r 1e x
(r )

I ( 0, ) ( x )

f (x; , )=
C(,)

Chi cuadrada

1
x 2
1 +

I ( , ) ( x )

Media

Varianza

1 + 2

<1< 2
<

( 2 1 )

12

W(a,b)

2
k

1 1 2 k2 1 12 x
f ( x; k ) =
x e I (0, ) ( x)
( k2 ) 2
f ( x; a, b) = abx b 1e ax I (0, ) ( x )
b

Generadora de
momentos

e 2t e 1t
( 2 1 ) t

>0

< <
>0

>0
r >0

< <
>0

No existe

No existe

Weibull

f (x; , )=

2
Gamma

1
I
(x )
2 1 [1 , 2 ]

Parmetros

, t<
1
2

t + 2t 2

, t<
t

e i t t

( f.c )

k=1,2

a>0
b>0

a (1 + b 1 )

2k

1
b

2
b

(1 + 2b 1 ) 2 (1 + 2b 1 )

1 2

1 2t
para t <
E[Xt]=
t
b

a 1 +
b

Pareto

Lognormal

P(, x0)

f ( x; , x0 ) =

LnN((, )
2

x0

x +1

I ( x0 , ) ( x)

f (x; , )=

1
x 2 2

2 2

( ln x )

x0
para
1

x 02
para
( 1)2 ( 2 )

1 2
+
2

>2
( 2 + 2 ) ( 2 + 2 )
e
e

>1

x0>0
>0

I ( 0, ) ( x )

< <
>0

No existe

No til