B.2. Distribution Types

Table 3: Discrete Distribution Types

NameImageDescription
Discrete distribution  

Distribution parameter

  • n pairs of:

  • Value xi

  • Probability

Mean value and standard deviation

Probability mass function

Bernoulli distribution  

Distribution parameter

  • Success probability 0 < p < 1

Mean value and standard deviation

Probability mass function

Poisson distribution  

Distribution parameter

  • Expected number of events

Mean value and standard deviation

Probability mass function


Discrete distribution types: distribution parameters, probability mass function , mean value , and standard deviation .

Table 4: Continuous Distribution Types

NameImageDescription
Uniform distribution  

Distribution parameter

  • Lower bound a

  • Upper bound b > a

Mean value and standard deviation

PDF and CDF

Multi-uniform distribution  

Distribution parameter

  • n pairs of:

  • Value

Mean value and standard deviation

PDF and CDF

Log-uniform distribution  

Distribution parameter

  • Lower bound a > 0

  • Upper bound b > a

Mean value and standard deviation

PDF and CDF

Normal distribution  

Distribution parameter

  • Location parameter μ

  • Scale parameter s > 0

Mean value and standard deviation

PDF and CDF

Truncated normal distribution  

Distribution parameter

  • Location parameter μ

  • Scale parameter s > 0

  • Lower bound a

  • Upper bound b

Mean value and standard deviation

PDF and CDF

Log-normal distribution  

Distribution parameter

  • Normal location parameter μ

  • Normal scale parameter s > 0

Mean value and standard deviation

PDF and CDF

Triangular distribution  

Distribution parameter

  • Lower bound a

  • Mode value c > a

  • Upper bound b > c

Mean value and standard deviation

PDF and CDF

Exponential distribution  

Distribution parameter

  • Scale parameter

  • Shift parameter ϵ

Mean value and standard deviation

PDF and CDF

Weibull distribution  

Distribution parameter

  • Scale parameter λ > 0

  • Shape parameter k > 0

Mean value and standard deviation

PDF and CDF

  • Γ(·) is the gamma function

Frechet distribution  

Distribution parameter

  • Scale parameter s > 0

  • Shape parameter α > 2

Mean value and standard deviation

PDF and CDF

Gumbel distribution  

Distribution parameter

  • Location parameter μ

  • Scale parameter β > 0

Mean value and standard deviation

PDF and CDF

  • γ is the is the Euler-Mascheroni constant

Beta distribution  

Distribution parameter

  • Lower bound a

  • Upper bound b

  • Shape parameter α > 0

  • Shape parameter β > 0

Mean value and standard deviation

PDF and CDF

  • B(·,·) is the Beta function

  • B(u, ·,·) is the incomplete Beta function

Lambda distribution  

Distribution parameter

  • Location parameter λ1

  • Scale parameter λ2 > 0

  • Shape parameter λ3 > -0.25, λ3 ≠ 0

  • Shape parameter λ4 > -0.25, λ4 ≠ 0

Mean value and standard deviation

  • B(·,·) is the Beta function

PDF and inverse CDF

  • CDF is not available in closed form


Continuous distribution types: distribution parameters, probability density function (PDF) , cumulative distribution function (CDF) , mean value , and standard deviation .