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Distribution Characteristics


 
Sometimes referred to as the pdf

Often denoted as f(x)

Probability Mass Function

  • Used for discrete random variables.

Sometimes referred to as the pmf

Cumulative Distribution Function


Sometimes referred to as the cdf

Often denoted as F(x)

Quantile Function

  • The inverse of the Cumulative Distribution Function.
  • Also known as the Percent Point Function.


Survival Function



Inverse Survival Function



Hazard Function




Cumulative Hazard Function




Moment Generating Function

  • Used for continuous random variables.


Probability Generating Function

  • Used for discrete random variables.


Characteristic Function



Empirical Cumulative Distribution Function

  • aka Empirical cdf (ecdf)


Likelihood Function

 





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