Distribution of RV X

Symbolic

Representation

Significance of Parameters

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normal or Gaussian

N ( μ , σ 2 )

μ = meanof X σ = standarddeviationof X

1 2 π σ exp ( ( x μ ) 2 2 σ 2 )

log-normal

Λ ( m , s 2 )

m = meanof Y = ln ( X ) s = standarddeviationof Y

1 2 π σ x exp ( ( ln ( x ) μ ) 2 2 σ 2 )

uniform

U ( a , b )

a = lowerboundary b = upperboundary

1 b a [ H ( x a ) H ( x b ) ]

Laplace

L a ( μ , β )

μ = locationparameter β = scaleparameter

1 2 β exp ( | x μ | β )