Distributions - denoting the natural logarithm. The general...

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IEOR 165 Summer 2009 (Distributions to be tested for the Project) 1. NORMAL DISTIRIBUTION The general formula for the probability density function of the normal distribution is where is the location parameter and is the scale parameter. 2. WEIBULL DISTRIBUTION The formula for the probability density function of the general Weibull distribution is where is the shape parameter, is the location parameter and is the scale parameter. (For the project assume that = 0) 3. LOGNORMAL DISTRIBUTION A variable X is lognormally distributed if Y = LN(X) is normally distributed with "LN"
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Unformatted text preview: denoting the natural logarithm. The general formula for the probability density function of the lognormal distribution is where is the shape parameter, is the location parameter and m is the scale parameter. (For the project assume that = 0.) 4. GAMMA DISTRIBUTON The general formula for the probability density function of the gamma distribution is where is the shape parameter, is the location parameter, is the scale parameter, and is the gamma function which has the formula (For the project assume that = 0)...
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This note was uploaded on 07/22/2009 for the course IEOR 165 taught by Professor Shanthikumar during the Summer '08 term at University of California, Berkeley.

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Distributions - denoting the natural logarithm. The general...

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