0.5 0.

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 1 2 3 4 5 0 1 2 3 4 5
0  P(X = x)  1 Z f (x) 0
X 1
P(X = x) = 1 f (x)dx = 1
x 1

X Z x
F (x) = P(X  x) = P(X = k) F (x) = P(X  x) = f (t)dt
kx 1
X Z b
P(a  X  b) = P(X = x) P(a  X  b) = f (x)dx
axb a
X Z 1
µ = E(X) = xP(X = x) µ = E(X) = xf (x)dx
1
x
X Z 1
2
= (X) = (x µ)2 P(X = x) 2
= (X) = (x µ)2 f (x)dx
x 1

X ⇠ B(n, p) X ⇠ G(p) X ⇠ Poi( )

n p p

{0, 1, . . . , n} {1, 2, 3 . . .} {0, 1, 2, . . .}

✓ ◆ k
n k
P(X = k) p (1 p)k p(1 p)k 1 e
k k!
1
np
p
1 p
np(1 p)
p2
X ⇠ U(a, b) X ⇠ E( ) X ⇠ N (µ, ) X ⇠ Gumbel(↵, )

a b µ ↵ >0

[a, b] R>0 R R

x a t ↵
t
F (x) = F (t) = 1 e t>0 F (t) = exp(e )
b a
x 2 [a, b]
1 1 (x µ)2 ze z t ↵
t 2 2
f (x) = f (t) = e t>0 f (x) = p e f (t) = z=e
b a
x 2 [a, b]
2⇡
Gumbel(0, 1)
8 0.4
U (0, 2) E(1) N (0, 0.75)
0.5
0.5
0.4 6 0.3
0.4

0.3 0.3
4 0.2
0.2 0.2

0.1 2 0.1
0.1

0 0
2 1 0 1 2 3 4 2 1 0 1 2 3 0
2 1 0 1 2 3 4 2 0 2 4 6 8 10

a+b 1
µ ↵+
2
⇡ 0.57721

(b a)2 1 2 ⇡2
12 2 6