Handbook of probability distributions.
General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to probability theory (60-00) Probability distributions: general theory (60E05) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics (62-00) Graphical methods in statistics (62A09) Point estimation (62F10)
The handbook contains detailed descriptions of 13 discrete and 35 continuous one-dimensional probability distributions. The descriptions include, among other things, formulae for probability density, distribution function, hazard function, characteristic function, mathematical expectation, standard deviation, moments, median, \(p\)-quantile. The relations between different probability laws are discussed as well as questions of statistical estimation of parameters and generation of random numbers. The book is richly illustrated. The first chapter contains basic definitions and a list of notations. Appendices include graphs helping to choose the type of the probability law which optimally fits the experimental data, and brief manuals to the statistical computer packages STATGRAPHICS and STATISTICA.
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