- Hello,

I need a URL containing a list of discrete Probability distributions

with the corresponding probability generating functions.

Something like that :

Poisson P(X=n)=a^n/n!*exp(-a), n>=0 E(t^X)=exp(a(t-1))

geometrical P(X=n)=p(1-p)^(n-1), n>=1 E(t^X)=tp/(1-t-tp)

and so on, for as many distributions as possible

(binomial, negative binomial, uniform, hypergeometrical, Zipf, etc)

I need it in a very compact, easy-to-read for non-probabilists,

form.

I tried google, but "probability" generating" and "function" are

very frequent words appearing in various contexts, some of them

irrelevant, other ones containing a single generating function

lost in a bunch of mathematical informations...

Does such a URL exist ? Where ?

Thanks in advance,

Myriam > I need a URL containing a list of discrete Probability distributions

Hi Myriam,

> with the corresponding probability generating functions.

I really thought I had the answer to this:-( There is a pretty

good list called "a compendium of common probability distributions"

on the following page:

http://www.geocities.com/~mikemclaughlin/math_stat/Dists/Compendium.html

Unfortunately, there seems to be no information about characteristic

functions (or moment generating functions). So I'll keep looking.

Noel.- Hi Noel,

Thanks for your answer, the link is really interesting, especially

the "characterization" given for each distribution.

But the generating functions are not given :-(

Perhaps the URL I'm looking for doesn't exist...

Thanks again and do not invest too much time in this. I thought

perhaps someone here already knows of such an URL and it will

save me time. But if it is necessary to collect the generating

functions from different locations, I can do it.

Myriam

--- In probability@yahoogroups.com, "Noel Vaillant" <vaillant@p...> wrote:

> > I need a URL containing a list of discrete Probability distributions

> > with the corresponding probability generating functions.

>http://www.geocities.com/~mikemclaughlin/math_stat/Dists/Compendium.html

>

> Unfortunately, there seems to be no information about characteristic

> functions (or moment generating functions). So I'll keep looking.

>

> Noel.