This document provides definitions and key properties for 27 different probability distributions and statistical concepts. Some of the distributions and concepts covered include:
- The distribution function of a random variable is a non-decreasing function.
- Parameters and formulas are provided for the normal, negative binomial, geometric, gamma, beta, exponential, and hypergeometric distributions.
- Expected values and variances are given for several continuous and discrete distributions.
- The relationship between the normal distribution and the z-score is defined.