Some Special Continuous Distributions

  • Anirban DasGuptaEmail author
Part of the Springer Texts in Statistics book series (STS)


A number of densities, by virtue of their popularity in modeling or because of their special theoretical properties, are considered to be special. In this chapter, we present a collection of these densities with their basic properties.We discuss, when suitable, their moments, the form of the CDF, the mgf, shape and modal properties, and interesting inequalities. Classic references to standard continuous distributions are Johnson et al. (1994) and Kendall and Stuart (1976); Everitt (1998) contains many unusual facts. The normal distribution is treated separately in the next chapter because of its unique importance in statistics and probability.


Poisson Process Allergic Rhinitis Interarrival Time Exponential Random Variable Homogeneous Poisson Process 
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  1. Everitt, B. (1998). Cambridge Dictionary of Statistics, Cambridge University Press, New York.Google Scholar
  2. Johnson, N., Kotz, S., and Balakrishnan, N. (1994). Continuous Univariate Distributions, Vol. I, Wiley, New York.Google Scholar
  3. Kendall, M. and Stuart, A. (1976). Advanced Theory of Statistics, Vol. I, Fourth ed., Macmillan, New York.Google Scholar

Copyright information

© Springer-Verlag New York 2010

Authors and Affiliations

  1. 1.Dept. Statistics & MathematicsPurdue UniversityWest LafayetteUSA

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