Some Continuous Probability Distributions By: Prof. Gevelyn B. Itao

 The density function of the continuous uniform random variable X on the interval [A, B] is

and

 The continuous random variable X has a gamma distribution, with parameters α and β, if its density function is given by where α > 0 and β > 0.

The gamma function is defined by where α > 0.

and µ = αβσ 2 = αβ 2

 The continuous random variable X has an exponential distribution, with parameter β, if its density function is given by where β > 0.

and µ = βσ 2 = β 2