Exponencial [Exp(λ), λ > 0] Bruno Monte de Castro − IME − USP

1 k! ◦ X ∼ Exp(λ) ⇒ Y = λX ∼ Exp(1)
f (x) = λ exp{−λx} I (x) ; IE(X) = λ
; IE(X k ) = λk
; K(X) = 6;
(0,∞) ◦ X1 , · · · , Xn i.i.d. com Xi ∼ Exp(λ) ⇒ Y = min{X1 , · · · , Xn } ∼ Exp(nλ)
F (x) = 1 − exp{−λx} I (x) ; xp = − ln(1−p)
; V ar(X) = 1
; ◦ X1 , X2 i.i.d. com Xi ∼ Exp(λ) ⇒ Y = X1 − X2 ∼ La(0, λ)
λ λ2
(0,∞) ◦ X ∼ Exp(λ) ⇔ X ∼ Gama(1, λ)
λ ln 2
◦ X1 , · · · , Xn i.i.d. com Xi ∼ Exp(λ) ⇒ Y = n
P
M o(X) = 0; MX (t) = λ−t , t < λ; A(X) = 2; M ed(X) = λ
; i=1 Xi ∼ Gama(n, λ)

Weibull I [W1 (a, b), a > 0, b > 0] Weibull II [W2 (θ, λ), θ > 0, λ > 0] ◦ X ∼ Rayleigh(β) ⇔ X ∼ W1 (1/2β 2 , 2)
x θ−1
abxb−1 exp{−axb } ( lna2 )1/b ; θ x θ



f (x) = I (x) ; M ed(X) = f (x) = λ
exp{−( λ
λ
) } I (x) ; ◦ X ∼ W1 (λ−1/θ , θ) ⇔ X ∼ W2 (λ, θ)
(0,∞) (0,∞)

M o(X) = ( b−1 )1/b ; F (x) = 1 − exp{−axb } I (x) ; F (x) = 1 − exp{−( λ x θ

) } I (x) ; ◦ X ∼ W1 (λ, 1) ⇔ X ∼ Exp(λ)
ab
−2 (0,∞) (0,∞)
V ar(X) = a b [Γ(1 + 2
) − Γ2 (1 + 1
)]; IE(X k ) = λk Γ(1 + kθ ); ◦ X ∼ W1 (a, b) e Y = − ln X ⇒
b b
xp = [− ln(1−p)
1
]b ; IE(X k ) =a
−k
b Γ(1 + k
); V ar(X) = λ2 [Γ(1 + θ2 ) − Γ2 (1 + θ1 )]; Y ∼ Gumbel(b−1 ln a, b−1 )
a b
◦ X1 , · · · , Xn i.i.d. com Xi ∼ N (0, 1) ⇒
Normal [N (µ, σ 2 ), µ ∈ IR, σ > 0] 
 0, se k é ı́mpar
Y = n 2 2
P
i=1 Xi ∼ χ(n)

(x−µ)2
√ 1 ; IE[(X − IE(X))k ] =

f (x) = exp − 2σ 2
I (x) 2
◦ X ∼ N (µ, σ ) ⇒ Y = (X − µ)/σ ∼ N (0, 1)
2πσ 2 σ k k!
(−∞,∞)  , se k é par
2k/2 Γ(1+ k ◦ X1 , · · · , Xn i.i.d. com Xi ∼ N (µ, σ 2 ) ⇒

2
)

Y = n
P Pn 2
Pn 2
2 t2
i=1 ai Xi ∼ N (µ i=1 ai , σ i=1 ai )
A(X) = K(X) = 0; MX (t) = eµt+σ 2 ; IE(X) = M ed(X) = M o(X) = µ; V ar(X) = σ 2 ;
◦ X1 , X2 i.i.d. com Xi ∼ N (0, 1) ⇒ Y = X X
1 ∼ Ca(0, 1)
2
1
Uniforme [U (a, b), −∞ < a < b < ∞] ◦ X ∼ U (0, 1) ⇒ Y = 1 − X n ∼ Beta(1, n)
 1 a+b (b−a)2 ◦ X ∼ U (0, 1) ⇒ Y = X 2 ∼ Beta(1/2, 1)
 0, se x < a f (x) = (b−a)
I (x) ; IE(X) = M ed(X) = 2
; V ar(X) = 12
;
◦ X ∼ U (0, 1) ⇒ Y = − lnλX ∼ Exp(λ)



 (a,b) 
F (x) = x−a
b−a
, se a ≤ x < b ; IE(X k ) = Pk ak−i bi
;  0,
 se k é ı́mpar ◦ X1 , · · · , Xn i.i.d. com Xi ∼ U (0, 1) ⇒
i=0

 k+1 IE[(X − IE(X))k ] = Y = min{X1 , · · · , Xn } ∼ Beta(1, n) e
(b−a)k


, se k é par

1, se x ≥ b
 
etb −eta 2k (k+1) Z = max{X1 , · · · , Xn } ∼ Beta(n, 1)
MX (t) = t(b−a)
; A(X) = 0; K(X) = − 56 ;
◦ X ∼ U (0, 1) ⇒ Y = tg[π(x − 12 )] ∼ Ca(0, 1)

Rayleigh [Rayleigh(σ), σ > 0] √

(π−3) π 2 ◦ X ∼ Rayleigh(1) ⇔ X ∼ χ2(2)
x2 −x2
f (x) = x
exp{− 2σ
σ2 2 } I (x) ; F (x) = 1 − exp{ 2σ 2 } I (x) ; A(X) =
2
3 ; V ar(X) = σ (4−π)
2
; ◦ X1 , · · · , Xn i.i.d. com Xi ∼ Rayleigh(σ) ⇒
(0,∞) (0,∞) (2− π
2
) 2
√ 3π 2 Y = n 2 2
P
k 8− i=1 Xi ∼ Gama(n, 2σ )
q
M ed(X) = σ ln 4; IE(X k ) = 2 2 σ k Γ( k2 + 1); IE(X) = σ π2 ; K(X) = (2− π4)2 − 3; M o(X) = σ;
2

Pareto [P areto(α, β), α > 0, β > 0]

αβ α β
α
αβ αβ k 2 ◦ X1 , · · · , Xn i.i.d. com Xi ∼ P areto(α, β) ⇒
f (x) = xα+1
I (x) ; F (x) = 1 − I (x) ; IE(X k ) = α−k
x
; V ar(X) = (α−2)(α−1) 2;
(β,∞) (β,∞) Y = min{X1 , · · · , Xn } ∼ P areto(nα, β)
√ q 3 2
+α −6α−2) ◦ X ∼ P areto(α, β) ⇒ Y = ln( X


∼ Exp(α)
√
xp = α β
; M ed(X) = β α 2; A(X) = 2(α+1)
α−3
α−2
α
; K(X) = 6(α
α(α−3)(α−4)
; M o(X) = β; β
(1−p)

Log − Normal [LN (µ, σ), µ ∈ IR, σ > 0]

2 k2 σ 2 2 2
◦ X ∼ LN (µ, σ) ⇒ Y = ln X ∼ N (µ, σ 2 )
f (x) = √1exp{ −(ln2σ
x−µ)
2 } I (x) ; IE(X k ) = ekµ+ 2 ; V ar(X) = e2µ+σ (eσ − 1);
x 2πσ 2
(0,∞) ◦ X1 , · · · , Xn i.i.d. com Xi ∼ LN (µ, σ) ⇒
2 2
p 2 2 2 √
M ed(X) = µ; M o(X) = eµ−σ ; A(X) = (eσ + 2) eσ2 − 1; K(X) = e4σ + 2e3σ + 3e2σ − 6; Y = n
Q
i=1 Xi ∼ LN (nµ, nσ)

Cauchy [Ca(a, b), a ∈ IR, b > 0] ◦ X ∼ Ca(a, b) ⇒ Y = cX + d ∼ Ca(ac + d, b|c|)

◦ X1 , · · · , Xn i.i.d. com Xi ∼ Ca(ai , bi ) ⇒ Y = n
P Pn Pn
1 1
+ tg −1 x−a i=1 Xi ∼ Ca( i=1 ai , i=1 bi )


f (x) =  x−a 2

 I (x) ; F (x) = 2 b
;
πb 1+ 2X
b (−∞,∞) ◦ X ∼ Ca(0, 1) ⇒ Y = 1−X 2 ∼ Ca(0, 1)
M ed(X) = a; CX (t) = eiat−b|t| ; IE(X k ) = indef inido; M o(X) = a; ◦ X ∼ Ca(0, b) ⇒ Y = 1/X ∼ Ca(0, 1b )

Gama [Gama(α, β), α > 0, β > 0] ◦ X ∼ Gama( n , 1 ) ⇔ X ∼ χ2(n)

2 2
α Γ(α+k)
β α α
f (x) = Γ(α)
xα−1 e−βx I (x) ; IE(X k ) = Γ(α)β k
; IE(X) = β
; V ar(X) = β2
; ◦ X ∼ M axwell(a) ⇒ Y = X 2 ∼ Gama( 32 , 1
2a2
)
(0,∞)
◦ X1 , X2 ind. com X1 ∼ Gama(α, β) e X2 ∼ Gama(θ, β) ⇒
β
A(X) = √2 ;
α
K(X) = 6
α
; MX (t) = β−t
)α , t < β; M o(X) = α−1
β
; Y = X X+X1 ∼ Beta(α, θ)
1 2

Beta [Beta(a, b), a > 0, b > 0] ◦X ∼ Beta(a, b) ⇒ Y = 1 − X ∼ B(b, a)

X
f (x) = 1
xa−1 (1 − x)b−1 I (x) ; IE(X k ) Γ(a+b)Γ(a+k)
= Γ(a+b+k)Γ(a) ; V ar(X) = (a+b)2ab ; ◦X ∼ Beta(a, b) ⇒ Y = 1−X ∼ Beta P rime(a, b)
B(a,b) (a+b+1) n m mX
(0,1)
√ ◦X ∼ Beta( 2 , 2 ) ⇒ Y = n(1−X) ∼ F (n, m)
2
2(b−a) a+b+1
IE(X) = a
a+b
; M o(X) = a−1
a+b+2
; A(X) = √ ; K(X) = 3(a+b+1)[2(a+b) +ab(a+b+6)]
ab(a+b+2)(a+b+3)
; ◦X ∼ Beta(a, 1) ⇒ Y = − ln X ∼ Exp(a)
(a+b+2) ab

Qui − Quadrado [χ2(n) , n > 0] ◦ X ∼ χ2(2) ⇔ X ∼ Exp( 21 )

n
(1 Γ(k+ n X1 /n
f (x) = 2
)2 n x
x 2 −1 e− 2 I (x) ; IE(X k ) = 2k
)
2 ; IE(X) = n; V ar(X) = 2n; ◦ X1 ∼ χ2(n) e X2 ∼ χ2(m) ⇒ Y = X2 /m
∼ F (n, m)
Γ( n
2
) Γ( n
2
)
(0,∞) X n c
◦ X ∼ χ2(n) e c > 0 ⇒ Y =


c
∼ Gama ,
2 2
q n
MX (t) = (1 − 2t)− 2 ; M o(X) = n − 2, n > 2;
8 12 Pn
A(X) = ; K(X) = ; ◦ X1 , · · · , Xn ind. com Xi ∼ χ2(n ⇒Y = i=1 Xi ∼ χ2(Pn
n n i) i=1 ni )

t − Student [t(n), n > 0]



 0, se k é ı́mpar ◦ X ∼ t(1) ⇔ X ∼ Ca(0, 1)
− (n+1) 
IE(X k )

Γ( n+1 ) 2 2 = k
f (x) = Γ( n
2
√
) πn
1+ x
n
I (x) ;  Γ( k+1
2√
)Γ( n−k
2
)n 2 ◦ X1 ∼ N (0, 1) e X2 ∼ χ2(n) , ind. ⇒ Y = √ X1
2 (−∞,∞)

 n
πΓ( 2 )
, se k é par X2 /n

M o(X) = M ed(X) = 0; V ar(X) n

= (n−2) , n > 2; A(X) = 0, n > 3; K(X) = 6
, n > 4; ◦ X ∼ t(n) ⇒ Y = X 2 ∼ F (1, n)
n−4

X
F − Snedecor [F (n, m), n > 0, m > 0] ◦ X ∼ F (n, m) ⇒ Y =
nm
X ∼B n m
,


n m n 1+n m 2 2
n2m 2 x2
−1 (m )k Γ( n +k)Γ( m −k) 2m2 (n+m−2)
f (x) = n+m I (x) ; IE(X k ) = n 2
Γ( n )Γ( m )
2 ; V ar(X) = n(m−2)2 (m−4)
, m > 4; lim nX ∼ χ2
◦ X ∼ F (n, m) ⇒ Y = m→∞
B( n , m )(m+nx) 2 (0,∞) 2 2 (n)
2 2
√ ◦ X ∼ F (n, m) ⇒ Y = X −1 ∼ F (m, n)
m(n−2) (2n+m−2) 8(m−4) 12[(m−2)2 (m−4)+n(n+m−2)(5m−22)]
M o(X) = n(m+2)
; A(X) = √ , m > 6; K(X) = n(m−6)(m−8)(n+m−2)
, m > 8; e xp = y 1
(m−6) n(n+m−2) 1−p
Laplace [La(a, b), a ∈ IR, b > 0] Bruno Monte de Castro − IME − USP
1 x−a

 e b , se x < a
1
|x−a|
− b eat
1
 2 ◦ X ∼ La(a, b) ⇒ Y = cX + d ∼ La(ca + d, cb)
f (x) = 2b
e I (x) ; MX (t) = 1−(bt)2
, |t| < b
; F (x) =
(−∞,∞) x−a ◦ X ∼ La(a, b) ⇒ Y = |X − a| ∼ Exp(1/b)
1 − 21 e−

, se x ≥ a
 b
|X1 −a|

 0, se k é ı́mpar ◦ X1 , X2 i.i.d. com Xi ∼ La(a, b) ⇒ Y = |X2 −a|
∼ F (2, 2)
IE[(X − IE(X))k ] = IE(X) = M ed(X) = M o(X) = a;
k!bk , se k é par ◦ X1 |X2 ∼ N (a, X2 ) com X2 ∼ Rayleigh(b) ⇒ X1 ∼ La(0, 1)
V ar(X) = 2b2 ; A(X) = 0;

K(X) = 3;
◦ X1 , X2 i.i.d. com Xi ∼ U (0, 1) ⇒ Y = ln(X1 /X2 ) ∼ La(0, 1)
Logistica [Logistica(a, b), a ∈ IR, b > 0] ◦ X ∼ Logistica(a, b) ⇒ Y = cX + d ∼ Logistica(ca + d, cb)

f (x) = exp{−(x−a)/b}
I (x) ; F (X) = (1 + exp{−(x − a)/b})−1 ; ◦ X ∼ U (0, 1) ⇒ Y = a + b(ln(X) − ln(1 − X)) ∼ Logistica(a, b)
b(1+exp{−(x−a)/b})2 −X
(−∞,∞) e
◦ X ∼ Exp(1) ⇒ Y = a − b ln( 1−e −X ) ∼ Logistica(a, b)
IE(X) = M ed(X) = M o(X) = a; MX (t) = eat B(1 − bt, 1 + bt);
X1

(bπ)2 ◦ X1 , X2 i.i.d. com Xi ∼ Exp(1) ⇒ Y = a − b ln X ∼ Logistica(a, b)
A(X) = 0; K(X) = 1, 2; V ar(X) = 3
; 2

√
Triangular [T ri(a, c, b), ∞ < a ≤ c ≤ b < ∞, a < b]

(b−a)(c−a) a+b
 a+

 √ , se c ≥ 2
2
f (x) = 2(x−a)
I (x) + 2(b−x)
I (x) ; IE(X) = a+b+c
; M ed(X) = √ ◦ X1 , X2 i.i.d. com Xi ∼ U (0, 1) ⇒
(b−a)(c−a) (b−a)(b−c) 3
 b − (b−a)(b−c)

a+b
(a,c) (c,b)
Y = X1 +X 2 ∼ T ri(0, 1 , 1)

√ , se c ≤ 2 2 2
2
(x−a)2 (b−x)2

F (x) = I (x) + 1 − I (x) + I (x) ; V ar(X) = a2 +b2 +c2 −ac−ab−bc
(b−a)(c−a) (b−a)(b−c) 18
; M o(X) = c;
(a,c) (c,b) (b,∞)
√
2(b−c)eat −(b−a)ect +(c−a)ebt
MX (t) = t2 (b−a)(c−a)(b−c)
; A(X) = 2(a+b−2c)(2a−b−c)(a−2b+c) ; K(X) = − 35 ;
5(a2 +b2 +c2 −ab−ac−bc)3/2
1 1
Kumaraswamy [Kum(a, b), a > 0, b > 0] ◦X ∼ U (0, 1) ⇒ Y = (1 − (1 − X) b ) a ∼ Kum(a, b)
f (x) = abxa−1 (1 − xa )b−1 I (x) ; F (x) = 1 − (1 − xa )b I (x) + I (x) ; IE(X k ) = bB(1 + k
, b); ◦X ∼ Kum(a, 1) ⇒ Y = (1 − X) ∼ Kum(1, a)
a
(0,1) (0,1) (1,∞) ◦X ∼ Kum(1, 1) ⇔ X ∼ U (0, 1)
a−1 1/a 2 1
M ed(X) = (1 − 2−1/b )1/a ; − b2 B(1 + , b)2 ;


M o(X) = ab−1
; V ar(X) = bB(1 + a
, b) a
◦X ∼ Kum(a, 1) ⇒ Y = − ln(X) ∼ Exp(a)
1
Beta Prime [Beta P rime(a, b), a > 0, b > 0] ◦ X ∼ Beta P rime(a, b) ⇒ Y = X ∼ B(b, a)
f (x) = x a−1
I (x) ; IE(X k ) = B(a+k,b−k)
; V ar(X) = a(a+b−1)
, b > 2; ◦ X ∼ F (a, b) ⇒ Y = b X ∼ Beta P rime( a2 , 2b )
a
B(a,b)(x+1)a+b B(a,b) (b−2)(b−1)2
(0,∞) q ◦ X1 , X2 ind. com Xi ∼ G(ai , 1)
a−1 2(2a+b−1) b−2
M o(X) = b+1
, a ≥ 1; A(X) = b−3 a(a+b−1)
, b > 3; ⇒Y = X 1 ∼ Beta P rime(a , a )
1 2
X 2

Binomial [Bin(n, p), n ∈ N, 0 ≤ p ≤ 1] ◦ X ∼ Bin(1, p) ⇔ X ∼ Ber(p)

n
◦ X1 , · · · , Xn i.i.d com Xi ∼ Ber(p) ⇒
 X!(n−k)! 
IP (X = x) = x px (1 − p)n−x I (x) ; IE(X) = np; MX (t) = (pet + 1 − p)n ; IE (X−k)!n! = pk ;
Y = n
P
{0,··· ,n} i=1 Xi ∼ Bin(n, p)
bnpc b(n + 1)pc 1−2p 1−6p(1−p) ◦ X1 , · · · , Xn ind com Xi ∼ Bin(ni , p) ⇒
M ed(X) = ou; M o(X) = ou; V ar(X) = np(1 − p); A(X) = √ ; K(X) = np(1−p) ;
Y = n
P Pn
dnpe d(n + 1)pe np(1−p)
i=1 Xi ∼ Bin( i=1 ni , p)

Geométrica I [G0 (p), 0 ≤ p ≤ 1] Geométrica II [G1 (p), 0 ≤ p ≤ 1] ◦ X1 , · · · , Xn ind. com Xi ∼ G1 (pi ) ⇒

p pet min {Xi } ∼ G1 (1 − Qn (1 − pi ))
IP (X = x) = p(1 − p)x I (x) ; MX (t) = 1−(1−p)et
; IP (X = x) = p(1 − p)x−1 I (x) ; MX (t) = 1−(1−p)et
; Y = i=1,··· ,n i=1
{0,1,···} {1,2,···}
M o(X) = 0; F (x) = 1 − (1 − p)x+1 ; IE(X) = 1−p
; M o(X) = 1; F (x) = 1 − (1 − p)x ; IE(X) = 1
; ◦ X ∼ Exp(λ) ⇒ Y = bXc ∼ G0 (1 − e−λ )
p p
2 2 ◦ X1 , · · · , Xr i.i.d. com Xi ∼ G0 (p) ⇒
A(X) = √2−p ; K(X) = 6 + p
; V ar(X) = 1−p
; A(X) = √2−p ; K(X) = 6−6p+p
; V ar(X) = 1−p
;
1−p 1−p p2 1−p (1−p) p2 Y = ri=1 Xi ∼ BN (r, p)
P

Binomial Negativa [BN (r, p), r > 0, 0 ≤ p ≤2 1] Pascal [P a(r, p), r ∈ N, 0 ≤ p ≤ 1] ◦ X ∼ P a(1, p) ⇔
Γ(r+x) p +6(1−p) x−1
pr (1 − p)x I (x) ; K(X) = pr (1 − p)x−r I (x) ;A(X) = √ 2−p


IP (X = x) = Γ(x+1)Γ(r) r(1−p)
; IP (X = x) = r−1
; X ∼ G1 (p)
r(1−p)
{0,1,···} {r,r+1,···}
◦ X ∼ BN (r, p) e
r(1−p) r(1−p)  X!  (r+k−1)!(1−p)k  (X+k)!  (k+r)! 6−6p+p2
IE(X) = p
; V ar(X) = p 2 ; IE (X−k)! = (r−1)!pk
; IE (X−1)!
= (r−1)!pk+1
; K(X) = r(1−p)
; rp
λ = 1−p ⇒ X ∼ P o(λ),

r pet
r
A(X) = √ 2−p ; MX (t) = p
1−(1−p)et
; M o(X) = b (r−1)(1−p)
p
c; IE(X) = r
p
; MX (t) = 1−(1−p)et
; V ar(X) = r(1−p)
p2
; quando r → ∞
r(1−p)

Uniforme Discreta [U D(n), n ∈ N] ◦ X ∼ Beta Binomial(n − 1, 1, 1)

1 n+1 n2 −1 et (1−ent ) 6(n +1) 2
IP (X = x) = n
I (x) ; IE(X) = 2
; V ar(X) = 12
; MX (t) = n(1−et )
; A(X) = 0; K(X) = − 5(n 2 −1) ; ⇔ X ∼ U D(n)
{1,··· ,n}
i
Poisson [P o(λ), λ > 0] ◦ X1 , X2 , · · · ind. com Xi ∼ P o( ri ) ⇒ Y = ∞ iXi ∼ G0 ( 1−r
P
bλc )
x −λ
Pi=1
n
r
λ e
IP (X = x) = x! I (x) ; IE(X) = V ar(X) = λ; M o(X) = ou; −1
A(X) = λ ; ◦ X1 , · · · , X n i.i.d. com Xi ∼ P o(λ) ⇒ Y = i=1 X i ∼ P o(nλ)
{0,1,···} dλe − 1 ◦ X1 , · · · , Xn ind. com Xi ∼ P o(λi ) ⇒
Pn Pn

t  X!  Y = Xi |( j=1 Xj = k) ∼ Bin k, λi / j=1 λj
IE[(1 − a)X ] = e−aλ ; K(X) = λ−1/2 ; MX (t) = eλ(e −1) ; IE (X−k)! = λk ; D
◦ X ∼ Bin(n, p) e λ = np ⇒ X −→ P o(λ), quando n → ∞
Hipergeométrica [Hipergeo(N, k, n), N ∈ N, k ∈ {0, · · · , N }, n ∈ {0, · · · , N }] ◦ X ∼ Hipergeo(N, k, 1) ⇔ X ∼ Bernoulli k

 
k N −k
 N
k k

N −n

IP (X = x) = x Nn−x
 I (x) ; V ar(X) = n N 1− N N −1
; ◦ X ∼ Hipergeo(N, k, n) e p = N ⇒k
n {max{0,n−(N −k)},··· ,min{k,n}} √
(N −2k)(N −2n) N −1
k
IE(X) = n N ; M o(X) = b (n+1)(k+1) c; A(X) = √ ; D
X −→ Bin(n, p), quando n → ∞
N +2 (N −2) nk(N −k)(N −n)

Apêndice P∞ xn
◦ ex = n=0 n! ; n
n! ◦ Γ(a + 1) = aΓ(a);
◦ V ar(X) = IE[(X − IE(X))2 ]; ◦ = x!(n−x)! ;
◦ ln(x + 1) = ∞
P (−1)n xn+1
, |x| < 1;
x ◦ B(a, b) = Γ(a)(b)
Γ(a+b)
;
n
◦ MX (t) = IE(etX ); CX (t) = IE(eitX ) n=0
+ x−1 = n+1
n

n+1



◦ x x
, n∈ N e x ∈ Z; ◦ Γ(a)Γ(1 − a) = senπ(πa) ;
P∞ (−1)n x2n+1
◦ xp = F −1 (p) ⇒ M ed(X) = x1/2 ; ◦ sen x = ; ◦ −n

= (−1) x n+x−1 ;

√
π(a−1)!
n=0 (2n+1)! x x ◦ Γ( a2 ) = ;
IE[(X−IE(X))3 ] n 2n 2a−1 ( a−1 )!
◦ A(X) = ; ◦ cos x = n=0 (−1) x
;
P∞
◦ n! ∼ (2π)1/2 e−n nn+1/2 ;
2
V ar(X)3/2 (2n)! ◦ a1 (x − b1 ) + a2 (x − b2 )2
2
A(X) < 0 (cauda pesada à esquerda); ◦ P n
i = n(n+1)
; ◦ (a + b)n = n
P n
i n−i
= (a1 + a2 )(x − c)2
i=1 2 i=0 i a b ;
A(X) > 0 (cauda pesada à direita); 2 = n(n+1)(2n+1) ; N1 +N2 N1
N2

+ aa1+a
a2
Pn n
(b1 − b2 )2 ,

P
◦ i=1 i 6
◦ n
= i=0 i n−i ;
A(X) = 0 (distribuição simétrica);
2 1 2
i3 = n(n+1) a1 b1 +a2 b2
Pn
E(X))4 ] ◦ ; sendo c = ;
◦ K(X) = IE[(X−I ◦ (1 − x)−2 = ∞ i
P
V ar(X)2
− 3; i=1 2 i=0 (i + 1)x ; a1 +a2
2
4 = n(n+1)(2n+1)(3n +3n−1) ;
Pn
K(X) < 0 (platicúrtica [achatada]); ◦ i=1 i 30 a+b+|a−b| ◦ eix
= cos x + isen x;
n!
m ◦ max(a, b) = ;
x 2 a n
 
K(X) > 0 (leptocúrtica [afuniliada]); ◦ Pm a
n =
X Y
i=1 i Qm aj j ; a+b−|a−b| ◦ ea = lim 1 + ;
K(X) = 0 (mesocúrtica); x1 +···+xm =n j=1 x j ◦ min(a, b) = 2
; n→∞ n
j=1