Examples and Problems in Mathematical Statistics

List of Random Variables

B(n,p)	Binomial, with parameters n and p
E(μ)	Exponential with parameter μ
EV(λ, α)	Extreme value with parameters λ and α
F(v1, v2)	Central F with parameters v1 and v2
F(n1, n2;λ)	Noncentral F with parameters v1, v2, λ
G(λ,p)	Gamma with parameters λ and p
H(M,N,n)	Hyper–geometric with parameters M, N, n
N(μ, V)	Multinormal with mean vector μ and covariance matrix V
N(μ,σ)	Normal with mean μ and σ
NB(, v)	Negative–binomial with parameters , and v
P(λ)	Poisson with parameter λ
R(a, b)	Rectangular (uniform) with parameters a and b
t[n;λ]	Noncentral Student’s t with parameters n and λ
t[n;ξ,V]	Multivariate t with parameters n, ξ and V
t[n]	Student’s t with n degrees of freedom
W(λ, α )	Weibul with parameters λ and α
β (p,q)	Beta with parameters p and q
χ2[n,λ]	Noncentral chi–squared with parameters n and λ
χ2[n]	Chi–squared with n degrees of freedom