Enterprise Risk Management Formula Book

Appendix A: Probability Distributions

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Definitions, characteristics, tabulations and common interpretations of a variety of (discrete and continuous) probability distributions are given below. Please note that some probability distributions have multiple names or have special cases called different names.


For further details of these and other distributions recognised by the Nematrian website see here.


A.1         Discrete (univariate) distributions

A.2         Continuous (univariate) distributions

A.3         Distributional mixtures

A.4         Location and scale adjusted distributions

A.5         Multivariate probability distributions

A.6         Distributional families

A.7         Standard (i.e. unit) normal distribution

(a)    Cumulative distribution function

(b)    Quantile points


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