Hello all,
I am looking for a reliable reference which gives the basic properties of as many standard distributions as possible. I have tried google and wikipedia with no luck.
By "basic properties" i mean things like:
- CDF
- MGF
- Mean, Variance Skewness, Kurtosis, etc
- The maximum likelihood estimators, where a closed form exists
and by "standard distributions" i mean
- the common ones: (normal, t, gamma, etc)
- the rare ones: hyperbolic, erlang, laplace, etc
any ideas? all help appreciated!
I dont mind buying a book if necessary...but im struggling to find one with the information i want.
Note: i am aware that wikipedia lists these properties for most of the common distributions - im trying to find a more comprehensive source to include the rare ones.