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Math Help - Looking for a reference for advanced probability distributions

  1. #1
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    Looking for a reference for advanced probability distributions

    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:
    • PDF
    • 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.
    Last edited by SpringFan25; July 10th 2014 at 02:39 PM.
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