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Bernoulli
Binomial
No closed form, can be summed from the PMF
Geometric
Poisson
No closed form, can be summed from the PMF
Uniform
Exponential (rate parametrization)
Gamma
No closed form, can be expressed using incomplete gamma function
Chi squared
No closed form, can be expressed using incomplete gamma function
Normal
No closed form, can be expressed using the error function
Student’s t
No closed form, can be expressed using the regularized incomplete beta function