Continuous Random Variables/Distributions
Exponential
Gamma
Normal
Chi-square
typical type of Gamma, $\alpha = r/2, \theta = 2 = 1/\lambda$
where r is called the degree of freedom
eg: Brown motion: $x = Normal,y = Normal, then, r = \sqrt{x^2 + y^2} = \sqrt{chi-square}$
Pareto distribution
$\alpha$ = power (decay) law