Search Results for ""

The ratio X/Y of independent normally distributed variates with zero mean is distributed with a Cauchy distribution. This can be seen as follows. Let X and Y both have mean 0 ...

The distribution of a product of two normally distributed variates X and Y with zero means and variances sigma_x^2 and sigma_y^2 is given by P_(XY)(u) = ...

There are essentially three types of Fisher-Tippett extreme value distributions. The most common is the type I distribution, which are sometimes referred to as Gumbel types ...

If a random variable X has a chi-squared distribution with m degrees of freedom (chi_m^2) and a random variable Y has a chi-squared distribution with n degrees of freedom ...

A multivariate normal distribution in three variables. It has probability density function (1) where (2) The standardized trivariate normal distribution takes unit variances ...

Amazingly, the distribution of a difference of two normally distributed variates X and Y with means and variances (mu_x,sigma_x^2) and (mu_y,sigma_y^2), respectively, is ...

The distribution of the product X_1X_2...X_n of n uniform variates on the interval [0,1] can be found directly as P_(X_1...X_n)(u) = ...

Gibrat's distribution is a continuous distribution in which the logarithm of a variable x has a normal distribution, P(x)=1/(xsqrt(2pi))e^(-(lnx)^2/2), (1) defined over the ...

The S distribution is defined in terms of its distribution function F(x) as the solution to the initial value problem (dF)/(dx)=alpha(F^g-F^h), where F(x_0)=F_0 (Savageau ...

If X_i for i=1, ..., m has a multivariate normal distribution with mean vector mu=0 and covariance matrix Sigma, and X denotes the m×p matrix composed of the row vectors X_i, ...