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Given a sequence of independent random variates X_1, X_2, ..., if sigma_k^2=var(X_k) and rho_n^2=max_(k<=n)((sigma_k^2)/(s_n^2)), then lim_(n->infty)rho_n^2=0. This means ...

Fischer's z-distribution is the general distribution defined by g(z)=(2n_1^(n_1/2)n_2^(n_2/2))/(B((n_1)/2,(n_2)/2))(e^(n_1z))/((n_1e^(2z)+n_2)^((n_1+n_2)/2)) (1) (Kenney and ...

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 half-normal distribution is a normal distribution with mean 0 and parameter theta limited to the domain x in [0,infty). It has probability and distribution functions ...

A fair coin is tossed an even 2n number of times. Let D=|H-T| be the absolute difference in the number of heads and tails obtained. Then the probability distribution is given ...

The grouping of data into bins (spaced apart by the so-called class interval) plotting the number of members in each bin versus the bin number. The above histogram shows the ...

A univariate distribution proportional to the F-distribution. If the vector d is Gaussian multivariate-distributed with zero mean and unit covariance matrix N_p(0,I) and M is ...

An independent variable is a variable whose values don't depend on changes in other variables. This is in contrast to the definition of dependent variable. As with dependent ...

The inverse Gaussian distribution, also known as the Wald distribution, is the distribution over [0,infty) with probability density function and distribution function given ...

The Laplace distribution, also called the double exponential distribution, is the distribution of differences between two independent variates with identical exponential ...