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Let a distribution to be approximated be the distribution F_n of standardized sums Y_n=(sum_(i=1)^(n)(X_i-X^_))/(sqrt(sum_(i=1)^(n)sigma_X^2)). (1) In the Charlier series, ...

Given a Poisson distribution with rate of change lambda, the distribution of waiting times between successive changes (with k=0) is D(x) = P(X<=x) (1) = 1-P(X>x) (2) = ...

A statistic which assigns a single number to several individual statistics in order to quantify trends. The best-known index in the United States is the consumer price index, ...

Let L denote the n×n square lattice with wraparound. Call an orientation of L an assignment of a direction to each edge of L, and denote the number of orientations of L such ...

A sufficient condition on the Lindeberg-Feller central limit theorem. Given random variates X_1, X_2, ..., let <X_i>=0, the variance sigma_i^2 of X_i be finite, and variance ...

A continuous distribution in which the logarithm of a variable has a normal distribution. It is a general case of Gibrat's distribution, to which the log normal distribution ...

A p-variate multivariate normal distribution (also called a multinormal distribution) is a generalization of the bivariate normal distribution. The p-multivariate ...

The negative binomial distribution, also known as the Pascal distribution or Pólya distribution, gives the probability of r-1 successes and x failures in x+r-1 trials, and ...

The doubly noncentral F-distribution describes the distribution (X/n_1)/(Y/n_2) for two independently distributed noncentral chi-squared variables X:chi_(n_1)^2(lambda_1) and ...

A system of equation types obtained by generalizing the differential equation for the normal distribution (dy)/(dx)=(y(m-x))/a, (1) which has solution y=Ce^((2m-x)x/(2a)), ...