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A continuous distribution defined on the range x in [0,2pi) with probability density function P(x)=(e^(bcos(x-a)))/(2piI_0(b)), (1) where I_0(x) is a modified Bessel function ...

A random matrix is a matrix of given type and size whose entries consist of random numbers from some specified distribution. Random matrix theory is cited as one of the ...

The Bernoulli distribution is a discrete distribution having two possible outcomes labelled by n=0 and n=1 in which n=1 ("success") occurs with probability p and n=0 ...

A general type of statistical distribution which is related to the gamma distribution. Beta distributions have two free parameters, which are labeled according to one of two ...

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 ...

Let S_n be the set of permutations of {1, 2, ..., n}, and let sigma_t be the continuous time random walk on S_n that results when randomly chosen transpositions are performed ...

A transformation which transforms from a two-dimensional continuous uniform distribution to a two-dimensional bivariate normal distribution (or complex normal distribution). ...

The discrete uniform distribution is also known as the "equally likely outcomes" distribution. Letting a set S have N elements, each of them having the same probability, then ...

A theorem proved by Doob (1942) which states that any random process which is both normal and Markov has the following forms for its correlation function C_y(tau), spectral ...

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 ...