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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 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 ...

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

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

A joint distribution function is a distribution function D(x,y) in two variables defined by D(x,y) = P(X<=x,Y<=y) (1) D_x(x) = lim_(y->infty)D(x,y) (2) D_y(y) = ...

A generalization of Student's t-distribution known as the noncentral Student's t-distribution is given by (1) where Gamma(z) is the gamma function and _1F_1(a;b;z) is a ...

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 ...

A variable with a beta binomial distribution is distributed as a binomial distribution with parameter p, where p is distribution with a beta distribution with parameters ...

A standard normal distribution is a normal distribution with zero mean (mu=0) and unit variance (sigma^2=1), given by the probability density function and distribution ...