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A point process N on R is said to be interval stationary if for every r=1,2,3,... and for all integers i_i,...,i_r, the joint distribution of {tau_(i_1+k),...,tau_(i_r+k)} ...

An outlier is an observation that lies outside the overall pattern of a distribution (Moore and McCabe 1999). Usually, the presence of an outlier indicates some sort of ...

Informally, the sample space for a given set of events is the set of all possible values the events may assume. Formally, the set of possible events for a given random ...

A point process N is called self-correcting if cov(N(s,t),N(t,u))<0 for s<t<u where here, cov denotes the covariance of the two quantities. Intuitively, a process is ...

A point process N is called self-exciting if cov(N(s,t),N(t,u))>0 for s<t<u where here, cov denotes the covariance of the two quantities. Intuitively, a process is ...

A spatial-temporal point process is a point process which models data that is localized at a discrete set of locations in both space and time. In particular, a ...

The survival function describes the probability that a variate X takes on a value greater than a number x (Evans et al. 2000, p. 6). The survival function is therefore ...

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

An alpha value is a number 0<=alpha<=1 such that P(z>=z_(observed))<=alpha is considered "significant," where P is a P-value.

alpha=1/Nsum_(i=1)^N|x_i-mu|=<|x_i-mu|>.