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A discrete distribution of a random variable such that every possible value can be represented in the form a+bn, where a,b!=0 and n is an integer.

Given a function of the form y=a+blnx, (1) the coefficients can be found from least squares fitting as b = ...

Given a function of the form y=Ax^B, (1) least squares fitting gives the coefficients as b = ...

A method of displaying simple statistical parameters including hinges, the statistical median, and upper and lower values.

Random walk trajectories which are composed of self-similar jumps. They are described by the Lévy distribution.

L=sigma/(sigma_B), where sigma is the variance in a set of s Lexis trials and sigma_B is the variance assuming Bernoulli trials. If L<1, the trials are said to be subnormal, ...

A method for testing nested hypotheses. To apply the procedure, given a specific model, calculate the likelihood of observing the actual data. Then compare this likelihood to ...

Data resulting from the observation of a population on a number of variables over time. Whenever observations are made more than once, the data is considered to be ...

A robust estimation based on maximum likelihood arguments.

A random process whose future probabilities are determined by its most recent values. A stochastic process x(t) is called Markov if for every n and t_1<t_2...<t_n, we have ...