Search Results for ""

A sequence of numbers alpha_n is said to be uncorrelated if it satisfies lim_(n->infty)1/(2n)sum_(m=-n)^nalpha_m^2=1 lim_(n->infty)1/(2n)sum_(m=-n)^nalpha_malpha_(k+m)=0 for ...

The difference X_1-X_2 of two uniform variates on the interval [0,1] can be found as P_(X_1-X_2)(u) = int_0^1int_0^1delta((x-y)-u)dxdy (1) = 1-u+2uH(-u), (2) where delta(x) ...

The distribution of the product X_1X_2...X_n of n uniform variates on the interval [0,1] can be found directly as P_(X_1...X_n)(u) = ...

Possessing a single unique mode. The term unimodal distribution, which refers to a distribution having a single local maximum is a slight corruption of this definition.

Involving one variable, as opposed to two (bivariate) or many (multivariate).

The statistical index P_W=(sumsqrt(q_0q_n)p_n)/(sumsqrt(q_0q_n)p_0), where p_n is the price per unit in period n and q_n is the quantity produced in period n.

A nonparametric alternative to the two-sample t-test.

If F(x) is a probability distribution with zero mean and rho=int_(-infty)^infty|x|^3dF(x)<infty, (1) where the above integral is a stieltjes integral, then for all x and n, ...

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