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The Gaussian joint variable theorem, also called the multivariate theorem, states that given an even number of variates from a normal distribution with means all 0, (1) etc. ...

Gibrat's distribution is a continuous distribution in which the logarithm of a variable x has a normal distribution, P(x)=1/(xsqrt(2pi))e^(-(lnx)^2/2), (1) defined over the ...

The determination of a test for the equality of means for two normal distributions with different variances given samples from each. There exists an exact test which, ...

A tree which is not rooted, i.e., a normal tree with no node singled out for special treatment (Skiena 1990, p. 107). Free trees are sometimes known instead as unrooted trees ...

An n×n-matrix A is said to be diagonalizable if it can be written on the form A=PDP^(-1), where D is a diagonal n×n matrix with the eigenvalues of A as its entries and P is a ...

A special function mostly commonly denoted psi_n(z), psi^((n))(z), or F_n(z-1) which is given by the (n+1)st derivative of the logarithm of the gamma function Gamma(z) (or, ...

An improper integral is a definite integral that has either or both limits infinite or an integrand that approaches infinity at one or more points in the range of ...

Let x^__1 and s_1^2 be the observed mean and variance of a sample of N_1 drawn from a normal universe with unknown mean mu_((1)) and let x^__2 and s_2^2 be the observed mean ...

F_k[P_N(k)](x)=F_k[exp(-N|k|^beta)](x), where F is the Fourier transform of the probability P_N(k) for N-step addition of random variables. Lévy showed that beta in (0,2) for ...

A confidence interval is an interval in which a measurement or trial falls corresponding to a given probability. Usually, the confidence interval of interest is symmetrically ...