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If X_i for i=1, ..., m has a multivariate normal distribution with mean vector mu=0 and covariance matrix Sigma, and X denotes the m×p matrix composed of the row vectors X_i, ...

The chi distribution with n degrees of freedom is the distribution followed by the square root of a chi-squared random variable. For n=1, the chi distribution is a ...

The continuous distribution with parameters m and b>0 having probability and distribution functions P(x) = (e^(-(x-m)/b))/(b[1+e^(-(x-m)/b)]^2) (1) D(x) = 1/(1+e^(-(x-m)/b)) ...

Let H be a two-dimensional distribution function with marginal distribution functions F and G. Then there exists a copula C such that H(x,y)=C(F(x),G(y)). Conversely, for any ...

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 ...

Given a Poisson distribution with a rate of change lambda, the distribution function D(x) giving the waiting times until the hth Poisson event is D(x) = ...

The Laplace distribution, also called the double exponential distribution, is the distribution of differences between two independent variates with identical exponential ...

The Maxwell (or Maxwell-Boltzmann) distribution gives the distribution of speeds of molecules in thermal equilibrium as given by statistical mechanics. Defining a=sqrt(kT/m), ...

The Weibull distribution is given by P(x) = alphabeta^(-alpha)x^(alpha-1)e^(-(x/beta)^alpha) (1) D(x) = 1-e^(-(x/beta)^alpha) (2) for x in [0,infty), and is implemented in ...

A general type of statistical distribution which is related to the gamma distribution. Beta distributions have two free parameters, which are labeled according to one of two ...