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A standard normal distribution is a normal distribution with zero mean (mu=0) and unit variance (sigma^2=1), given by the probability density function and distribution ...

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 uniform distribution, sometimes also known as a rectangular distribution, is a distribution that has constant probability. The probability density function and cumulative ...

The distribution of a variable is a description of the relative numbers of times each possible outcome will occur in a number of trials. The function describing the ...

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 ...

The doubly noncentral F-distribution describes the distribution (X/n_1)/(Y/n_2) for two independently distributed noncentral chi-squared variables X:chi_(n_1)^2(lambda_1) and ...

The Cauchy distribution, also called the Lorentzian distribution or Lorentz distribution, is a continuous distribution describing resonance behavior. It also describes the ...

The distribution function D(x), also called the cumulative distribution function (CDF) or cumulative frequency function, describes the probability that a variate X takes on a ...

A gamma distribution is a general type of statistical distribution that is related to the beta distribution and arises naturally in processes for which the waiting times ...

A variable x is memoryless with respect to t if, for all s with t!=0, P(x>s+t|x>t)=P(x>s). (1) Equivalently, (P(x>s+t,x>t))/(P(x>t)) = P(x>s) (2) P(x>s+t) = P(x>s)P(x>t). (3) ...