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If a random variable X has a chi-squared distribution with m degrees of freedom (chi_m^2) and a random variable Y has a chi-squared distribution with n degrees of freedom ...

P(Z)=Z/(sigma^2)exp(-(Z^2+|V|^2)/(2sigma^2))I_0((Z|V|)/(sigma^2)), where I_0(z) is a modified Bessel function of the first kind and Z>0. For a derivation, see Papoulis ...

Define T as the set of all points t with probabilities P(x) such that a>t=>P(a<=x<=a+da)<P_0 or a<t=>P(a<=x<=a+da)<P_0, where P_0 is a point probability (often, the ...

If B superset A (B is a superset of A), then P(A)<=P(B).

The conditional probability of an event A assuming that B has occurred, denoted P(A|B), equals P(A|B)=(P(A intersection B))/(P(B)), (1) which can be proven directly using a ...

Consider a probability space specified by the triple (S,S,P), where (S,S) is a measurable space, with S the domain and S is its measurable subsets, and P is a measure on S ...

A triple (S,S,P) on the domain S, where (S,S) is a measurable space, S are the measurable subsets of S, and P is a measure on S with P(S)=1.

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) = ...

There are essentially three types of Fisher-Tippett extreme value distributions. The most common is the type I distribution, which are sometimes referred to as Gumbel types ...

The binomial distribution gives the discrete probability distribution P_p(n|N) of obtaining exactly n successes out of N Bernoulli trials (where the result of each Bernoulli ...