Search Results for ""

Random walk trajectories which are composed of self-similar jumps. They are described by the Lévy distribution.

A sequence X_1, X_2, ... of random variates is called Markov (or Markoff) if, for any n, F(X_n|X_(n-1),X_(n-2),...,X_1)=F(X_n|X_(n-1)), i.e., if the conditional distribution ...

A square integrable function phi(t) is said to be normal if int[phi(t)]^2dt=1. However, the normal distribution function is also sometimes called "the normal function."

alpha(x) = 1/(sqrt(2pi))int_(-x)^xe^(-t^2/2)dt (1) = sqrt(2/pi)int_0^xe^(-t^2/2)dt (2) = 2Phi(x) (3) = erf(x/(sqrt(2))), (4) where Phi(x) is the normal distribution function ...

There are a number of functions in mathematics denoted with upper or lower case Qs. 1. The nome q. 2. A prefix denoting q-analogs and q-series. 3. Q_n or q_n with n=0, 1, 2, ...

The cumulative frequency in a frequency distribution divided by the total number of data points.

The ratio of the absolute frequency to the total number of data points in a frequency distribution.

Surrogate data are artificially generated data which mimic statistical properties of real data. Isospectral surrogates have identical power spectra as real data but with ...

The tail of a vector AB^-> is the initial point A, i.e., the point at which the vector originates. The tails of a statistical distribution with probability density function ...

The function defined by T_n(x)=((-1)^(n-1))/(sqrt(n!))Z^((n-1))(x), where Z(x)=1/(sqrt(2pi))e^(-x^2/2) and Z^((k))(x) is the kth derivative of Z(x).