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A normalized form of the cumulative normal distribution function giving the probability that a variate assumes a value in the range [0,x], ...

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) = ...

A continuous statistical distribution which arises in the testing of whether two observed samples have the same variance. Let chi_m^2 and chi_n^2 be independent variates ...

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 ...

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 ...

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 ...

A statistical distribution such as the normal distribution which has a single "peak."

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 ...