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The ratio of two independent estimates of the variance of a normal distribution.

A grouping of statistics.

nu_((r))=sum_(x)x^((r))f(x), where x^((r))=x(x-1)...(x-r+1).

Any bivariate distribution function with marginal distribution functions F and G satisfies max{F(x)+G(y)-1,0}<=H(x,y)<=min{F(x),G(y)}.

gamma_r=(kappa_r)/(sigma^(r+2)), where kappa_r are cumulants and sigma is the standard deviation.

If a distribution has a single mode at mu_0, then P(|x-mu_0|>=lambdatau)<=4/(9lambda^2), where tau^2=sigma^2+(mu-mu_0)^2.

A set of statistical distributions having different variances.

A set of statistical distributions having the same variance.

A sampling phenomenon produced when a waveform is not sampled uniformly at an interval t each time, but rather at a series of slightly shifted intervals t+Deltat_i such that ...

A distribution with a high peak so that the kurtosis excess satisfies gamma_2>0.