Search Results for "Gamma Distribution"

The difference X_1-X_2 of two uniform variates on the interval [0,1] can be found as P_(X_1-X_2)(u) = int_0^1int_0^1delta((x-y)-u)dxdy (1) = 1-u+2uH(-u), (2) where delta(x) ...

A continuous distribution in which the logarithm of a variable has a normal distribution. It is a general case of Gibrat's distribution, to which the log normal distribution ...

A p-variate multivariate normal distribution (also called a multinormal distribution) is a generalization of the bivariate normal distribution. The p-multivariate ...

The discrete uniform distribution is also known as the "equally likely outcomes" distribution. Letting a set S have N elements, each of them having the same probability, then ...

Amazingly, the distribution of a sum of two normally distributed independent variates X and Y with means and variances (mu_x,sigma_x^2) and (mu_y,sigma_y^2), respectively is ...

A multivariate normal distribution in three variables. It has probability density function (1) where (2) The standardized trivariate normal distribution takes unit variances ...

A joint distribution function is a distribution function D(x,y) in two variables defined by D(x,y) = P(X<=x,Y<=y) (1) D_x(x) = lim_(y->infty)D(x,y) (2) D_y(y) = ...

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 ...

A continuous distribution defined on the range x in [0,2pi) with probability density function P(x)=(e^(bcos(x-a)))/(2piI_0(b)), (1) where I_0(x) is a modified Bessel function ...

A normal distribution with mean 0, P(x)=h/(sqrt(pi))e^(-h^2x^2). (1) The characteristic function is phi(t)=e^(-t^2/(4h^2)). (2) The mean, variance, skewness, and kurtosis ...