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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 ...

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 Weibull distribution is given by P(x) = alphabeta^(-alpha)x^(alpha-1)e^(-(x/beta)^alpha) (1) D(x) = 1-e^(-(x/beta)^alpha) (2) for x in [0,infty), and is implemented in ...

A statistical distribution for which the variables may take on a continuous range of values. Abramowitz and Stegun (1972, p. 930) give a table of the parameters of most ...

The logarithmic distribution is a continuous distribution for a variate X in [a,b] with probability function P(x)=(lnx)/(b(lnb-1)-a(lna-1)) (1) and distribution function ...

Given two distributions Y and X with joint probability density function f(x,y), let U=Y/X be the ratio distribution. Then the distribution function of u is D(u) = P(U<=u) (1) ...

Fischer's z-distribution is the general distribution defined by g(z)=(2n_1^(n_1/2)n_2^(n_2/2))/(B((n_1)/2,(n_2)/2))(e^(n_1z))/((n_1e^(2z)+n_2)^((n_1+n_2)/2)) (1) (Kenney and ...

A gamma distribution is a general type of statistical distribution that is related to the beta distribution and arises naturally in processes for which the waiting times ...

F_k[P_N(k)](x)=F_k[exp(-N|k|^beta)](x), where F is the Fourier transform of the probability P_N(k) for N-step addition of random variables. Lévy showed that beta in (0,2) for ...

The chi distribution with n degrees of freedom is the distribution followed by the square root of a chi-squared random variable. For n=1, the chi distribution is a ...