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The notion of an inverse is used for many types of mathematical constructions. For example, if f:T->S is a function restricted to a domain S and range T in which it is ...

The inverse Gaussian distribution, also known as the Wald distribution, is the distribution over [0,infty) with probability density function and distribution function given ...

This distribution is implemented in the Wolfram Language as InverseChiSquareDistribution[nu].

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 ...

A normal distribution in a variate X with mean mu and variance sigma^2 is a statistic distribution with probability density function ...

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 ...

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 ...

If Y_i have normal independent distributions with mean 0 and variance 1, then chi^2=sum_(i=1)^rY_i^2 (1) is distributed as chi^2 with r degrees of freedom. This makes a chi^2 ...

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 ...