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For a particular format in the IEEE 754-2008 framework, a normal number is a finite nonzero floating-point number with magnitude greater than or equal to a minimum value ...

Given a square n×n nonsingular integer matrix A, there exists an n×n unimodular matrix U and an n×n matrix H (known as the Hermite normal form of A) such that AU=H. ...

The conjugate gradient method can be applied on the normal equations. The CGNE and CGNR methods are variants of this approach that are the simplest methods for nonsymmetric ...

A method for testing nested hypotheses. To apply the procedure, given a specific model, calculate the likelihood of observing the actual data. Then compare this likelihood to ...

V_t=e^(-ytau)S_tN(d_1)-e^(-rtau)KN(d_2), where N is the cumulative normal distribution and d_1,d_2=(log((S_t)/K)+(r-y+/-1/2sigma^2)tau)/(sigmasqrt(tau)). If y=0, this is the ...

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 ...

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 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 ...

Black-Scholes theory is the theory underlying financial derivatives which involves stochastic calculus and assumes an uncorrelated log normal distribution of continuously ...