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The nth k-statistic k_n is the unique symmetric unbiased estimator of the cumulant kappa_n of a given statistical distribution, i.e., k_n is defined so that <k_n>=kappa_n, ...
Let a distribution to be approximated be the distribution F_n of standardized sums Y_n=(sum_(i=1)^(n)(X_i-X^_))/(sqrt(sum_(i=1)^(n)sigma_X^2)). (1) In the Charlier series, ...
Given a Poisson distribution with rate of change lambda, the distribution of waiting times between successive changes (with k=0) is D(x) = P(X<=x) (1) = 1-P(X>x) (2) = ...
The doubly noncentral F-distribution describes the distribution (X/n_1)/(Y/n_2) for two independently distributed noncentral chi-squared variables X:chi_(n_1)^2(lambda_1) and ...
The Spearman rank correlation coefficient, also known as Spearman's rho, is a nonparametric (distribution-free) rank statistic proposed by Spearman in 1904 as a measure of ...
Analysis of data ordered by the time the data were collected (usually spaced at equal intervals), called a time series. Common examples of a time series are daily temperature ...
The bivariate normal distribution is the statistical distribution with probability density function P(x_1,x_2)=1/(2pisigma_1sigma_2sqrt(1-rho^2))exp[-z/(2(1-rho^2))], (1) ...
A statistical distribution published by William Gosset in 1908. His employer, Guinness Breweries, required him to publish under a pseudonym, so he chose "Student." Given N ...
Let X_1,X_2,...,X_N be a set of N independent random variates and each X_i have an arbitrary probability distribution P(x_1,...,x_N) with mean mu_i and a finite variance ...
The geometric distribution is a discrete distribution for n=0, 1, 2, ... having probability density function P(n) = p(1-p)^n (1) = pq^n, (2) where 0<p<1, q=1-p, and ...
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