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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) ...

The distribution of the product X_1X_2...X_n of n uniform variates on the interval [0,1] can be found directly as P_(X_1...X_n)(u) = ...

The ratio X_1/X_2 of uniform variates X_1 and X_2 on the interval [0,1] can be found directly as P_(X_1/X_2)(u) = int_0^1int_0^1delta((x_1)/(x_2)-u)dx_1dx_2 (1) = ...

The probability law on the space of continuous functions g with g(0)=0, induced by the Wiener process.

The Wilcoxon test statistic is equivalent to the T_+ statistic in the Wilcoxon signed rank test (Kanji 1999).

The sample variance m_2 (commonly written s^2 or sometimes s_N^2) is the second sample central moment and is defined by m_2=1/Nsum_(i=1)^N(x_i-m)^2, (1) where m=x^_ the ...

A correction which must be applied to the measured moments m_k obtained from normally distributed data which have been binned in order to obtain correct estimators mu^^_i for ...

There are at least two distinct notions of when a point process is stationary. The most commonly utilized terminology is as follows: Intuitively, a point process X defined on ...

Conditional logit regression assumes a model of the form p_j=(e^(beta^'x_j))/(sum_(j)e^(beta^'x_j)) for j=1, ..., k+1. In this model, a subject is presented with choice ...

The vertical length of an object from top to bottom.