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A mapping of random number triples to points in spherical coordinates according to theta = 2piX_n (1) phi = piX_(n+1) (2) r = sqrt(X_(n+2)) (3) in order to detect unexpected ...

The ratio X/Y of independent normally distributed variates with zero mean is distributed with a Cauchy distribution. This can be seen as follows. Let X and Y both have mean 0 ...

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 ...

Given two paired sets X_i and Y_i of n measured values, the paired t-test determines whether they differ from each other in a significant way under the assumptions that the ...

The distribution with probability density function and distribution function P(x) = (ab^a)/(x^(a+1)) (1) D(x) = 1-(b/x)^a (2) defined over the interval x>=b. It is ...

A skewed distribution which is similar to the binomial distribution when p!=q (Abramowitz and Stegun 1972, p. 930). y=k(t+A)^(A^2-1)e^(-At), (1) for t in [0,infty) where A = ...

Planck's's radiation function is the function f(x)=(15)/(pi^4)1/(x^5(e^(1/x)-1)), (1) which is normalized so that int_0^inftyf(x)dx=1. (2) However, the function is sometimes ...

A Poisson process is a process satisfying the following properties: 1. The numbers of changes in nonoverlapping intervals are independent for all intervals. 2. The ...

The mean of a distribution with probability density function P(x) is the first raw moment mu_1^', defined by mu=<x>, (1) where <f> is the expectation value. For a continuous ...

Consider a bivariate normal distribution in variables x and y with covariance rho=rho_(11)=<xy>-<x><y> (1) and an arbitrary function g(x,y). Then the expected value of the ...