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A continuous-time stochastic process W(t) for t>=0 with W(0)=0 and such that the increment W(t)-W(s) is Gaussian with mean 0 and variance t-s for any 0<=s<t, and increments ...

The Zipf distribution, sometimes referred to as the zeta distribution, is a discrete distribution commonly used in linguistics, insurance, and the modelling of rare events. ...

Let v be a n-vector whose entries are each 1 (with probability p) or 0 (with probability q=1-p). An s-run is an isolated group of s consecutive 1s. Ignoring the boundaries, ...

Van der Corput sequences are a means of generating sequences of points that are maximally self-avoiding (a.k.a. quasirandom sequences). In the one-dimensional case, the ...

A continuous distribution defined on the range x in [0,2pi) with probability density function P(x)=(e^(bcos(x-a)))/(2piI_0(b)), (1) where I_0(x) is a modified Bessel function ...

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 ...

For a bivariate normal distribution, the distribution of correlation coefficients is given by P(r) = (1) = (2) = (3) where rho is the population correlation coefficient, ...

Kurtosis is defined as a normalized form of the fourth central moment mu_4 of a distribution. There are several flavors of kurtosis, the most commonly encountered variety of ...

The mean deviation (also called the mean absolute deviation) is the mean of the absolute deviations of a set of data about the data's mean. For a sample size N, the mean ...

In most computer programs and computing environments, the precision of any calculation (even including addition) is limited by the word size of the computer, that is, by ...