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The Mathieu functions are the solutions to the Mathieu differential equation (d^2V)/(dv^2)+[a-2qcos(2v)]V=0. (1) Even solutions are denoted C(a,q,v) and odd solutions by ...

Let A be a sum of squares of n independent normal standardized variates X_i, and suppose A=B+C where B is a quadratic form in the x_i, distributed as chi-squared with h ...

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 ...

The median of a statistical distribution with distribution function D(x) is the value x such D(x)=1/2. For a symmetric distribution, it is therefore equal to the mean. Given ...

Let H be a two-dimensional distribution function with marginal distribution functions F and G. Then there exists a copula C such that H(x,y)=C(F(x),G(y)). Conversely, for any ...

Given two normal subgroups G_1 and G_2 of a group, and two normal subgroups H_1 and H_2 of G_1 and G_2 respectively, H_1(G_1 intersection H_2) is normal in H_1(G_1 ...

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 ...

The parabolic cylinder functions are a class of functions sometimes called Weber functions. There are a number of slightly different definitions in use by various authors. ...

A random variable is a measurable function from a probability space (S,S,P) into a measurable space (S^',S^') known as the state space (Doob 1996). Papoulis (1984, p. 88) ...

The plane spanned by the three points x(t), x(t+h_1), and x(t+h_2) on a curve as h_1,h_2->0. Let z be a point on the osculating plane, then [(z-x),x^',x^('')]=0, where ...