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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 ...

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 normalized form of the cumulative normal distribution function giving the probability that a variate assumes a value in the range [0,x], ...

The conjugate gradient method can be applied on the normal equations. The CGNE and CGNR methods are variants of this approach that are the simplest methods for nonsymmetric ...

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, ...

The distribution of a product of two normally distributed variates X and Y with zero means and variances sigma_x^2 and sigma_y^2 is given by P_(XY)(u) = ...

Let A be an n×n matrix over a field F. Using the three elementary row and column operations over elements in the field, the n×n matrix xI-A with entries from the principal ...

Number Theory

A transcendental number is a (possibly complex) number that is not the root of any integer polynomial, meaning that it is not an algebraic number of any degree. Every real ...

An odd alternating permutation number, more commonly called an Euler number or secant number.