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A function of more than one variable.

The kth percentile P_k is that value of x, say x_k, which corresponds to a cumulative frequency of Nk/100, where N is the sample size.

A financial measure of a fund's sensitivity to market movements which measures the relationship between a fund's excess return over Treasury Bills and the excess return of a ...

A sufficient condition on the Lindeberg-Feller central limit theorem. Given random variates X_1, X_2, ..., let <X_i>=0, the variance sigma_i^2 of X_i be finite, and variance ...

A phenomenological law also called the first digit law, first digit phenomenon, or leading digit phenomenon. Benford's law states that in listings, tables of statistics, ...

Let Pi be a permutation of n elements, and let alpha_i be the number of permutation cycles of length i in this permutation. Picking Pi at random, it turns out that ...

A matrix whose elements may contain complex numbers. The matrix product of two 2×2 complex matrices is given by (1) where R_(11) = ...

The asymptotic form of the n-step Bernoulli distribution with parameters p and q=1-p is given by P_n(k) = (n; k)p^kq^(n-k) (1) ∼ 1/(sqrt(2pinpq))e^(-(k-np)^2/(2npq)) (2) ...

A real-valued stochastic process {B(t):t>=0} is a Brownian motion which starts at x in R if the following properties are satisfied: 1. B(0)=x. 2. For all times ...

Cluster analysis is a technique used for classification of data in which data elements are partitioned into groups called clusters that represent collections of data elements ...