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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 map projection having transformation equations x = (lambda-lambda_0)cosphi_s (1) y = sinphisecphi_s (2) for the normal aspect, where lambda is the longitude, lambda_0 is ...

A set A in a first-countable space is dense in B if B=A union L, where L is the set of limit points of A. For example, the rational numbers are dense in the reals. In ...

A theorem proved by Doob (1942) which states that any random process which is both normal and Markov has the following forms for its correlation function C_y(tau), spectral ...

Let a distribution to be approximated be the distribution F_n of standardized sums Y_n=(sum_(i=1)^(n)(X_i-X^_))/(sqrt(sum_(i=1)^(n)sigma_X^2)). (1) In the Charlier series, ...

The Eisenstein integers, sometimes also called the Eisenstein-Jacobi integers (Finch 2003, p. 601), are numbers of the form a+bomega, where a and b are normal integers, ...

The elastica formed by bent rods and considered in physics can be generalized to curves in a Riemannian manifold which are a critical point for ...

The evolute of an ellipse specified parametrically by x = acost (1) y = bsint (2) is given by the parametric equations x_e = (a^2-b^2)/acos^3t (3) y_e = (b^2-a^2)/bsin^3t. ...

erf(z) is the "error function" encountered in integrating the normal distribution (which is a normalized form of the Gaussian function). It is an entire function defined by ...

A normal distribution with mean 0, P(x)=h/(sqrt(pi))e^(-h^2x^2). (1) The characteristic function is phi(t)=e^(-t^2/(4h^2)). (2) The mean, variance, skewness, and kurtosis ...