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The continuous distribution with parameters m and b>0 having probability and distribution functions P(x) = (e^(-(x-m)/b))/(b[1+e^(-(x-m)/b)]^2) (1) D(x) = 1/(1+e^(-(x-m)/b)) ...

The Lyapunov condition, sometimes known as Lyapunov's central limit theorem, states that if the (2+epsilon)th moment (with epsilon>0) exists for a statistical distribution of ...

The map-Airy distribution is a statistical distribution having probability density function and distribution function P(x) = 2e^(-2x^3/3)[xAi(x^2)-Ai^'(x^2)] (1) D(x) = (2) ...

A sequence of random variates X_0, X_1, ... with finite means such that the conditional expectation of X_(n+1) given X_0, X_1, X_2, ..., X_n is equal to X_n, i.e., ...

Given a random variable x and a probability density function P(x), if there exists an h>0 such that M(t)=<e^(tx)> (1) for |t|<h, where <y> denotes the expectation value of y, ...

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 distribution with probability density function and distribution function P(x) = (ab^a)/(x^(a+1)) (1) D(x) = 1-(b/x)^a (2) defined over the interval x>=b. It is ...

The mean of a distribution with probability density function P(x) is the first raw moment mu_1^', defined by mu=<x>, (1) where <f> is the expectation value. For a continuous ...

Consider a bivariate normal distribution in variables x and y with covariance rho=rho_(11)=<xy>-<x><y> (1) and an arbitrary function g(x,y). Then the expected value of the ...

Quantile-quantile plots (also called q-q plots) are used to determine if two data sets come from populations with a common distribution. In such a plot, points are formed ...