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A slightly archaic term for a computer-generated random number. The prefix pseudo- is used to distinguish this type of number from a "truly" random number generated by a ...

Quasirandom numbers are numbers selected from a quasirandom sequence. Such numbers are useful in computational problems such as quasi-Monte Carlo integration.

A robust estimation based on a rank test.

Given two distributions Y and X with joint probability density function f(x,y), let U=Y/X be the ratio distribution. Then the distribution function of u is D(u) = P(U<=u) (1) ...

Let u^_ denote the mean of a set of quantities u_i, then the relative deviation is defined by (Deltau_i)/(u^_)=(|u_i-u^_|)/(u^_).

Let the true value of a quantity be x and the measured or inferred value x_0. Then the relative error is defined by deltax=(Deltax)/x=(x_0-x)/x=(x_0)/x-1, where Deltax is the ...

A plot of y_i versus the estimator e_i=y^^_i-y_i. Random scatter indicates the model is probably good. A pattern indicates a problem with the model. If the spread in e_i ...

P(Z)=Z/(sigma^2)exp(-(Z^2+|V|^2)/(2sigma^2))I_0((Z|V|)/(sigma^2)), where I_0(z) is a modified Bessel function of the first kind and Z>0. For a derivation, see Papoulis ...

A specification of elements in a list as a list of pairs giving the element and number of times it occurs in a run. For example, given the list ...

Let there be x successes out of n Bernoulli trials. The sample proportion is the fraction of samples which were successes, so p^^=x/n. (1) For large n, p^^ has an ...