Search Results for ""

A goodness-of-fit test for any statistical distribution. The test relies on the fact that the value of the sample cumulative density function is asymptotically normally ...

A continuous distribution in which the logarithm of a variable has a normal distribution. It is a general case of Gibrat's distribution, to which the log normal distribution ...

The Lorenz curve is used in economics and ecology to describe inequality in wealth or size. The Lorenz curve is a function of the cumulative proportion of ordered individuals ...

A point process is a probabilistic model for random scatterings of points on some space X often assumed to be a subset of R^d for some d. Oftentimes, point processes describe ...

Let N samples be taken from a population with central moments mu_n. The sample variance m_2 is then given by m_2=1/Nsum_(i=1)^N(x_i-m)^2, (1) where m=x^_ is the sample mean. ...

A temporal point process is a random process whose realizations consist of the times {tau_j}_(j in J) of isolated events. Note that in some literature, the values tau_j are ...

There are essentially three types of Fisher-Tippett extreme value distributions. The most common is the type I distribution, which are sometimes referred to as Gumbel types ...

The standard deviation sigma of a probability distribution is defined as the square root of the variance sigma^2, sigma = sqrt(<x^2>-<x>^2) (1) = sqrt(mu_2^'-mu^2), (2) where ...

The study of the waiting times, lengths, and other properties of queues.

The function defined by T_n(x)=((-1)^(n-1))/(sqrt(n!))Z^((n-1))(x), where Z(x)=1/(sqrt(2pi))e^(-x^2/2) and Z^((k))(x) is the kth derivative of Z(x).