Search Results for ""

The "kurtosis excess" (Kenney and Keeping 1951, p. 27) is defined in terms of the usual kurtosis by gamma_2 = beta_2-3 (1) = (mu_4)/(mu_2^2)-3. (2) It is commonly denoted ...

Probability and Statistics

The Galton board, also known as a quincunx or bean machine, is a device for statistical experiments named after English scientist Sir Francis Galton. It consists of an ...

Maximum likelihood, also called the maximum likelihood method, is the procedure of finding the value of one or more parameters for a given statistic which makes the known ...

Let S_n be the sum of n random variates X_i with a Bernoulli distribution with P(X_i=1)=p_i. Then sum_(k=0)^infty|P(S_n=k)-(e^(-lambda)lambda^k)/(k!)|<2sum_(i=1)^np_i^2, ...

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, ...

There are a number of point processes which are called Hawkes processes and while many of these notions are similar, some are rather different. There are also different ...

The class of all regular sequences of particularly well-behaved functions equivalent to a given regular sequence. A distribution is sometimes also called a "generalized ...

Continuum percolation can be thought of as a continuous, uncountable version of percolation theory-a theory which, in its most studied form, takes place on a discrete, ...

Given a subset A of a larger set, the characteristic function chi_A, sometimes also called the indicator function, is the function defined to be identically one on A, and is ...