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Given a point set P={x_n}_(n=0)^(N-1) in the s-dimensional unit cube I=[0,1)^s, the star discrepancy is defined as D_N^*(P)=sup_(J in Upsilon^*)D(J,P), (1) where the local ...

Trials for which the Lexis ratio L=sigma/(sigma_B), satisfies L>1, where sigma is the variance in a set of s Lexis trials and sigma_B is the variance assuming Bernoulli ...

Surrogate data are artificially generated data which mimic statistical properties of real data. Isospectral surrogates have identical power spectra as real data but with ...

Given n mutually exclusive events A_1, ..., A_n whose probabilities sum to unity, then P(B)=P(B|A_1)P(A_1)+...+P(B|A_n)P(A_n), where B is an arbitrary event, and P(B|A_i) is ...

An error in a statistical test which occurs when a false hypothesis is accepted (a false positive in terms of the null hypothesis).

An error in a statistical test which occurs when a true hypothesis is rejected (a false negative in terms of the null hypothesis).

A quantity which does not exhibit estimator bias. An estimator theta^^ is an unbiased estimator of theta if <theta^^>=theta.

A sequence of numbers alpha_n is said to be uncorrelated if it satisfies lim_(n->infty)1/(2n)sum_(m=-n)^nalpha_m^2=1 lim_(n->infty)1/(2n)sum_(m=-n)^nalpha_malpha_(k+m)=0 for ...

The difference X_1-X_2 of two uniform variates on the interval [0,1] can be found as P_(X_1-X_2)(u) = int_0^1int_0^1delta((x-y)-u)dxdy (1) = 1-u+2uH(-u), (2) where delta(x) ...

The distribution of the product X_1X_2...X_n of n uniform variates on the interval [0,1] can be found directly as P_(X_1...X_n)(u) = ...