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The Mills ratio is defined as m(x) = 1/(h(x)) (1) = (S(x))/(P(x)) (2) = (1-D(x))/(P(x)), (3) where h(x) is the hazard function, S(x) is the survival function, P(x) is the ...

The nth raw moment mu_n^' (i.e., moment about zero) of a distribution P(x) is defined by mu_n^'=<x^n>, (1) where <f(x)>={sumf(x)P(x) discrete distribution; intf(x)P(x)dx ...

The moment problem, also called "Hausdorff's moment problem" or the "little moment problem," may be stated as follows. Given a sequence of numbers {mu_n}_(n=0)^infty, under ...

Given an m×n matrix B, the Moore-Penrose generalized matrix inverse is a unique n×m matrix pseudoinverse B^+. This matrix was independently defined by Moore in 1920 and ...

Let a set of random variates X_1, X_2, ..., X_n have a probability function P(X_1=x_1,...,X_n=x_n)=(N!)/(product_(i=1)^(n)x_i!)product_(i=1)^ntheta_i^(x_i) (1) where x_i are ...

Samuel Pepys wrote Isaac Newton a long letter asking him to determine the probabilities for a set of dice rolls related to a wager he planned to make. Pepys asked which was ...

A mapping of random number triples to points in spherical coordinates according to theta = 2piX_n (1) phi = piX_(n+1) (2) r = sqrt(X_(n+2)) (3) in order to detect unexpected ...

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 ...

Amazingly, the distribution of a sum of two normally distributed independent variates X and Y with means and variances (mu_x,sigma_x^2) and (mu_y,sigma_y^2), respectively is ...

Given two paired sets X_i and Y_i of n measured values, the paired t-test determines whether they differ from each other in a significant way under the assumptions that the ...