Search Results for "Simple probability"

Let A be a sum of squares of n independent normal standardized variates X_i, and suppose A=B+C where B is a quadratic form in the x_i, distributed as chi-squared with h ...

Let r be the correlation coefficient. Then defining z^'=tanh^(-1)r (1) zeta=tanh^(-1)rho, (2) gives sigma_(z^') = (N-3)^(-1/2) (3) var(z^') = 1/n+(4-rho^2)/(2n^2)+... (4) ...

A smooth curve which corresponds to the limiting case of a histogram computed for a frequency distribution of a continuous distribution as the number of data points becomes ...

A distribution of values of a discrete variate represented graphically by plotting points (x_1,f_1), (x_2,f_2), ..., (x_k,f_k), and drawing a set of straight line segments ...

The Gaussian joint variable theorem, also called the multivariate theorem, states that given an even number of variates from a normal distribution with means all 0, (1) etc. ...

The statistical index P_G=[product((p_n)/(p_0))^(v_0)]^(1/Sigmav_0), where p_n is the price per unit in period n, q_n is the quantity produced in period n, and v_n=p_nq_n the ...

The difference H_2-H_1, where H_1 and H_2 are hinges. It is the same as the interquartile range for N=5, 9, 13, ... points.

The statistical index P_H=(sumv_0)/(sum(v_0p_0)/(p_n))=(sump_0q_0)/(sum(p_0^2q_0)/(p_n)), where p_n is the price per unit in period n, q_n is the quantity produced in period ...

The upper and lower hinges are descriptive statistics of a set of N data values, where N is of the form N=4n+5 with n=0, 1, 2, .... The hinges are obtained by ordering the ...

Let W(u) be a Wiener process. Then where V_t=f(W(t),tau) for 0<=tau=T-t<=T, and f in C^(2,1)((0,infty)×[0,T]). Note that while Ito's lemma was proved by Kiyoshi Ito (also ...