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The geometric distribution is a discrete distribution for n=0, 1, 2, ... having probability density function P(n) = p(1-p)^n (1) = pq^n, (2) where 0<p<1, q=1-p, and ...

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 ...

Kurtosis is defined as a normalized form of the fourth central moment mu_4 of a distribution. There are several flavors of kurtosis, the most commonly encountered variety of ...

The chi distribution with n degrees of freedom is the distribution followed by the square root of a chi-squared random variable. For n=1, the chi distribution is a ...

Let phi(t) be the characteristic function, defined as the Fourier transform of the probability density function P(x) using Fourier transform parameters a=b=1, phi(t) = ...

The discrete uniform distribution is also known as the "equally likely outcomes" distribution. Letting a set S have N elements, each of them having the same probability, then ...

A continuous statistical distribution which arises in the testing of whether two observed samples have the same variance. Let chi_m^2 and chi_n^2 be independent variates ...

Gibrat's distribution is a continuous distribution in which the logarithm of a variable x has a normal distribution, P(x)=1/(xsqrt(2pi))e^(-(lnx)^2/2), (1) defined over the ...

The half-normal distribution is a normal distribution with mean 0 and parameter theta limited to the domain x in [0,infty). It has probability and distribution functions ...

The inverse Gaussian distribution, also known as the Wald distribution, is the distribution over [0,infty) with probability density function and distribution function given ...