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A transformation which transforms from a two-dimensional continuous uniform distribution to a two-dimensional bivariate normal distribution (or complex normal distribution). ...

Let the probabilities of various classes in a distribution be p_1, p_2, ..., p_k, with observed frequencies m_1, m_2, ..., m_k. The quantity ...

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 ...

y approx m+sigmaw, (1) where w = (2) where h_1(x) = 1/6He_2(x) (3) h_2(x) = 1/(24)He_3(x) (4) h_(11)(x) = -1/(36)[2He_3(x)+He_1(x)] (5) h_3(x) = 1/(120)He_4(x) (6) h_(12)(x) ...

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 theorem proved by Doob (1942) which states that any random process which is both normal and Markov has the following forms for its correlation function C_y(tau), spectral ...

Given a Poisson distribution with a rate of change lambda, the distribution function D(x) giving the waiting times until the hth Poisson event is D(x) = ...

An estimate is an educated guess for an unknown quantity or outcome based on known information. The making of estimates is an important part of statistics, since care is ...

An exponential moving average, also known as an exponentially weighted moving average and abbreviated EMA or EWMA, is a moving filter that applied weights to older values in ...

Given a sequence of independent random variates X_1, X_2, ..., if sigma_k^2=var(X_k) and rho_n^2=max_(k<=n)((sigma_k^2)/(s_n^2)), then lim_(n->infty)rho_n^2=0. This means ...