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

The distribution of a product of two normally distributed variates X and Y with zero means and variances sigma_x^2 and sigma_y^2 is given by P_(XY)(u) = ...

Given two distributions Y and X with joint probability density function f(x,y), let U=Y/X be the ratio distribution. Then the distribution function of u is D(u) = P(U<=u) (1) ...

As shown by Schur (1916), the Schur number S(n) satisfies S(n)<=R(n)-2 for n=1, 2, ..., where R(n) is a Ramsey number.

Two vector bundles are stably equivalent iff isomorphic vector bundles are obtained upon Whitney summing each vector bundle with a trivial vector bundle.

The ordinal number of a value in a list arranged in a specified order (usually decreasing).

Let h>=2 and let A_1, A_2, ..., A_h be sets of integers. The sumset A_1+A_2+...+A_h is the set of all integers of the form a_1+a_2+...+a_h, where a_i is a member of A_i 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) = ...

The ratio X_1/X_2 of uniform variates X_1 and X_2 on the interval [0,1] can be found directly as P_(X_1/X_2)(u) = int_0^1int_0^1delta((x_1)/(x_2)-u)dx_1dx_2 (1) = ...