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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) = ...

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 ...

Given a Poisson process, the probability of obtaining exactly n successes in N trials is given by the limit of a binomial distribution P_p(n|N)=(N!)/(n!(N-n)!)p^n(1-p)^(N-n). ...

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 ...

Let {u_n(x)} be a sequence of functions. If 1. u_n(x) can be written u_n(x)=a_nf_n(x), 2. suma_n is convergent, 3. f_n(x) is a monotonic decreasing sequence (i.e., ...

The logarithmic distribution is a continuous distribution for a variate X in [a,b] with probability function P(x)=(lnx)/(b(lnb-1)-a(lna-1)) (1) and distribution function ...

A normalized form of the cumulative normal distribution function giving the probability that a variate assumes a value in the range [0,x], ...

The mean deviation (also called the mean absolute deviation) is the mean of the absolute deviations of a set of data about the data's mean. For a sample size N, the mean ...

Fischer's z-distribution is the general distribution defined by g(z)=(2n_1^(n_1/2)n_2^(n_2/2))/(B((n_1)/2,(n_2)/2))(e^(n_1z))/((n_1e^(2z)+n_2)^((n_1+n_2)/2)) (1) (Kenney and ...

F_k[P_N(k)](x)=F_k[exp(-N|k|^beta)](x), where F is the Fourier transform of the probability P_N(k) for N-step addition of random variables. Lévy showed that beta in (0,2) for ...