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If X and Y are independent variates and X+Y is a normal distribution, then both X and Y must have normal distributions. This was proved by Cramér in 1936.

Any bivariate distribution function with marginal distribution functions F and G satisfies max{F(x)+G(y)-1,0}<=H(x,y)<=min{F(x),G(y)}.

The Galton board, also known as a quincunx or bean machine, is a device for statistical experiments named after English scientist Sir Francis Galton. It consists of an ...

Let S be partitioned into r×s disjoint sets E_i and F_j where the general subset is denoted E_i intersection F_j. Then the marginal probability of E_i is ...

The golden ratio, also known as the divine proportion, golden mean, or golden section, is a number often encountered when taking the ratios of distances in simple geometric ...

The cube is the Platonic solid composed of six square faces that meet each other at right angles and has eight vertices and 12 edges. It is also the uniform polyhedron with ...

An arithmetic progression of primes is a set of primes of the form p_1+kd for fixed p_1 and d and consecutive k, i.e., {p_1,p_1+d,p_1+2d,...}. For example, 199, 409, 619, ...

A confidence interval is an interval in which a measurement or trial falls corresponding to a given probability. Usually, the confidence interval of interest is symmetrically ...

An irrational number x can be called GK-regular (defined here for the first time) if the distribution of its continued fraction coefficients is the Gauss-Kuzmin distribution. ...

Let S_n be the sum of n random variates X_i with a Bernoulli distribution with P(X_i=1)=p_i. Then sum_(k=0)^infty|P(S_n=k)-(e^(-lambda)lambda^k)/(k!)|<2sum_(i=1)^np_i^2, ...