Search Results for ""

For a bivariate normal distribution, the distribution of correlation coefficients is given by P(r) = (1) = (2) = (3) where rho is the population correlation coefficient, ...

The Jack polynomials are a family of multivariate orthogonal polynomials dependent on a positive parameter alpha. Orthogonality of the Jack polynomials is proved in Macdonald ...

Skewness is a measure of the degree of asymmetry of a distribution. If the left tail (tail at small end of the distribution) is more pronounced than the right tail (tail at ...

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 ...

The "kurtosis excess" (Kenney and Keeping 1951, p. 27) is defined in terms of the usual kurtosis by gamma_2 = beta_2-3 (1) = (mu_4)/(mu_2^2)-3. (2) It is commonly denoted ...

The probability density function (PDF) P(x) of a continuous distribution is defined as the derivative of the (cumulative) distribution function D(x), D^'(x) = ...

A correction to a discrete binomial distribution to approximate a continuous distribution. P(a<=X<=b) approx P((a-1/2-np)/(sqrt(np(1-p)))<=z<=(b+1/2-np)/(sqrt(np(1-p)))), ...

Bayesian analysis is a statistical procedure which endeavors to estimate parameters of an underlying distribution based on the observed distribution. Begin with a "prior ...

For a single variate X having a distribution P(x) with known population mean mu, the population variance var(X), commonly also written sigma^2, is defined as ...

Probability and Statistics