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A multivariate normal distribution in three variables. It has probability density function (1) where (2) The standardized trivariate normal distribution takes unit variances ...

It is especially convenient to specify planes in so-called Hessian normal form. This is obtained from the general equation of a plane ax+by+cz+d=0 (1) by defining the ...

For a particular format in the IEEE 754-2008 framework, a normal number is a finite nonzero floating-point number with magnitude greater than or equal to a minimum value ...

The half-normal distribution is a normal distribution with mean 0 and parameter theta limited to the domain x in [0,infty). It has probability and distribution functions ...

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 ...

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

Given a square n×n nonsingular integer matrix A, there exists an n×n unimodular matrix U and an n×n matrix H (known as the Hermite normal form of A) such that AU=H. ...

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 ...

The bivariate normal distribution is the statistical distribution with probability density function P(x_1,x_2)=1/(2pisigma_1sigma_2sqrt(1-rho^2))exp[-z/(2(1-rho^2))], (1) ...

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