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The conjugate gradient method can be applied on the normal equations. The CGNE and CGNR methods are variants of this approach that are the simplest methods for nonsymmetric ...

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 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) = ...

Let A be an n×n matrix over a field F. Using the three elementary row and column operations over elements in the field, the n×n matrix xI-A with entries from the principal ...

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.

An invariant series of a group G is a normal series I=A_0<|A_1<|...<|A_r=G such that each A_i<|G, where H<|G means that H is a normal subgroup of G.

The ratio of two independent estimates of the variance of a normal distribution.

L is a subnormal subgroup of H if there is a "normal series" (in the sense of Jordan-Hölder) from L to H.

A statistical distribution such as the normal distribution which has a single "peak."

The p-layer of H, L_(p^')(H) is the unique minimal normal subgroup of H which maps onto E(H/O_(p^')(H)).