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Covariance provides a measure of the strength of the correlation between two or more sets of random variates. The covariance for two random variates X and Y, each with sample ...

If the random variates X_1, X_2, ... satisfy the Lindeberg condition, then for all a<b, lim_(n->infty)P(a<(S_n)/(s_n)<b)=Phi(b)-Phi(a), where Phi is the normal distribution ...

An algorithm for multiplying two 32-bit integers modulo a 32-bit constant without using any intermediates larger than 32 bits. It is also useful in certain types of random ...

Reversion to the mean, also called regression to the mean, is the statistical phenomenon stating that the greater the deviation of a random variate from its mean, the greater ...

Let X_1, ..., X_N be a sequence of independent observations of a random variable X, and let the number of observations N itself be chosen at random. Then Wald's equation ...

A method for generating random (pseudorandom) numbers using the linear recurrence relation X_(n+1)=aX_n+c (mod m), where a and c must assume certain fixed values, m is some ...

Doob (1996) defines a stochastic process as a family of random variables {x(t,-),t in J} from some probability space (S,S,P) into a state space (S^',S^'). Here, J is the ...

A "law of large numbers" is one of several theorems expressing the idea that as the number of trials of a random process increases, the percentage difference between the ...

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, ...

Ball tetrahedron picking is the selection of quadruples of points (corresponding to vertices of a general tetrahedron) randomly placed inside a ball. n random tetrahedra can ...