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A multivariate is a vector each of whose elements is a variate. The variates need not be independent, and if they are not, a correlation is said to exist between them. The ...

Let W(u) be a Wiener process. Then where V_t=f(W(t),tau) for 0<=tau=T-t<=T, and f in C^(2,1)((0,infty)×[0,T]). Note that while Ito's lemma was proved by Kiyoshi Ito (also ...

Quasirandom numbers are numbers selected from a quasirandom sequence. Such numbers are useful in computational problems such as quasi-Monte Carlo integration.

The probability law on the space of continuous functions g with g(0)=0, induced by the Wiener process.

Possessing two modes. The term bimodal distribution, which refers to a distribution having two local maxima (as opposed to two equal most common values) is a slight ...

If x_1/n_1 and x_2/n_2 are the observed proportions from standard normally distributed samples with proportion of success theta, then the probability that ...

A smooth curve which corresponds to the limiting case of a histogram computed for a frequency distribution of a continuous distribution as the number of data points becomes ...

The Gaussian joint variable theorem, also called the multivariate theorem, states that given an even number of variates from a normal distribution with means all 0, (1) etc. ...

A multinomial series is generalization of the binomial series discovered by Johann Bernoulli and Leibniz. The multinomial series arises in a generalization of the binomial ...

Possessing a single unique mode. The term unimodal distribution, which refers to a distribution having a single local maximum is a slight corruption of this definition.