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A normal distribution in a variate X with mean mu and variance sigma^2 is a statistic distribution with probability density function ...

A statistical distribution published by William Gosset in 1908. His employer, Guinness Breweries, required him to publish under a pseudonym, so he chose "Student." Given N ...

A joint distribution function is a distribution function D(x,y) in two variables defined by D(x,y) = P(X<=x,Y<=y) (1) D_x(x) = lim_(y->infty)D(x,y) (2) D_y(y) = ...

The Maxwell (or Maxwell-Boltzmann) distribution gives the distribution of speeds of molecules in thermal equilibrium as given by statistical mechanics. Defining a=sqrt(kT/m), ...

Given a Poisson process, the probability of obtaining exactly n successes in N trials is given by the limit of a binomial distribution P_p(n|N)=(N!)/(n!(N-n)!)p^n(1-p)^(N-n). ...

The Laplace distribution, also called the double exponential distribution, is the distribution of differences between two independent variates with identical exponential ...

The distribution with probability density function and distribution function P(r) = (re^(-r^2/(2s^2)))/(s^2) (1) D(r) = 1-e^(-r^2/(2s^2)) (2) for r in [0,infty) and parameter ...

The theory of point sets and sequences having a uniform distribution. Uniform distribution theory is important in modeling and simulation, and especially in so-called Monte ...

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 ...

A p-variate multivariate normal distribution (also called a multinormal distribution) is a generalization of the bivariate normal distribution. The p-multivariate ...