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The chi distribution with n degrees of freedom is the distribution followed by the square root of a chi-squared random variable. For n=1, the chi distribution is a ...
A theorem proved by Doob (1942) which states that any random process which is both normal and Markov has the following forms for its correlation function C_y(tau), spectral ...
Given a sequence of independent random variates X_1, X_2, ..., if sigma_k^2=var(X_k) and rho_n^2=max_(k<=n)((sigma_k^2)/(s_n^2)), then lim_(n->infty)rho_n^2=0. This means ...
The problem of finding the strategy to guarantee reaching the boundary of a given region ("forest") in the shortest distance (i.e., a strategy having the best worst-case ...
The Lyapunov condition, sometimes known as Lyapunov's central limit theorem, states that if the (2+epsilon)th moment (with epsilon>0) exists for a statistical distribution of ...
Given a random variable x and a probability density function P(x), if there exists an h>0 such that M(t)=<e^(tx)> (1) for |t|<h, where <y> denotes the expectation value of y, ...
The probability Q_delta that a random sample from an infinite normally distributed universe will have a mean m within a distance |delta| of the mean mu of the universe is ...
Russian roulette is a game of chance in which one or more of the six chambers of a revolver are filled with cartridges, the chamber is rotated at random, and the gun is ...
A spatial-temporal point process is a point process which models data that is localized at a discrete set of locations in both space and time. In particular, a ...
The term "range" has two completely different meanings in statistics. Given order statistics Y_1=min_(j)X_j, Y_2, ..., Y_(N-1), Y_N=max_(j)X_j, the range of the random sample ...

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