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The nth raw moment mu_n^' (i.e., moment about zero) of a distribution P(x) is defined by mu_n^'=<x^n>, (1) where <f(x)>={sumf(x)P(x) discrete distribution; intf(x)P(x)dx ...

Let a set of random variates X_1, X_2, ..., X_n have a probability function P(X_1=x_1,...,X_n=x_n)=(N!)/(product_(i=1)^(n)x_i!)product_(i=1)^ntheta_i^(x_i) (1) where x_i are ...

A branch of mathematics which encompasses many diverse areas of minimization and optimization. Optimization theory is the more modern term for operations research. ...

Overdamped simple harmonic motion is a special case of damped simple harmonic motion x^..+betax^.+omega_0^2x=0, (1) in which beta^2-4omega_0^2>0. (2) Therefore ...

A Poisson process is a process satisfying the following properties: 1. The numbers of changes in nonoverlapping intervals are independent for all intervals. 2. The ...

Consider a bivariate normal distribution in variables x and y with covariance rho=rho_(11)=<xy>-<x><y> (1) and an arbitrary function g(x,y). Then the expected value of the ...

Given an event E in a sample space S which is either finite with N elements or countably infinite with N=infty elements, then we can write S=( union _(i=1)^NE_i), and a ...

A random variable is a measurable function from a probability space (S,S,P) into a measurable space (S^',S^') known as the state space (Doob 1996). Papoulis (1984, p. 88) ...

Let N steps of equal length be taken along a line. Let p be the probability of taking a step to the right, q the probability of taking a step to the left, n_1 the number of ...

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 ...