The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution...

theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the...

to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after...

probability space, the multivariate or joint probability distribution for X , Y , … {\displaystyle X,Y,\ldots } is a probability distribution that gives the probability...

following multivariate probability distributions: Multivariate normal distribution Multivariate t-distribution Symmetric multivariate stable distribution Symmetric...

of probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables...

logistic distributions). (For other names, see Naming.) The univariate probability distribution is generalized for vectors in the multivariate normal distribution...

the few stable distributions with a probability density function that can be expressed analytically, the others being the normal distribution and the...

Laplace distribution minimised the absolute deviation from the median. Generalized normal distribution#Symmetric version Multivariate Laplace distribution Besov...

the binomial distribution. The multivariate normal distribution, a generalization of the normal distribution. The multivariate t-distribution, a generalization...

divisible distribution if and only if β ∈ ( 0 , 1 ] ∪ { 2 } {\displaystyle \beta \in (0,1]\cup \{2\}} . The multivariate generalized normal distribution, i.e...

matrix gamma distribution and the Wishart distribution are multivariate generalizations of the gamma distribution (samples are positive-definite matrices...

distribution Multivariate probit – redirects to Multivariate probit model Multivariate random variable Multivariate stable distribution Multivariate statistics...

In statistics, Wilks' lambda distribution (named for Samuel S. Wilks), is a probability distribution used in multivariate hypothesis testing, especially...

Poisson distribution is named after French mathematician Siméon Denis Poisson. It plays an important role for discrete-stable distributions. Under a...

}})} is a multivariate normal distribution, then Y i = exp ⁡ ( X i ) {\displaystyle Y_{i}=\exp(X_{i})} has a multivariate log-normal distribution. The exponential...

normal distribution is considered as a model for brain stopping reaction times. Kozubowski, Tomasz J.; Podgorski, Krzysztof (2000). "A Multivariate and Asymmetric...

related to the generalized multivariate log-gamma distribution provides a multivariate version of the Gumbel distribution. Gumbel has shown that the maximum...

Sagias, N.C.; Karagiannidis, G.K. (2005). "Gaussian Class Multivariate Weibull Distributions: Theory and Applications in Fading Channels". IEEE Transactions...

for a well can be described by the Fréchet distribution. One test to assess whether a multivariate distribution is asymptotically dependent or independent...

K.; Tang, J. (1984). "Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models". Biometrika...

limit theorem states that when scaled, sums converge to a multivariate normal distribution. Summation of these vectors is done component-wise. For i =...

Eriksen, P.S. (1995). Linear and graphical models for the multivariate complex normal distribution. Lecture Notes in Statistics 101. New York: Springer-Verlag...

cryptography. Multivariate cryptography has been very productive in terms of design and cryptanalysis. Overall, the situation is now more stable and the strongest...

(also called variability, scatter, or spread) is the extent to which a distribution is stretched or squeezed. Common examples of measures of statistical...

zero. This formulation is according to Hunter (1986). There is also a multivariate implementation of EWMA, known as MEWMA. Other weighting systems are used...

general than the CMH test as it can handle continuous variable and perform multivariate analysis. When the CMH test can be applied, the CMH test statistic and...

Donald F. Morrison (1967). "Chapter 3: Samples from the Multivariate Normal Population". Multivariate Statistical Methods. McGraw-Hill. ISBN 978-0-534-38778-5...

population parameter that can be seen as a property of the joint probability distribution, and (2) the sample covariance, which in addition to serving as a descriptor...

method) Testing multivariate normality Testing the multi-sample hypothesis of equal distributions, Change point detection Multivariate independence: distance...