In probability theory, the family of complex normal distributions, denoted C N {\displaystyle {\mathcal {CN}}} or N C {\displaystyle {\mathcal {N}}_{\mathcal...

probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable...

normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution...

In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally...

generalized normal distribution (GND) or generalized Gaussian distribution (GGD) is either of two families of parametric continuous probability distributions on...

the ratio Z = X/Y is a ratio distribution. An example is the Cauchy distribution (also called the normal ratio distribution), which comes about as the ratio...

imaginary parts. Therefore, the distribution of one complex random variable may be interpreted as the joint distribution of two real random variables. Some...

statistics, a wrapped normal distribution is a wrapped probability distribution that results from the "wrapping" of the normal distribution around the unit...

von Mises distribution (also known as the circular normal distribution or the Tikhonov distribution) is a continuous probability distribution on the circle...

In statistics, the complex Wishart distribution is a complex version of the Wishart distribution. It is the distribution of n {\displaystyle n} times...

multimodal data. Circular correlation coefficient Complex normal distribution Wrapped distribution Hamelryck, Thomas; Kent, John T.; Krogh, Anders (2006)...

elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. In the simplified...

panel). Stable distributions have 0 < α ≤ 2 {\displaystyle 0<\alpha \leq 2} , with the upper bound corresponding to the normal distribution, and α = 1 {\displaystyle...

of exponential distributions: all such mixtures are unimodal. However, for the case of mixtures of normal distributions, it is a complex one. Conditions...

be characterized by a Rayleigh distribution. A second example of the distribution arises in the case of random complex numbers whose real and imaginary...

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

discussing general distributions: some specific distributions have their own conventional notation, for example the normal distribution uses Φ {\displaystyle...

chi-squared distribution (or generalized chi-square distribution) is the distribution of a quadratic function of a multinormal variable (normal vector),...

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

the tail distribution function of the standard normal distribution. In other words, Q ( x ) {\displaystyle Q(x)} is the probability that a normal (Gaussian)...

standard normal distribution N ( 0 , 1 ) {\displaystyle {\mathcal {N}}(0,1)} , then Y = 1/X follows a reciprocal standard normal distribution, heavy-tailed...

distribution are all zero if and only if the distribution is normal, so also, the free cumulants of degree more than 2 of a probability distribution are...

The complex inverse Wishart distribution is a matrix probability distribution defined on complex-valued positive-definite matrices and is the complex analog...

Bayesian statistics, the Wishart distribution is the conjugate prior of the inverse covariance-matrix of a multivariate-normal random vector. Suppose G is...

_{n})}\Re {(Z_{n})}+\Im {(\omega _{n})}\Im {(Z_{n})})}\right]} Complex normal distribution Complex random variable (scalar case) Lapidoth, Amos (2009). A Foundation...

mixture distribution. Normal distribution (Gaussian distribution), for a single such quantity; the most commonly used absolutely continuous distribution Log-normal...

the actual desired distribution. Markov chain Monte Carlo methods are used to study probability distributions that are too complex or too highly dimensional...

Then Z0 and Z1 are independent random variables with a standard normal distribution. The derivation is based on a property of a two-dimensional Cartesian...

distribution, generalized Laplace distribution or Bessel function distribution is a continuous probability distribution that is defined as the normal...

that allows one to compute higher-order moments of the multivariate normal distribution in terms of its covariance matrix. It is named after Leon Isserlis...