The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution...
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theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the...
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following multivariate probability distributions: Multivariate normal distribution Multivariate t-distribution Symmetric multivariate stable distribution Symmetric...
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joint distribution, as a particular multivariate distribution, may be expressed by a multivariate cumulative distribution function, or by a multivariate probability...
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to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after...
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of probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables...
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the few stable distributions with a probability density function that can be expressed analytically, the others being the normal distribution and the...
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logistic distributions). For other names, see Naming. The univariate probability distribution is generalized for vectors in the multivariate normal distribution...
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Laplace distribution minimised the absolute deviation from the median. Generalized normal distribution#Symmetric version Multivariate Laplace distribution Besov...
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the binomial distribution. The multivariate normal distribution, a generalization of the normal distribution. The multivariate t-distribution, a generalization...
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distribution Multivariate probit – redirects to Multivariate probit model Multivariate random variable Multivariate stable distribution Multivariate statistics...
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matrix gamma distribution and the Wishart distribution are multivariate generalizations of the gamma distribution (samples are positive-definite matrices...
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}})} 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...
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[pwasɔ̃]). It plays an important role for discrete-stable distributions. Under a Poisson distribution with the expectation of λ events in a given interval...
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Sagias, N.C.; Karagiannidis, G.K. (2005). "Gaussian Class Multivariate Weibull Distributions: Theory and Applications in Fading Channels". IEEE Transactions...
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In statistics, Wilks' lambda distribution (named for Samuel S. Wilks), is a probability distribution used in multivariate hypothesis testing, especially...
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related to the generalized multivariate log-gamma distribution provides a multivariate version of the Gumbel distribution. Gumbel has shown that the maximum...
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divisible distribution if and only if β ∈ ( 0 , 1 ] ∪ { 2 } {\displaystyle \beta \in (0,1]\cup \{2\}} . The multivariate generalized normal distribution, i.e...
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cryptography. Multivariate cryptography has been very productive in terms of design and cryptanalysis. Overall, the situation is now more stable and the strongest...
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K.; Tang, J. (1984). "Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models". Biometrika...
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Central limit theorem (redirect from Central limit distribution theorem)
limit theorem states that when scaled, sums converge to a multivariate normal distribution. Summation of these vectors is done component-wise. For i =...
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for a well can be described by the Fréchet distribution. One test to assess whether a multivariate distribution is asymptotically dependent or independent...
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Variance (redirect from Scaled chi-squared distribution)
probability distributions.[citation needed] The covariance matrix is related to the moment of inertia tensor for multivariate distributions. The moment...
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problem by yielding a variable whose distribution is approximately normally distributed, with a variance that is stable over different values of r. Given...
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the maximum likelihood estimator. Some distributions (e.g., stable distributions other than a normal distribution) do not have a defined variance. The values...
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normal distribution is considered as a model for brain stopping reaction times. Kozubowski, Tomasz J.; Podgorski, Krzysztof (2000). "A Multivariate and Asymmetric...
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Pearson distribution, a family of continuous probability distributions, which includes the normal distribution and many skewed distributions, and proposed...
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Characteristic function (probability theory) (category Functions related to probability distributions)
Eriksen, P.S. (1995). Linear and graphical models for the multivariate complex normal distribution. Lecture Notes in Statistics 101. New York: Springer-Verlag...
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Statistical process control (section Stable process)
This type of causes collectively produce a statistically stable and repeatable distribution over time. (2) Special causes 'Special' causes are sometimes...
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Regression toward the mean (section Definitions for bivariate distribution with identical marginal distributions)
Donald F. Morrison (1967). "Chapter 3: Samples from the Multivariate Normal Population". Multivariate Statistical Methods. McGraw-Hill. ISBN 978-0-534-38778-5...
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