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Chi Distribution
In probability theory and statistics, the chi distribution is a continuous probability distribution over the non-negative real line. It is the distribution of the positive square root of a sum of squared independent Gaussian random variables. Equivalently, it is the distribution of the Euclidean distance between a multivariate Gaussian random variable and the origin. The chi distribution describes the positive square roots of a variable obeying a chi-squared distribution. If Z_1, \ldots, Z_k are k independent, normally distributed random variables with mean 0 and standard deviation 1, then the statistic :Y = \sqrt is distributed according to the chi distribution. The chi distribution has one positive integer parameter k, which specifies the degrees of freedom (i.e. the number of random variables Z_i). The most familiar examples are the Rayleigh distribution (chi distribution with two degrees of freedom) and the Maxwell–Boltzmann distribution of the molecular speeds i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Chi Distribution PDF
__NOTOC__ Chi may refer to: __NOTOC__ Greek *Chi (letter) (Χ or χ), the twenty-second letter of the Greek alphabet Chinese * ''Chi'' (length) (尺), a traditional unit of length, about ⅓ meter *Chi (mythology) (螭), a dragon *Chi (surname) (池, pinyin: ''chí'') * ''Ch'i'' or ''qi'' (氣), "energy force" *Chinese language (ISO 639-2 code "chi") *Ji (surname), various surnames written Chi in Wade–Giles Arts and entertainment * ''Chi'' (2013 film), a Canadian documentary film * ''Chi'' (2019 film), a Burmese drama film *'' Chi: On the Movements of the Earth'', a manga series by Uoto *''The Chi'', an American drama television series * Chi (''Chobits''), a character in the manga series ''Chobits'' *Sailor Chi, a character in the manga series ''Sailor Moon'' *Chi, a character in the manga series ''Chi's Sweet Home'' *"Chi", a song by Korn from the 1996 album ''Life Is Peachy'' Science and mathematics *Chi, the hyperbolic cosine integral *CHI (conference) for SIGCHI and its an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Incomplete Gamma Function
In mathematics, the upper and lower incomplete gamma functions are types of special functions which arise as solutions to various mathematical problems such as certain integrals. Their respective names stem from their integral definitions, which are defined similarly to the gamma function but with different or "incomplete" integral limits. The gamma function is defined as an integral from zero to infinity. This contrasts with the lower incomplete gamma function, which is defined as an integral from zero to a variable upper limit. Similarly, the upper incomplete gamma function is defined as an integral from a variable lower limit to infinity. Definition The upper incomplete gamma function is defined as: \Gamma(s,x) = \int_x^ t^\,e^\, dt , whereas the lower incomplete gamma function is defined as: \gamma(s,x) = \int_0^x t^\,e^\, dt . In both cases is a complex parameter, such that the real part of is positive. Properties By integration by parts we find the recurrence relati ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Nakagami Distribution
The Nakagami distribution or the Nakagami-''m'' distribution is a probability distribution related to the gamma distribution. The family of Nakagami distributions has two parameters: a shape parameter m\geq 1/2 and a scale parameter \Omega > 0. It is used to model physical phenomena such as those found in medical ultrasound imaging, communications engineering, meteorology, hydrology, multimedia, and seismology. Characterization Its probability density function (pdf) is : f(x;\,m,\Omega) = \fracx^\exp\left(-\fracx^2\right) \text x\geq 0. where m\geq 1/2 and \Omega>0. Its cumulative distribution function (CDF) is : F(x;\,m,\Omega) = \frac = P\left(m, \fracx^2\right) where ''P'' is the regularized (lower) incomplete gamma function. Parameterization The parameters m and \Omega are : m = \frac , and : \Omega = \operatorname ^2 No closed form solution exists for the median of this distribution, although special cases do exist, such as \sqrt when ''m' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Generalized Gamma Distribution
The generalized gamma distribution is a continuous probability distribution with two shape parameters (and a scale parameter). It is a generalization of the gamma distribution which has one shape parameter (and a scale parameter). Since many distributions commonly used for parametric models in survival analysis (such as the exponential distribution, the Weibull distribution and the gamma distribution) are special cases of the generalized gamma, it is sometimes used to determine which parametric model is appropriate for a given set of data. Another example is the half-normal distribution. Characteristics The generalized gamma distribution has two shape parameters, d > 0 and p > 0, and a scale parameter, a > 0. For non-negative ''x'' from a generalized gamma distribution, the probability density function is : f(x; a, d, p) = \frac, where \Gamma(\cdot) denotes the gamma function. The cumulative distribution function is : F(x; a, d, p) = \frac , \text \, P\left( \frac, \left( \fra ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multivariate Normal Distribution
In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional ( univariate) normal distribution to higher dimensions. One definition is that a random vector is said to be ''k''-variate normally distributed if every linear combination of its ''k'' components has a univariate normal distribution. Its importance derives mainly from the multivariate central limit theorem. The multivariate normal distribution is often used to describe, at least approximately, any set of (possibly) correlated real-valued random variables, each of which clusters around a mean value. Definitions Notation and parametrization The multivariate normal distribution of a ''k''-dimensional random vector \mathbf = (X_1,\ldots,X_k)^ can be written in the following notation: : \mathbf\ \sim\ \mathcal(\boldsymbol\mu,\, \boldsymbol\Sigma), or to make it explicitly known that \mathb ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Norm (mathematics)
In mathematics, a norm is a function (mathematics), function from a real or complex vector space to the non-negative real numbers that behaves in certain ways like the distance from the Origin (mathematics), origin: it Equivariant map, commutes with scaling, obeys a form of the triangle inequality, and zero is only at the origin. In particular, the Euclidean distance in a Euclidean space is defined by a norm on the associated Euclidean vector space, called the #Euclidean norm, Euclidean norm, the #p-norm, 2-norm, or, sometimes, the magnitude or length of the vector. This norm can be defined as the square root of the inner product of a vector with itself. A seminorm satisfies the first two properties of a norm but may be zero for vectors other than the origin. A vector space with a specified norm is called a normed vector space. In a similar manner, a vector space with a seminorm is called a ''seminormed vector space''. The term pseudonorm has been used for several related meaning ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Maxwell Distribution
Maxwell may refer to: People * Maxwell (surname), including a list of people and fictional characters with the name ** James Clerk Maxwell, mathematician and physicist * Justice Maxwell (other) * Maxwell baronets, in the Baronetage of Nova Scotia * Maxwell (footballer, born 1979), Brazilian forward * Maxwell (footballer, born 1981), Brazilian left-back * Maxwell (footballer, born 1986), Brazilian striker * Maxwell (footballer, born 1989), Brazilian left-back * Maxwell (footballer, born 1995), Brazilian forward * Maxwell (musician) (born 1973), American R&B and neo-soul singer * Maxwell (rapper) (born 1993), German rapper, member of rap band 187 Strassenbande * Maxwell Jacob Friedman (born 1996), American professional wrestler * Maxwell Silva (born 1953), Sri Lankan Sinhala Catholic cleric, Auxiliary Bishop of Colombo Places United States * Maxwell, California * Maxwell, Indiana * Maxwell, Iowa * Maxwell, Nebraska * Maxwell, New Mexico * Maxwell, Texas ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Half-normal Distribution
In probability theory and statistics, the half-normal distribution is a special case of the folded normal distribution. Let X follow an ordinary normal distribution, N(0,\sigma^2). Then, Y=, X, follows a half-normal distribution. Thus, the half-normal distribution is a fold at the mean of an ordinary normal distribution with mean zero. Properties Using the \sigma parametrization of the normal distribution, the probability density function (PDF) of the half-normal is given by : f_Y(y; \sigma) = \frac\exp \left( -\frac \right) \quad y \geq 0, where E = \mu = \frac. Alternatively using a scaled precision (inverse of the variance) parametrization (to avoid issues if \sigma is near zero), obtained by setting \theta=\frac, the probability density function is given by : f_Y(y; \theta) = \frac\exp \left( -\frac \right) \quad y \geq 0, where E = \mu = \frac. The cumulative distribution function (CDF) is given by : F_Y(y; \sigma) = \int_0^y \frac\sqrt \, \exp \left( -\frac \rig ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stirling's Approximation
In mathematics, Stirling's approximation (or Stirling's formula) is an asymptotic approximation for factorials. It is a good approximation, leading to accurate results even for small values of n. It is named after James Stirling, though a related but less precise result was first stated by Abraham de Moivre. One way of stating the approximation involves the logarithm of the factorial: \ln(n!) = n\ln n - n +O(\ln n), where the big O notation means that, for all sufficiently large values of n, the difference between \ln(n!) and n\ln n-n will be at most proportional to the logarithm of n. In computer science applications such as the worst-case lower bound for comparison sorting, it is convenient to instead use the binary logarithm, giving the equivalent form \log_2 (n!) = n\log_2 n - n\log_2 e +O(\log_2 n). The error term in either base can be expressed more precisely as \tfrac12\log(2\pi n)+O(\tfrac1n), corresponding to an approximate formula for the factorial itself, n! \sim \sqr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multiplication Theorem
In mathematics, the multiplication theorem is a certain type of identity obeyed by many special functions related to the gamma function. For the explicit case of the gamma function, the identity is a product of values; thus the name. The various relations all stem from the same underlying principle; that is, the relation for one special function can be derived from that for the others, and is simply a manifestation of the same identity in different guises. Finite characteristic The multiplication theorem takes two common forms. In the first case, a finite number of terms are added or multiplied to give the relation. In the second case, an infinite number of terms are added or multiplied. The finite form typically occurs only for the gamma and related functions, for which the identity follows from a p-adic relation over a finite field. For example, the multiplication theorem for the gamma function follows from the Chowla–Selberg formula, which follows from the theory of comple ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Polygamma Function
In mathematics, the polygamma function of order is a meromorphic function on the complex numbers \mathbb defined as the th derivative of the logarithm of the gamma function: :\psi^(z) := \frac \psi(z) = \frac \ln\Gamma(z). Thus :\psi^(z) = \psi(z) = \frac holds where is the digamma function and is the gamma function. They are holomorphic on \mathbb \backslash\mathbb_. At all the nonpositive integers these polygamma functions have a pole of order . The function is sometimes called the trigamma function. Integral representation When and , the polygamma function equals :\begin \psi^(z) &= (-1)^\int_0^\infty \frac\,\mathrmt \\ &= -\int_0^1 \frac(\ln t)^m\,\mathrmt\\ &= (-1)^m!\zeta(m+1,z) \end where \zeta(s,q) is the Hurwitz zeta function. This expresses the polygamma function as the Laplace transform of . It follows from Bernstein's theorem on monotone functions that, for and real and non-negative, is a completely monotone function. Setting in the above ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Moment (mathematics)
In mathematics, the moments of a function are certain quantitative measures related to the shape of the function's graph. If the function represents mass density, then the zeroth moment is the total mass, the first moment (normalized by total mass) is the center of mass, and the second moment is the moment of inertia. If the function is a probability distribution, then the first moment is the expected value, the second central moment is the variance, the third standardized moment is the skewness, and the fourth standardized moment is the kurtosis. For a distribution of mass or probability on a bounded interval, the collection of all the moments (of all orders, from to ) uniquely determines the distribution ( Hausdorff moment problem). The same is not true on unbounded intervals ( Hamburger moment problem). In the mid-nineteenth century, Pafnuty Chebyshev became the first person to think systematically in terms of the moments of random variables. Significance of th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
