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Rayleigh Distribution
In probability theory and statistics, the Rayleigh distribution is a continuous probability distribution for nonnegative-valued random variables. Up to rescaling, it coincides with the chi distribution with two degrees of freedom. The distribution is named after Lord Rayleigh (). A Rayleigh distribution is often observed when the overall magnitude of a vector in the plane is related to its directional components. One example where the Rayleigh distribution naturally arises is when wind velocity is analyzed in two dimensions. Assuming that each component is uncorrelated, normally distributed with equal variance, and zero mean, which is infrequent, then the overall wind speed (vector magnitude) will be characterized by a Rayleigh distribution. A second example of the distribution arises in the case of random complex numbers whose real and imaginary components are independently and identically distributed Gaussian with equal variance and zero mean. In that case, the absolute v ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Rayleigh DistributionPDF
Rayleigh may refer to: Science *Rayleigh scattering * Rayleigh–Jeans law *Rayleigh waves *Rayleigh (unit), a unit of photon flux named after the 4th Baron Rayleigh *Rayl, rayl or Rayleigh, two units of specific acoustic impedance and characteristic acoustic impedance, named after the 3rd Baron Rayleigh *Rayleigh criterion in angular resolution *Rayleigh distribution *Rayleigh fading * Rayleigh law on low-field magnetization *Rayleigh length *Rayleigh number, a dimensionless number for a fluid associated with buoyancy driven flow *Rayleigh quotient *Rayleigh–Ritz method *Plateau–Rayleigh instability explains why a falling stream of fluid breaks up into smaller packets *Rayleigh–Taylor instability an instability of an interface between two fluids Title of nobility *Baron Rayleigh **Charlotte Mary Gertrude Strutt, 1st Baroness Rayleigh **John William Strutt, 3rd Baron Rayleigh, physicist, winner of a Nobel Prize in 1904 **Robert John Strutt, 4th Baron Rayleigh, physicist; ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Density Function
In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a Function (mathematics), function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a ''relative likelihood'' that the value of the random variable would be equal to that sample. Probability density is the probability per unit length, in other words, while the ''absolute likelihood'' for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would be close to one sample compared to the other sample. More precisely, the PDF is used to specify the probability of the random variable falling ''within ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gamma Function
In mathematics, the gamma function (represented by Γ, capital Greek alphabet, Greek letter gamma) is the most common extension of the factorial function to complex numbers. Derived by Daniel Bernoulli, the gamma function \Gamma(z) is defined for all complex numbers z except non-positive integers, and for every positive integer z=n, \Gamma(n) = (n-1)!\,.The gamma function can be defined via a convergent improper integral for complex numbers with positive real part: \Gamma(z) = \int_0^\infty t^ e^\textt, \ \qquad \Re(z) > 0\,.The gamma function then is defined in the complex plane as the analytic continuation of this integral function: it is a meromorphic function which is holomorphic function, holomorphic except at zero and the negative integers, where it has simple Zeros and poles, poles. The gamma function has no zeros, so the reciprocal gamma function is an entire function. In fact, the gamma function corresponds to the Mellin transform of the negative exponential functi ... [...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] |
Polar Coordinates
In mathematics, the polar coordinate system specifies a given point (mathematics), point in a plane (mathematics), plane by using a distance and an angle as its two coordinate system, coordinates. These are *the point's distance from a reference point called the ''pole'', and *the point's direction from the pole relative to the direction of the ''polar axis'', a ray (geometry), ray drawn from the pole. The distance from the pole is called the ''radial coordinate'', ''radial distance'' or simply ''radius'', and the angle is called the ''angular coordinate'', ''polar angle'', or ''azimuth''. The pole is analogous to the origin in a Cartesian coordinate system. Polar coordinates are most appropriate in any context where the phenomenon being considered is inherently tied to direction and length from a center point in a plane, such as spirals. Planar physical systems with bodies moving around a central point, or phenomena originating from a central point, are often simpler and more in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hotelling's T-squared Distribution
In statistics, particularly in hypothesis testing, the Hotelling's ''T''-squared distribution (''T''2), proposed by Harold Hotelling, is a multivariate probability distribution that is tightly related to the ''F''-distribution and is most notable for arising as the distribution of a set of sample statistics that are natural generalizations of the statistics underlying the Student's ''t''-distribution. The Hotelling's ''t''-squared statistic (''t''2) is a generalization of Student's ''t''-statistic that is used in multivariate hypothesis testing. Motivation The distribution arises in multivariate statistics in undertaking tests of the differences between the (multivariate) means of different populations, where tests for univariate problems would make use of a ''t''-test. The distribution is named for Harold Hotelling, who developed it as a generalization of Student's ''t''-distribution. Definition If the vector d is Gaussian multivariate-distributed with zero mean and un ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multivariate T-distribution
In statistics, the multivariate ''t''-distribution (or multivariate Student distribution) is a multivariate probability distribution. It is a generalization to random vectors of the Student's ''t''-distribution, which is a distribution applicable to univariate random variables. While the case of a random matrix could be treated within this structure, the matrix ''t''-distribution is distinct and makes particular use of the matrix structure. Definition One common method of construction of a multivariate ''t''-distribution, for the case of p dimensions, is based on the observation that if \mathbf y and u are independent and distributed as N(,) and \chi^2_\nu (i.e. multivariate normal and chi-squared distributions) respectively, the matrix \mathbf\, is a ''p'' × ''p'' matrix, and is a constant vector then the random variable =/\sqrt + has the density : \frac\left +\frac(-)^T^(-)\right and is said to be distributed as a multivariate ''t''-distribution with para ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hoyt 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] |
Unequal Variance
In statistics, a sequence of random variables is homoscedastic () if all its random variables have the same finite variance; this is also known as homogeneity of variance. The complementary notion is called heteroscedasticity, also known as heterogeneity of variance. The spellings ''homoskedasticity'' and ''heteroskedasticity'' are also frequently used. “Skedasticity” comes from the Ancient Greek word “skedánnymi”, meaning “to scatter”. Assuming a variable is homoscedastic when in reality it is heteroscedastic () results in unbiased but inefficient point estimates and in biased estimates of standard errors, and may result in overestimating the goodness of fit as measured by the Pearson coefficient. The existence of heteroscedasticity is a major concern in regression analysis and the analysis of variance, as it invalidates statistical tests of significance that assume that the modelling errors all have the same variance. While the ordinary least squares ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fundamental Theorem Of Calculus
The fundamental theorem of calculus is a theorem that links the concept of derivative, differentiating a function (mathematics), function (calculating its slopes, or rate of change at every point on its domain) with the concept of integral, integrating a function (calculating the area under its graph, or the cumulative effect of small contributions). Roughly speaking, the two operations can be thought of as inverses of each other. The first part of the theorem, the first fundamental theorem of calculus, states that for a continuous function , an antiderivative or indefinite integral can be obtained as the integral of over an interval with a variable upper bound. Conversely, the second part of the theorem, the second fundamental theorem of calculus, states that the integral of a function over a fixed Interval (mathematics), interval is equal to the change of any antiderivative between the ends of the interval. This greatly simplifies the calculation of a definite integral pr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Polar Coordinate System
In mathematics, the polar coordinate system specifies a given point in a plane by using a distance and an angle as its two coordinates. These are *the point's distance from a reference point called the ''pole'', and *the point's direction from the pole relative to the direction of the ''polar axis'', a ray drawn from the pole. The distance from the pole is called the ''radial coordinate'', ''radial distance'' or simply ''radius'', and the angle is called the ''angular coordinate'', ''polar angle'', or ''azimuth''. The pole is analogous to the origin in a Cartesian coordinate system. Polar coordinates are most appropriate in any context where the phenomenon being considered is inherently tied to direction and length from a center point in a plane, such as spirals. Planar physical systems with bodies moving around a central point, or phenomena originating from a central point, are often simpler and more intuitive to model using polar coordinates. The polar coordinate system i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multiple Integral
In mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, or . Integrals of a function of two variables over a region in \mathbb^2 (the real-number plane) are called double integrals, and integrals of a function of three variables over a region in \mathbb^3 (real-number 3D space) are called triple integrals. For repeated antidifferentiation of a single-variable function, see the Cauchy formula for repeated integration. Introduction Just as the definite integral of a positive function of one variable represents the area of the region between the graph of the function and the -axis, the double integral of a positive function of two variables represents the volume of the region between the surface defined by the function (on the three-dimensional Cartesian plane where ) and the plane which contains its domain. If there are more variables, a multiple integral will yield hypervolumes ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
