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In statistics, a standard normal table, also called the unit normal table or Z table, [1] is a mathematical table for the values of Φ, the cumulative distribution function of the normal distribution.
The formula for the one-way ANOVA F-test statistic is =, or =. The "explained variance", or "between-group variability" is = (¯ ¯) / where ¯ denotes the sample mean in the i-th group, is the number of observations in the i-th group, ¯ denotes the overall mean of the data, and denotes the number of groups.
In probability theory and statistics, the generalized extreme value (GEV) distribution [2] is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families also known as type I, II and III extreme value distributions.
Most algorithms are based on a pseudorandom number generator that produces numbers that are uniformly distributed in the half-open interval [0, 1). These random variates are then transformed via some algorithm to create a new random variate having the required probability distribution. With this source of uniform pseudo-randomness, realizations ...
Cumulative distribution function for the exponential distribution Cumulative distribution function for the normal distribution. In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable, or just distribution function of , evaluated at , is the probability that will take a value less than or equal to .
for k = 0, 1, 2, ..., n, where =!! ()! is the binomial coefficient. The formula can be understood as follows: p k q n−k is the probability of obtaining the sequence of n independent Bernoulli trials in which k trials are "successes" and the remaining n − k trials result in "failure".
In probability theory and statistics, the Bernoulli distribution, named after Swiss mathematician Jacob Bernoulli, [1] is the discrete probability distribution of a random variable which takes the value 1 with probability and the value 0 with probability =.
Given two continuous random variables X and Y whose joint distribution is known, then the marginal probability density function can be obtained by integrating the joint probability distribution, f, over Y, and vice versa. That is = (,)