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  2. Q-function - Wikipedia

    en.wikipedia.org/wiki/Q-function

    A plot of the Q-function. In statistics, the Q-function is the tail distribution function of the standard normal distribution. [1] [2] In other words, () is the probability that a normal (Gaussian) random variable will obtain a value larger than standard deviations.

  3. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    All these extensions are also called normal or Gaussian laws, so a certain ambiguity in names exists. The multivariate normal distribution describes the Gaussian law in the k-dimensional Euclidean space. A vector X ∈ R k is multivariate-normally distributed if any linear combination of its components Σ k j=1 a j X j has a (univariate) normal ...

  4. Gaussian function - Wikipedia

    en.wikipedia.org/wiki/Gaussian_function

    3d plot of a Gaussian function with a two-dimensional domain. Base form: (,) = ⁡ In two dimensions, the power to which e is raised in the Gaussian function is any negative-definite quadratic form. Consequently, the level sets of the Gaussian will always be ellipses.

  5. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    If () is a general scalar-valued function of a normal vector, its probability density function, cumulative distribution function, and inverse cumulative distribution function can be computed with the numerical method of ray-tracing (Matlab code).

  6. Empirical distribution function - Wikipedia

    en.wikipedia.org/wiki/Empirical_distribution...

    A non-exhaustive list of software implementations of Empirical Distribution function includes: In R software, we compute an empirical cumulative distribution function, with several methods for plotting, printing and computing with such an “ecdf” object. In MATLAB we can use Empirical cumulative distribution function (cdf) plot

  7. Kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Kernel_density_estimation

    Kernel density estimation of 100 normally distributed random numbers using different smoothing bandwidths.. In statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on kernels as weights.

  8. Probability plot correlation coefficient plot - Wikipedia

    en.wikipedia.org/wiki/Probability_plot...

    λ = 0: distribution is exactly logistic; λ = 0.14: distribution is approximately normal; λ = 0.5: distribution is U-shaped; λ = 1: distribution is exactly uniform(−1, 1) If the Tukey lambda PPCC plot gives a maximum value near 0.14, one can reasonably conclude that the normal distribution is a good model for the data.

  9. Voigt profile - Wikipedia

    en.wikipedia.org/wiki/Voigt_profile

    The FWHM of the Gaussian profile is = ⁡ (). The FWHM of the Lorentzian profile is =. An approximate relation (accurate to within about 1.2%) between the widths of the Voigt, Gaussian, and Lorentzian profiles is: [10]