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  2. Linear density - Wikipedia

    en.wikipedia.org/wiki/Linear_density

    Consider a long, thin wire of charge and length .To calculate the average linear charge density, ¯, of this one dimensional object, we can simply divide the total charge, , by the total length, : ¯ = If we describe the wire as having a varying charge (one that varies as a function of position along the length of the wire, ), we can write: = Each infinitesimal unit of charge, , is equal to ...

  3. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a 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 ...

  4. Convolution of probability distributions - Wikipedia

    en.wikipedia.org/wiki/Convolution_of_probability...

    The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.

  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). [17]

  6. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The Dirac comb of period 2 π, although not strictly a function, is a limiting form of many directional distributions. It is essentially a wrapped Dirac delta function. It represents a discrete probability distribution concentrated at 2 π n — a degenerate distribution — but the notation treats it as if it were a continuous distribution.

  7. Log-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Log-normal_distribution

    Let and be respectively the cumulative probability distribution function and the probability density function of the ( , ) standard normal distribution, then we have that [2] [4] the probability density function of the log-normal distribution is given by:

  8. Characteristic function (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Characteristic_function...

    a function of t, determines the behavior and properties of the probability distribution of X. It is equivalent to a probability density function or cumulative distribution function, since knowing one of these functions allows computation of the others, but they provide different insights into the features of the random variable. In particular ...

  9. Rejection sampling - Wikipedia

    en.wikipedia.org/wiki/Rejection_sampling

    Instead of a single uniform envelope density function, use a piecewise linear density function as your envelope instead. Each time you have to reject a sample, you can use the value of f ( x ) {\displaystyle f\left(x\right)} that you evaluated, to improve the piecewise approximation h ( x ) {\displaystyle h\left(x\right)} .