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  2. Owen's T function - Wikipedia

    en.wikipedia.org/wiki/Owen's_T_function

    The function T(h, a) gives the probability of the event (X > h and 0 < Y < aX) where X and Y are independent standard normal random variables. This function can be used to calculate bivariate normal distribution probabilities [2] [3] and, from there, in the calculation of multivariate normal distribution probabilities. [4]

  3. Bivariate normal distribution - Wikipedia

    en.wikipedia.org/?title=Bivariate_normal...

    What links here; Related changes; Upload file; Special pages; Permanent link; Page information; Cite this page; Get shortened URL; Download QR code; Wikidata item

  4. List of probability distributions - Wikipedia

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

    The skew normal distribution; Student's t-distribution, useful for estimating unknown means of Gaussian populations. The noncentral t-distribution; The skew t distribution; The Champernowne distribution; The type-1 Gumbel distribution; The Tracy–Widom distribution; The Voigt distribution, or Voigt profile, is the convolution of a normal ...

  5. Misconceptions about the normal distribution - Wikipedia

    en.wikipedia.org/wiki/Misconceptions_about_the...

    Students of statistics and probability theory sometimes develop misconceptions about the normal distribution, ideas that may seem plausible but are mathematically untrue. For example, it is sometimes mistakenly thought that two linearly uncorrelated , normally distributed random variables must be statistically independent .

  6. Multivariate normal distribution - Wikipedia

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

    Bivariate normal distribution centered at (,) with a standard deviation of 3 in roughly the (,) direction and of 1 in the orthogonal direction. As the absolute value of the correlation parameter increases, these loci are squeezed toward the following line :

  7. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...

  8. Bivariate analysis - Wikipedia

    en.wikipedia.org/wiki/Bivariate_analysis

    Bivariate analysis is one of the simplest forms of quantitative (statistical) analysis. [1] It involves the analysis of two variables (often denoted as X , Y ), for the purpose of determining the empirical relationship between them.

  9. Bivariate - Wikipedia

    en.wikipedia.org/wiki/Bivariate

    Bivariate data, that shows the relationship between two variables Bivariate analysis , statistical analysis of two variables Bivariate distribution, a joint probability distribution for two variables