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A random variable is said to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution , after Paul Lévy , the first mathematician to have studied it.
The Bates distribution is the distribution of the mean of n independent random variables, each of which having the uniform distribution on [0,1]. The logit-normal distribution on (0,1). The Dirac delta function , although not strictly a probability distribution, is a limiting form of many continuous probability functions.
In probability theory, a stable process is a type of stochastic process. It includes stochastic processes whose associated probability distributions are stable distributions. [1] Examples of stable processes include the Wiener process, or Brownian motion, whose associated probability distribution is the normal distribution.
Default generator in R and the Python language starting from version 2.3. Xorshift: 2003 G. Marsaglia [26] It is a very fast sub-type of LFSR generators. Marsaglia also suggested as an improvement the xorwow generator, in which the output of a xorshift generator is added with a Weyl sequence.
In probability theory, the stability of a random variable is the property that a linear combination of two independent copies of the variable has the same distribution, up to location and scale parameters. [1] The distributions of random variables having this property are said to be "stable distributions".
The Mersenne Twister is a general-purpose pseudorandom number generator (PRNG) developed in 1997 by Makoto Matsumoto (松本 眞) and Takuji Nishimura (西村 拓士). [1] [2] Its name derives from the choice of a Mersenne prime as its period length. The Mersenne Twister was designed specifically to rectify most of the flaws found in older PRNGs.
On Wikipedia and other sites running on MediaWiki, Special:Random can be used to access a random article in the main namespace; this feature is useful as a tool to generate a random article. Depending on your browser, it's also possible to load a random page using a keyboard shortcut (in Firefox , Edge , and Chrome Alt-Shift + X ).
In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical ...