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  2. Compositional data - Wikipedia

    en.wikipedia.org/wiki/Compositional_data

    3.2 Linear transformations. ... Download as PDF; Printable version; ... Compositional data in three variables can be plotted via ternary plots.

  3. Laplace–Stieltjes transform - Wikipedia

    en.wikipedia.org/wiki/Laplace–Stieltjes_transform

    The Laplace–Stieltjes transform of a real-valued function g is given by a Lebesgue–Stieltjes integral of the form ()for s a complex number.As with the usual Laplace transform, one gets a slightly different transform depending on the domain of integration, and for the integral to be defined, one also needs to require that g be of bounded variation on the region of integration.

  4. Data transformation (statistics) - Wikipedia

    en.wikipedia.org/wiki/Data_transformation...

    The distribution is extremely spiky and leptokurtic, this is the reason why researchers had to turn their backs to statistics to solve e.g. authorship attribution problems. Nevertheless, usage of Gaussian statistics is perfectly possible by applying data transformation. [11] 3.

  5. Multivariate t-distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_t-distribution

    One common method of construction of a multivariate t-distribution, for the case of dimensions, is based on the observation that if and are independent and distributed as (,) and (i.e. multivariate normal and chi-squared distributions) respectively, the matrix is a p × p matrix, and is a constant vector then the random variable = / / + has the density [1]

  6. 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.

  7. Probability integral transform - Wikipedia

    en.wikipedia.org/wiki/Probability_integral_transform

    The result is sometimes modified or extended so that the result of the transformation is a standard distribution other than the uniform distribution, such as the exponential distribution. The transform was introduced by Ronald Fisher in his 1932 edition of the book Statistical Methods for Research Workers. [2]

  8. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is [ 2 ] [ 3 ] f ( x ) = 1 2 π σ 2 e − ( x − μ ) 2 2 σ 2 . {\displaystyle f(x)={\frac {1}{\sqrt {2\pi \sigma ^{2 ...

  9. Distribution of the product of two random variables - Wikipedia

    en.wikipedia.org/wiki/Distribution_of_the...

    A more general case of this concerns the distribution of the product of a random variable having a beta distribution with a random variable having a gamma distribution: for some cases where the parameters of the two component distributions are related in a certain way, the result is again a gamma distribution but with a changed shape parameter ...