Search results
Results from the WOW.Com Content Network
where is the normal cumulative distribution function. The derivation of the formula is provided in the Talk page. The partial expectation formula has applications in insurance and economics, it is used in solving the partial differential equation leading to the Black–Scholes formula.
Lognormal distribution PDF.png licensed with Cc-by-sa-3.0-migrated, GFDL 2005-05-03T04:48:16Z PAR 1300x975 (192660 Bytes) Probability density function for the Log-normal distribution; Uploaded with derivativeFX
Cumulative distribution function for the exponential distribution Cumulative distribution function for the normal distribution. In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable, or just distribution function of , evaluated at , is the probability that will take a value less than or equal to .
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 ...
In probability theory, a logit-normal distribution is a probability distribution of a random variable whose logit has a normal distribution.If Y is a random variable with a normal distribution, and t is the standard logistic function, then X = t(Y) has a logit-normal distribution; likewise, if X is logit-normally distributed, then Y = logit(X)= log (X/(1-X)) is normally distributed.
In statistics, an empirical distribution function (a.k.a. an empirical cumulative distribution function, eCDF) is the distribution function associated with the empirical measure of a sample. [1] This cumulative distribution function is a step function that jumps up by 1/n at each of the n data points. Its value at any specified value of the ...
File change date and time: 3 November 2014: Date and time of digitizing: 3 November 2014: Software used: Artifex Ghostscript 8.54 PDF Writer: Conversion program: Artifex Ghostscript 8.54: Encrypted: no: Page size: 784 x 496 pts: Version of PDF format: 1.4
In probability and statistics, the logarithmic distribution (also known as the logarithmic series distribution or the log-series distribution) is a discrete probability distribution derived from the Maclaurin series expansion