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Normal Distribution -- from Wolfram MathWorld
A normal distribution in a variate X with mean mu and variance sigma^2 is a statistic distribution with probability density function P(x)=1/(sigmasqrt(2pi))e^(-(x-mu)^2/(2sigma^2)) (1) on the domain x in (-infty,infty). While statisticians and mathematicians uniformly use the ter…
Earliest Known Uses of Some of the Words of Mathematics (G)
An improved exact sampling algorithm for the standard normal distribution | Computational…
In 2016, Karney proposed an exact sampling algorithm for the standard normal distribution. In this paper, we study the computational complexity of this algorithm under the random deviate model. Specifically, Karney’s algorithm requires the access to an infinite sequence of indepe…
The Normal Distribution: Characterizations with Applications - Wlodzimierz Bryc - Google B…
This book is a concise presentation of the normal distribution on the real line and its counterparts on more abstract spaces, which we shall call the Gaussian distributions. The material is selected towards presenting characteristic properties, or characterizations, of the normal…
Probability Theory: The Logic of Science - E. T. Jaynes - Google Books
The standard rules of probability can be interpreted as uniquely valid principles in logic. In this book, E. T. Jaynes dispels the imaginary distinction between 'probability theory' and 'statistical inference', leaving a logical unity and simplicity, which provides greater techni…
Bessel's Correction -- from Wolfram MathWorld
Bessel's correction is the factor (N-1)/N in the relationship between the variance sigma and the expectation values of the sample variance, <s^2>=(N-1)/Nsigma^2, (1) where s^2=<x^2>-<x>^2. (2) As noted by Kenney and Keeping (1951, p. 161), the correction factor is probably more p…
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