Перевод: с английского на русский

с русского на английский

infinitely divisible random variable

См. также в других словарях:

  • Poisson random measure — Let (E, mathcal A, mu) be some measurable space with sigma finite measure mu. The Poisson random measure with intensity measure mu is a family of random variables {N A} {Ainmathcal{A defined on some probability space (Omega, mathcal F, mathrm{P}) …   Wikipedia

  • Stable and tempered stable distributions with volatility clustering - financial applications — Classical financial models which assume homoskedasticity and normality cannot explain stylized phenomena such as skewness, heavy tails, and volatility clustering of the empirical asset returns in finance. In 1963, Benoit Mandelbrot first used the …   Wikipedia

  • Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …   Wikipedia

  • Infinite divisibility — The concept of infinite divisibility arises in different ways in philosophy, physics, economics, order theory (a branch of mathematics), and probability theory (also a branch of mathematics). One may speak of infinite divisibility, or the lack… …   Wikipedia

  • Indecomposable distribution — In probability theory, an indecomposable distribution is a probability distribution that cannot be represented as the distribution of the sum of two or more non constant independent random variables: Z ≠ X + Y. If it can be so …   Wikipedia

  • Infinite divisibility (probability) — In probability theory, to say that a probability distribution F on the real line is infinitely divisible means that if X is any random variable whose distribution is F , then for every positive integer n there exist n independent identically… …   Wikipedia

  • Negative binomial distribution — Probability mass function The orange line represents the mean, which is equal to 10 in each of these plots; the green line shows the standard deviation. notation: parameters: r > 0 number of failures until the experiment is stopped (integer,… …   Wikipedia

  • Convolution power — In mathematics, the convolution power is the n fold iteration of the convolution with itself. Thus if x is a function on Euclidean space Rd and n is a natural number, then the convolution power is defined by where * denotes the convolution… …   Wikipedia

  • Geometric distribution — Probability distribution two name =Geometric type =mass pdf cdf | parameters =0< p leq 1 success probability (real) support =k in {1,2,3,dots}! pdf =(1 p)^{k 1},p! cdf =1 (1 p)^k! mean =frac{1}{p}! median =leftlceil frac{ log(2)}{log(1 p)} ight… …   Wikipedia

  • List of probability topics — This is a list of probability topics, by Wikipedia page. It overlaps with the (alphabetical) list of statistical topics. There are also the list of probabilists and list of statisticians.General aspects*Probability *Randomness, Pseudorandomness,… …   Wikipedia

  • Cauchy distribution — Not to be confused with Lorenz curve. Cauchy–Lorentz Probability density function The purple curve is the standard Cauchy distribution Cumulative distribution function …   Wikipedia

Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»