About 16 results
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arxiv.org
arxiv.org › abs › 1811.11301
Feb 21, 2026 — Conditional Value-at-Risk (CVaR) and Value-at-Risk (VaR), also called the superquantile and quantile, are frequently used to characterize the tails of probability distribution's and are popular measur...
⏱ 5 min read
doi.org
doi.org › 10.1007%2Fs10479-019-03373-1
Feb 21, 2026 — Conditional value-at-risk (CVaR) and value-at-risk, also called the superquantile and quantile, are frequently used to characterize the tails of probability distributions and are popular measures of r...
⏱ 23 min read
books.google.com
books.google.com › books?id=tTN4HuUNXjgC&pg=PA592
Feb 21, 2026 — 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 i...
www.hackmath.net
hackmath.net › en › calculator › normal-distribution
Feb 22, 2026 — The bell curve calculator calculates the area (probability) under a normal distribution curve. Bell curve calculator.
⏱ 4 min read
www.math.uni.wroc.pl
math.uni.wroc.pl › ~p...;ppB=257&ppE=263
Feb 21, 2026 —
math.stackexchange.com
math.stackexchange.com › a › 89147
Feb 21, 2026 — Is there an exact or good approximate expression for the expectation, variance or other moments of the maximum of $n$ independent, identically distributed gaussian random variables where $n$ is lar...
⏱ 15 min read
commons.wikimedia.org
commons.wikimedia.org › ...bility_distributions
Feb 22, 2026 —
⏱ 11 min read
mathworld.wolfram.com
mathworld.wolfram.com › DistributionFunction.html
Feb 21, 2026 — The distribution function D(x), also called the cumulative distribution function (CDF) or cumulative frequency function, describes the probability that a variate X takes on a value less than or equal ...
⏱ 3 min read
mathworld.wolfram.com
mathworld.wolfram.com › ...ibutionFunction.html
Feb 21, 2026 — A normalized form of the cumulative normal distribution function giving the probability that a variate assumes a value in the range [0,x], Phi(x)=Q(x)=1/(sqrt(2pi))int_0^xe^(-t^2/2)dt. (1) It is r...
⏱ 3 min read
www.allisons.org
allisons.org › ll › MML › KL › Normal
Feb 21, 2026 — Kullback Leibler (KL) Distance of Two Normal (Gaussian) Probability Distributions
⏱ 2 min read
doi.org
doi.org › 10.1017%2FCBO9780511975837
Feb 21, 2026 — Cambridge Core - Applied Probability and Stochastic Networks - Fundamentals of Object Tracking
⏱ 172 min read
mathworld.wolfram.com
mathworld.wolfram.com › StandardDeviation.html
Feb 21, 2026 — The standard deviation sigma of a probability distribution is defined as the square root of the variance sigma^2, sigma = sqrt(-^2) (1) = sqrt(mu_2^'-mu^2), (2) where mu=x^_= is the mean, mu_2^'= ...
⏱ 3 min read
www.wikidata.org
wikidata.org › wiki › Special:EntityPage › Q133871
Feb 21, 2026 — probability distribution
⏱ 6 min read
books.google.com
books.google.com › books?id=tyXjBwAAQBAJ
Feb 22, 2026 — 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 t...
⏱ 3 min read
www.wikidata.org
wikidata.org › wiki › Q133871
Feb 22, 2026 — probability distribution
⏱ 6 min read
mathworld.wolfram.com
mathworld.wolfram.com › NormalDistribution.html
Feb 22, 2026 — 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 doma...
⏱ 6 min read
