In probability theory, the family of complex normal distributions, denoted C N {\displaystyle {\mathcal {CN}}} or N C {\displaystyle {\mathcal {N}}_{\mathcal...

probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable...

normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution...

generalized normal distribution (GND) or generalized Gaussian distribution (GGD) is either of two families of parametric continuous probability distributions on...

In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally...

the ratio Z = X/Y is a ratio distribution. An example is the Cauchy distribution (also called the normal ratio distribution), which comes about as the ratio...

imaginary parts. Therefore, the distribution of one complex random variable may be interpreted as the joint distribution of two real random variables. Some...

statistics, a wrapped normal distribution is a wrapped probability distribution that results from the "wrapping" of the normal distribution around the unit...

In statistics, the complex Wishart distribution is a complex version of the Wishart distribution. It is the distribution of n {\displaystyle n} times...

von Mises distribution (also known as the circular normal distribution or Tikhonov distribution) is a continuous probability distribution on the circle...

elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. Intuitively...

discussing general distributions: some specific distributions have their own conventional notation, for example the normal distribution uses Φ {\displaystyle...

panel). Stable distributions have 0 < α ≤ 2 {\displaystyle 0<\alpha \leq 2} , with the upper bound corresponding to the normal distribution, and α = 1 {\displaystyle...

multimodal data. Circular correlation coefficient Complex normal distribution Wrapped distribution Hamelryck, Thomas; Kent, John T.; Krogh, Anders (2006)...

S. (1995). Linear and graphical models for the multivariate complex normal distribution. Lecture Notes in Statistics 101. New York: Springer-Verlag....

of exponential distributions: all such mixtures are unimodal. However, for the case of mixtures of normal distributions, it is a complex one. Conditions...

chi-squared distribution (or generalized chi-square distribution) is the distribution of a quadratic form of a multinormal variable (normal vector), or...

be characterized by a Rayleigh distribution. A second example of the distribution arises in the case of random complex numbers whose real and imaginary...

few stable distributions with a probability density function that can be expressed analytically, the others being the normal distribution and the Lévy...

the tail distribution function of the standard normal distribution. In other words, Q ( x ) {\displaystyle Q(x)} is the probability that a normal (Gaussian)...

product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions. Given...

mixture distribution. Normal distribution (Gaussian distribution), for a single such quantity; the most commonly used absolutely continuous distribution Log-normal...

Bayesian statistics, the Wishart distribution is the conjugate prior of the inverse covariance-matrix of a multivariate-normal random-vector. Suppose G is...

standard normal distribution N ( 0 , 1 ) {\displaystyle {\mathcal {N}}(0,1)} , then Y = 1/X follows a reciprocal standard normal distribution, heavy-tailed...

The complex inverse Wishart distribution is a matrix probability distribution defined on complex-valued positive-definite matrices and is the complex analog...

_{n})}\Re {(Z_{n})}+\Im {(\omega _{n})}\Im {(Z_{n})})}\right]} Complex normal distribution Complex random variable (scalar case) Lapidoth, Amos (2009). A Foundation...

1/2, a sample from the distribution can be found by randomly drawing K values independently from the standard normal distribution, squaring these values...

the actual desired distribution. Markov chain Monte Carlo methods are used to study probability distributions that are too complex or too highly dimensional...

Tweedie distributions are a family of probability distributions which include the purely continuous normal, gamma and inverse Gaussian distributions, the...

Then Z0 and Z1 are independent random variables with a standard normal distribution. The derivation is based on a property of a two-dimensional Cartesian...