In this note it is shown that P(η - ξ > 0) can easily be calculated using tables of the bivariate normal distribution, where ξ, η are independent, ξ has a normal distribution, and η has a truncated ...

What exactly is an Anderson-Darling test? Testing for normality is often the first step in analyzing your data. Many statistical tools you might use have normality as an underlying assumption. If you ...

This column is the fourth in a series on parameter estimation, leading up to the justly famous Kalman filter. The discipline is based on the fact that our knowledge of the state of any real-world ...

This is a preview. Log in through your library . Abstract Let X:p × n be a matrix of random real variates such that the column vectors of X are independently and identically distributed as ...