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Gaussian probability functions

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1: 7.1 Special Notation
The notations P ( z ) , Q ( z ) , and Φ ( z ) are used in mathematical statistics, where these functions are called the normal or Gaussian probability functions.
2: 35.9 Applications
§35.9 Applications
In multivariate statistical analysis based on the multivariate normal distribution, the probability density functions of many random matrices are expressible in terms of generalized hypergeometric functions of matrix argument F q p , with p 2 and q 1 . … For applications of the integral representation (35.5.3) see McFarland and Richards (2001, 2002) (statistical estimation of misclassification probabilities for discriminating between multivariate normal populations). … In chemistry, Wei and Eichinger (1993) expresses the probability density functions of macromolecules in terms of generalized hypergeometric functions of matrix argument, and develop asymptotic approximations for these density functions. In the nascent area of applications of zonal polynomials to the limiting probability distributions of symmetric random matrices, one of the most comprehensive accounts is Rains (1998).
3: Bibliography C
  • B. C. Carlson (1985) The hypergeometric function and the R -function near their branch points. Rend. Sem. Mat. Univ. Politec. Torino (Special Issue), pp. 63–89.
  • B. C. Carlson (2006b) Table of integrals of squared Jacobian elliptic functions and reductions of related hypergeometric R -functions. Math. Comp. 75 (255), pp. 1309–1318.
  • CEPHES (free C library)
  • F. Chapeau-Blondeau and A. Monir (2002) Numerical evaluation of the Lambert W function and application to generation of generalized Gaussian noise with exponent 1/2. IEEE Trans. Signal Process. 50 (9), pp. 2160–2165.
  • A. P. Clarke and W. Marwood (1984) A compact mathematical function package. Australian Computer Journal 16 (3), pp. 107–114.