normal probability functions

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1: 7.1 Special Notation

… ►The notations $P(z)$, $Q(z)$, and $\mathrm{\Phi }(z)$ are used in mathematical statistics, where these functions are called the normal or Gaussian probability functions.

2: 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 ${}_p{}^{}F_q^{}$, with $p\le 2$ and $q\le 1$. …

3: 7.20 Mathematical Applications

… ►For applications in statistics and probability theory, also for the role of the normal distribution functions (the error functions and probability integrals) in the asymptotics of arbitrary probability density functions, see Johnson et al. (1994, Chapter 13) and Patel and Read (1982, Chapters 2 and 3).

4: Bibliography M

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Exact misclassification probabilities for plug-in normal quadratic discriminant functions. I. The equal-means case. J. Multivariate Anal. 77 (1), pp. 21–53.

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External Links:

ISSN 0047-259X, Document, MathReview (Peter A. Lachenbruch), ZentralBlatt

Referenced by:

§35.9.

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Exact misclassification probabilities for plug-in normal quadratic discriminant functions. II. The heterogeneous case. J. Multivariate Anal. 82 (2), pp. 299–330.

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External Links:

ISSN 0047-259X, Document, MathReview (Peter A. Lachenbruch), ZentralBlatt

Referenced by:

§35.9.

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5: 8.23 Statistical Applications

§8.23 Statistical Applications

►The functions $P(a,x)$ and $Q(a,x)$ are used extensively in statistics as the probability integrals of the gamma distribution; see Johnson et al. (1994, pp. 337–414). Particular forms are the chi-square distribution functions; see Johnson et al. (1994, pp. 415–493). The function ${\mathrm{B}}_x(a,b)$ and its normalization $I_x(a,b)$ play a similar role in statistics in connection with the beta distribution; see Johnson et al. (1995, pp. 210–275). …

6: 18.39 Applications in the Physical Sciences

… ►These eigenfunctions are quantum wave-functions whose absolute values squared give the probability density of finding the single particle at hand at position $x$ in the $n$th eigenstate, namely that probability is $P(x\to x+\mathrm{\Delta }x)$ = ${|{\psi }_n(x)|}^2\mathrm{\Delta }(x)$, $\mathrm{\Delta }(x)$ being a localized interval on the $x$-axis. … ►If $\mathrm{\Psi }(x,t=0)=\chi (x)$ is an arbitrary unit normalized function in the domain of $\mathscr{H}$ then, by self-adjointness, … ►All are written in the same form as the product of three factors: the square root of a weight function $w(x)$, the corresponding OP or EOP, and constant factors ensuring unit normalization. … ►The bound state $L^2$ eigenfunctions of the radial Coulomb Schrödinger operator are discussed in §§18.39(i) and 18.39(ii), and the $\delta$-function normalized (non-$L^2$) in Chapter 33, where the solutions appear as Whittaker functions. … ►The weight functions for both the attractive and repulsive cases are now unit normalized, see Bank and Ismail (1985), and Ismail (2009). …

7: 19.31 Probability Distributions

§19.31 Probability Distributions

► $R_G(x,y,z)$ and $R_F(x,y,z)$ occur as the expectation values, relative to a normal probability distribution in ${ℝ}^2$ or ${ℝ}^3$, of the square root or reciprocal square root of a quadratic form. … ►

19.31.2 $${\int }_{{ℝ}^n}{({𝐱}^{\mathrm{T}}𝐀𝐱)}^{\mu }\exp \left(-{𝐱}^{\mathrm{T}}𝐁𝐱\right)d{x}_1\mathrm{\cdots }d{x}_n=\frac{{\pi }^{n/2}\mathrm{\Gamma }\left(\mu +\frac{1}{2}n\right)}{\sqrt{det𝐁}\mathrm{\Gamma }\left(\frac{1}{2}n\right)}{R}_{\mu }(\frac{1}{2},\mathrm{\dots },\frac{1}{2};{\lambda }_1,\mathrm{\dots },{\lambda }_n),$$ $\mu >-\frac{1}{2}n$.

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Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, $\mathrm{\Gamma }\left(z\right)$: gamma function, $\pi$: the ratio of the circumference of a circle to its diameter, $det$: determinant, $dx$: differential of $x$ , $\exp z$: exponential function, $\int$: integral, $ℝ$: real line, ${𝐀}^{\mathrm{T}}$: transpose of matrix, $n$: nonnegative integer and ${\lambda }_n$: eigenvalues

Referenced by:

§19.31

Permalink:

http://dlmf.nist.gov/19.31.E2

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pMML, png, TeX

See also:

Annotations for §19.31 and Ch.19

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8: Bibliography P

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Tables of Digamma and Trigamma Functions. In Tracts for Computers, No. 1, K. Pearson (Ed.),

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External Links:

ZentralBlatt

Referenced by:

§5.1, Notations F.

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Exponential asymptotics of the Mittag-Leffler function. Proc. Roy. Soc. London Ser. A 458, pp. 3041–3052.

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External Links:

ISSN 1364-5021, Document, MathReview (Roderick Wong), ZentralBlatt

Referenced by:

§10.46.

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Handbook of the Normal Distribution. Statistics: Textbooks and Monographs, Vol. 40, Marcel Dekker Inc., New York.

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Notes:

A revised and expanded 2nd edition was published in 1996.

External Links:

ISBN 0-8247-1541-1, MathReview (S. Kotz), ZentralBlatt

Referenced by:

§7.20(iii).

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Tables of the Incomplete Beta-function. 2nd edition, Published for the Biometrika Trustees at the Cambridge University Press, Cambridge.

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External Links:

MathReview, ZentralBlatt

Referenced by:

1st item.

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Remarks on computing the probability integral in one and two dimensions. In Proceedings of the Berkeley Symposium on Mathematical Statistics and Probability, 1945, 1946, pp. 63–78.

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External Links:

MathReview (L. A. Aroian), ZentralBlatt

Referenced by:

(7.8.8), §7.8, Erratum (V1.0.17) for Equation (7.8.8).

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9: Bibliography C

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Normal elliptic integrals of the first and second kinds. Duke Math. J. 31 (3), pp. 405–419.

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External Links:

Document, MathReview (S. Hitotumatu), ZentralBlatt

Referenced by:

§19.22(iii), §19.23, §19.33(i), §19.33(i).

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The hypergeometric function and the $R$-function near their branch points. Rend. Sem. Mat. Univ. Politec. Torino (Special Issue), pp. 63–89.

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Notes:

International conference on special functions: theory and computation (Turin, 1984)

External Links:

ISSN 0373-1243, MathReview (R. A. Askey), ZentralBlatt

Referenced by:

§19.27(vi).

Encodings:

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Notes:

This library treats about 180 different mathematical functions, including a substantial collection of probability integrals, Bessel functions, and higher transcendental functions. Implementations in single, double, and quad precisions are provided. See Moshier (1989).

External Links:

GAMS (package CEPHES)

Referenced by:

§ ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index.

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A compact mathematical function package. Australian Computer Journal 16 (3), pp. 107–114.

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Notes:

Includes Pascal function evaluation package

External Links:

ISSN 0004-8917, ZentralBlatt

Referenced by:

§16.27(ii).

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Algorithm AS 24: From normal integral to deviate. Appl. Statist. 18 (3), pp. 290–293.

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Notes:

Includes Fortran program, maximum accuracy 12D.

External Links:

FullText

Referenced by:

§7.25(ii).

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