Formulas
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* [http://en.wikipedia.org/wiki/Beta_distribution Beta to Arcsine Transformation]: <math> \alpha = \beta = \frac{1}{2} </math> | * [http://en.wikipedia.org/wiki/Beta_distribution Beta to Arcsine Transformation]: <math> \alpha = \beta = \frac{1}{2} </math> | ||
* [http://en.wikipedia.org/wiki/Student's_t_distribution Noncentral Student's T to Normal]: <math> Z=\lim_{\nu\to\infty}T </math> | * [http://en.wikipedia.org/wiki/Student's_t_distribution Noncentral Student's T to Normal]: <math> Z=\lim_{\nu\to\infty}T </math> | ||
- | * [http://socr.ucla.edu/htmls/dist/StudentT_Distribution.html Noncentral Student's T to Student's T]: <math> \mu = 0 </math> | + | * [http://socr.ucla.edu/htmls/dist/StudentT_Distribution.html Noncentral Student's T to Student's T]: <math> \mu = 0 \ </math> |
- | * [http://socr.ucla.edu/htmls/dist/ContinuousUniform_Distribution.html Standard Uniform to Pareto]: <math> \lambda X ^{-1/K} </math> | + | * [http://socr.ucla.edu/htmls/dist/ContinuousUniform_Distribution.html Standard Uniform to Pareto]: <math> \lambda X ^{-1/K} \</math> |
- | * [http://socr.ucla.edu/htmls/dist/ContinuousUniform_Distribution.html Standard Uniform to Benford]: <math> 10^X </math> | + | * [http://socr.ucla.edu/htmls/dist/ContinuousUniform_Distribution.html Standard Uniform to Benford]: <math> 10^X \</math> |
- | * [http://socr.ucla.edu/htmls/dist/Pareto_Distribution.html Pareto to Exponential]: <math> log(X/\lambda) </math> | + | * [http://socr.ucla.edu/htmls/dist/Pareto_Distribution.html Pareto to Exponential]: <math> log(X/\lambda) \</math> |
- | * [http://socr.ucla.edu/htmls/dist/LogisticExponential_Distribution.html Logistic Exponential to Exponential]: <math> \beta = 1 </math> | + | * [http://socr.ucla.edu/htmls/dist/LogisticExponential_Distribution.html Logistic Exponential to Exponential]: <math> \beta = 1 \</math> |
* [http://socr.ucla.edu/htmls/dist/ZipfMandelbrot_Distribution.html Zipf to Discrete Uniform]: <math> a = 0, a = 1, b = n \ </math> | * [http://socr.ucla.edu/htmls/dist/ZipfMandelbrot_Distribution.html Zipf to Discrete Uniform]: <math> a = 0, a = 1, b = n \ </math> | ||
* [http://socr.ucla.edu/htmls/dist/DiscreteUniform_Distribution.html Discrete Uniform to Rectangular]: <math> a = 0, b = n \ </math> | * [http://socr.ucla.edu/htmls/dist/DiscreteUniform_Distribution.html Discrete Uniform to Rectangular]: <math> a = 0, b = n \ </math> |
Revision as of 10:26, 18 November 2008
Probability Density Functions (PDFs)
- Standard Normal PDF:
- General Normal PDF:
- Chi-Square PDF:
- Gamma PDF:
- Beta PDF:
- Student's T PDF:
- Poisson PDF:
- Chi PDF:
- Cauchy PDF:
- Exponential PDF:
- F Distribution PDF:
- Bernoulli PMF:
- Binomial PMF:
- Negative Binomial PMF:
- Geometric PMF:
- Erlang PDF:
- Laplace PDF:
- Continuous Uniform PDF:
- Discrete Uniform PMF:
- Logarithmic PDF:
- Logistic PDF:
- Logistic-Exponential PDF:
- Power Function PDF:
- Benford's Law:
- Pareto PDF:
- Non-Central Student T PDF:
- ArcSine PDF:
- Circle PDF:
- U-Quadratic PDF:
Transformations
- Standard Normal to General Normal Transformation:
- General Normal to Standard Normal Transformation:
- Standard Normal to Chi Transformation:
- Standard Normal to Chi-Square Transformation:
- Gamma to General Normal Transformation:
- Gamma to Exponential Transformation: The special case of is equivalent to exponential Exp(λ).
- Gamma to Beta Transformation: .
- Student's T to Standard Normal Transformation:
- Student's T to Cauchy Transformation:
- Cauchy to General Cauchy Transformation:
- General Cauchy to Cauchy Transformation:
- Fisher's F to Student's T:
- Student's T to Fisher's F: X2
- Bernoulli to Binomial Transformation: (iid)
- Binomial to Bernoulli Transformation:
- Binomial to General Normal Transformation:
- Binomial to Poisson Transformation:
- Negative Binomial to Geometric Transformation:
- Erlang to Exponential Transformation:
- Erlang to Chi-Square Transformation:
- Laplace to Exponential Transformation:
- Exponential to Laplace Transformation:
- Beta to Arcsine Transformation:
- Noncentral Student's T to Normal:
- Noncentral Student's T to Student's T:
- Standard Uniform to Pareto: Failed to parse (lexing error): \lambda X ^{-1/K} \
- Standard Uniform to Benford: Failed to parse (lexing error): 10^X \
- Pareto to Exponential: Failed to parse (lexing error): log(X/\lambda) \
- Logistic Exponential to Exponential: Failed to parse (lexing error): \beta = 1 \
- SOCR Home page: http://www.socr.ucla.edu
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