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Box–Muller Transform
The Box–Muller transform, by George Edward Pelham Box and Mervin Edgar Muller, is a random number sampling method for generating pairs of independent, standard, normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers. The method was first mentioned explicitly by Raymond E. A. C. Paley and Norbert Wiener in their 1934 treatise on Fourier transforms in the complex domain. Given the status of these latter authors and the widespread availability and use of their treatise, it is almost certain that Box and Muller were well aware of its contents. The Box–Muller transform is commonly expressed in two forms. The basic form as given by Box and Muller takes two samples from the uniform distribution on the interval and maps them to two standard, normally distributed samples. The polar form takes two samples from a different interval, , and maps them to two normally distributed samples without the use of sine or ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Bivariate Normal
In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. One definition is that a random vector is said to be ''k''-variate normally distributed if every linear combination of its ''k'' components has a univariate normal distribution. Its importance derives mainly from the multivariate central limit theorem. The multivariate normal distribution is often used to describe, at least approximately, any set of (possibly) correlated real-valued random variables, each of which clusters around a mean value. Definitions Notation and parametrization The multivariate normal distribution of a ''k''-dimensional random vector \mathbf = (X_1,\ldots,X_k)^ can be written in the following notation: : \mathbf\ \sim\ \mathcal(\boldsymbol\mu,\, \boldsymbol\Sigma), or to make it explicitly known that \mathbf i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Transforms
Transform may refer to: Arts and entertainment *Transform (scratch), a type of scratch used by turntablists * ''Transform'' (Alva Noto album), 2001 * ''Transform'' (Howard Jones album) or the title song, 2019 * ''Transform'' (Powerman 5000 album) or the title song, 2003 * ''Transform'' (Rebecca St. James album), 2000 * ''Transform'' (single album), by Teen Top, or the title song, 2011 *"Transform", a song by Daniel Caesar from ''Freudian'', 2017 *"Transform", a song by Your Memorial from ''Redirect'', 2012 Mathematics, science, and technology Mathematics *Transformation (function), concerning functions from sets to themselves *Transform theory, theory of integral transforms **List of transforms, a list of mathematical transforms **Integral transform, a type of mathematical transform Computer graphics *Transform coding, a type of data compression for digital images *Transform, clipping, and lighting, a term used in computer graphics Other sciences *Transformation (genetics), the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
