Probability Integral

0.01 sec.

the name of several mutually related special functions. The integral

is called the Gaussian probability integral. For a random quantity X having a normal distribution with an expected value 0 and variance σ², the probability of the inequality ǀXǀ ≤ x is equal to Φ(x/≤. In addition to this, the name “probability integral” is used for the integrals

The latter function is usually designated erf (x) (from “error function”).

REFERENCE

Bol’shev, L. N., and N.V. Smirnov. Tablitsy matematicheskoi statistiki. Moscow, 1965.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback

Mentioned in	?		References in periodicals archive	?		Encyclopedia browser	?		Full browser	?
No references found			17) For unfavourable effects of parameters, which determine the moment resistance, the probability of beam failure can be expressed as [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], (18) where [PHI] is probability integral and [M. Reliability and durability assessment of concrete and composite ... by Brauns, Janis; Rocens, Karlis / Engineering Structures and Technologies For the purpose of density forecast evaluation, in line with Clements and Smith (2000), for a given forecast horizon h, we calculate the probability integral transforms (PITs) of the actual realizations, [y. Fiscal readjustments in the United States: a nonlinear time-series ... by Cipollini, Andrea; Fattouh, Bassam; Mouratidis, Kostas / Economic Inquiry Initial chapters describe theoretical aspects, including probability integrals and inequalities. Multivariate t distributions and their applications by SciTech Book News			PRN PRNG ProC ProCOBOL Pro-MPEG Forum proaccelerin proactive proactive interference proamnion Proanura Proatlas proaulion probabilistic probabilistic automaton probabilistic sampling probabilistic sequential machine Probability probability amplitude Probability Automaton probability current density Probability Density probability density function probability deviation probability distribution probability forecast Probability Integral Probability Logic probability mass function probability measure probability paper probability ratio test probability sampling probability space Probability Theory probable probable error probable maximum precipitation probable ore probable reserves proband probate probation probation officer Probation Period Probationary Period Probe probe coil probe gas probe storage probe-type liquid-level meter probe-type microelectrode			Probability density function Probability density function Probability density function Probability density function Probability density function probability density functions probability density functions probability density functions probability deviation probability distribution probability distribution probability distribution probability distribution probability distribution Probability distribution function Probability distribution function Probability Distributions Probability Distributions Probability Distributions Probability Equivalence probability forecast Probability function Probability function Probability function Probability Functions Probability Functions Probability generating function Probability Hypothesis Density Probability Impact Grid Probability in the Engineering and Informational Sciences Probability Integral Probability logic Probability mass function Probability mass function Probability measure Probability of a Kill given a Hit Probability of Acute Bacterial Meningitis Probability of Adequacy Probability of Area Probability of Attack Given Detection Probability of Being in Response Function Probability of Bit Error Probability of Blocking Probability of Causation Probability of Code Failure Probability of Collision Probability of Convergence Zone Detection Probability of Correct Classification Probability of Correct Message Probability of Correct Message Receipt Probability of Criticality probability of damage probability of damage Probability of Damage Calculator Probability of Damage given a Hit Probability of Default Probability of Detected Fault Isolation

Encyclopedia

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.