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Cumulative distribution function | |||
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CF |
In probability theory, the arcsine distribution is the probability distribution whose cumulative distribution function involves the arcsine and the square root:
for 0 ≤ x ≤ 1, and whose probability density function is
on (0, 1). The standard arcsine distribution is a special case of the beta distribution with α = β = 1/2. That is, if is an arcsine-distributed random variable, then . By extension, the arcsine distribution is a special case of the Pearson type I distribution.
The arcsine distribution appears in the Lévy arcsine law, in the Erdős arcsine law, and as the Jeffreys prior for the probability of success of a Bernoulli trial. [1] [2]
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Support | |||
CDF | |||
Mean | |||
Median | |||
Mode | |||
Variance | |||
Skewness | |||
Ex. kurtosis | |||
CF |
The distribution can be expanded to include any bounded support from a ≤ x ≤ b by a simple transformation
for a ≤ x ≤ b, and whose probability density function is
on (a, b).
The generalized standard arcsine distribution on (0,1) with probability density function
is also a special case of the beta distribution with parameters .
Note that when the general arcsine distribution reduces to the standard distribution listed above.
The characteristic function of the generalized arcsine distribution is a zero order Bessel function of the first kind, multiplied by a complex exponential, given by . For the special case of , the characteristic function takes the form of .
Bessel functions, first defined by the mathematician Daniel Bernoulli and then generalized by Friedrich Bessel, are canonical solutions y(x) of Bessel's differential equation
In integral calculus, an elliptic integral is one of a number of related functions defined as the value of certain integrals, which were first studied by Giulio Fagnano and Leonhard Euler. Their name originates from their originally arising in connection with the problem of finding the arc length of an ellipse.
In optics, a Fabry–Pérot interferometer (FPI) or etalon is an optical cavity made from two parallel reflecting surfaces. Optical waves can pass through the optical cavity only when they are in resonance with it. It is named after Charles Fabry and Alfred Perot, who developed the instrument in 1899. Etalon is from the French étalon, meaning "measuring gauge" or "standard".
In mathematics, the beta function, also called the Euler integral of the first kind, is a special function that is closely related to the gamma function and to binomial coefficients. It is defined by the integral
In mathematics, the inverse trigonometric functions are the inverse functions of the trigonometric functions. Specifically, they are the inverses of the sine, cosine, tangent, cotangent, secant, and cosecant functions, and are used to obtain an angle from any of the angle's trigonometric ratios. Inverse trigonometric functions are widely used in engineering, navigation, physics, and geometry.
In mathematics, trigonometric substitution is the replacement of trigonometric functions for other expressions. In calculus, trigonometric substitution is a technique for evaluating integrals. Moreover, one may use the trigonometric identities to simplify certain integrals containing radical expressions. Like other methods of integration by substitution, when evaluating a definite integral, it may be simpler to completely deduce the antiderivative before applying the boundaries of integration.
In probability theory, the Landau distribution is a probability distribution named after Lev Landau. Because of the distribution's "fat" tail, the moments of the distribution, like mean or variance, are undefined. The distribution is a particular case of stable distribution.
In probability theory, a distribution is said to be stable if a linear combination of two independent random variables with this distribution has the same distribution, up to location and scale parameters. A random variable is said to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after Paul Lévy, the first mathematician to have studied it.
In mathematics, the Legendre chi function is a special function whose Taylor series is also a Dirichlet series, given by
In probability theory and statistics, the Lévy distribution, named after Paul Lévy, is a continuous probability distribution for a non-negative random variable. In spectroscopy, this distribution, with frequency as the dependent variable, is known as a van der Waals profile. It is a special case of the inverse-gamma distribution. It is a stable distribution.
In mathematics, the lemniscate elliptic functions are elliptic functions related to the arc length of the lemniscate of Bernoulli. They were first studied by Giulio Fagnano in 1718 and later by Leonhard Euler and Carl Friedrich Gauss, among others.
Photon polarization is the quantum mechanical description of the classical polarized sinusoidal plane electromagnetic wave. An individual photon can be described as having right or left circular polarization, or a superposition of the two. Equivalently, a photon can be described as having horizontal or vertical linear polarization, or a superposition of the two.
There are several equivalent ways for defining trigonometric functions, and the proofs of the trigonometric identities between them depend on the chosen definition. The oldest and most elementary definitions are based on the geometry of right triangles. The proofs given in this article use these definitions, and thus apply to non-negative angles not greater than a right angle. For greater and negative angles, see Trigonometric functions.
A ratio distribution is a probability distribution constructed as the distribution of the ratio of random variables having two other known distributions. Given two random variables X and Y, the distribution of the random variable Z that is formed as the ratio Z = X/Y is a ratio distribution.
The differentiation of trigonometric functions is the mathematical process of finding the derivative of a trigonometric function, or its rate of change with respect to a variable. For example, the derivative of the sine function is written sin′(a) = cos(a), meaning that the rate of change of sin(x) at a particular angle x = a is given by the cosine of that angle.
In statistics, the Q-function is the tail distribution function of the standard normal distribution. In other words, is the probability that a normal (Gaussian) random variable will obtain a value larger than standard deviations. Equivalently, is the probability that a standard normal random variable takes a value larger than .
In mathematics, the Struve functionsHα(x), are solutions y(x) of the non-homogeneous Bessel's differential equation:
A product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions. Given two statistically independent random variables X and Y, the distribution of the random variable Z that is formed as the product is a product distribution.
In mathematics, the Bussgang theorem is a theorem of stochastic analysis. The theorem states that the cross-correlation between a Gaussian signal before and after it has passed through a nonlinear operation are equal to the signals auto-correlation up to a constant. It was first published by Julian J. Bussgang in 1952 while he was at the Massachusetts Institute of Technology.