In this note it is shown that P(η - ξ > 0) can easily be calculated using tables of the bivariate normal distribution, where ξ, η are independent, ξ has a normal distribution, and η has a truncated ...

What exactly is an Anderson-Darling test? Testing for normality is often the first step in analyzing your data. Many ...

For a spherically symmetric multivariate normal random sample, the asymptotic distribution of the largest interpoint Euclidean distance is derived. The number of interpoint distances exceeding a high ...