Formulas
This SOCR Wiki page contains a number of formulas, mathematical expressions and symbolic representations that are used in varieties of SOCR resources. Usage is defined as a reference by image, text, TeX, URL, etc. For instance the SOCR Distributome project uses these formulas to represent PDFs, CDFs, transformations, etc.
Probability Density Functions (PDFs)
- Standard Normal PDF\[f(x)= {e^{-x^2} \over \sqrt{2 \pi}}\]
- General Normal PDF\[f(x)= {e^{{-(x-\mu)^2} \over 2\sigma^2} \over \sqrt{2 \pi\sigma^2}}\]
- Chi-Square PDF\[\frac{(1/2)^{k/2}}{\Gamma(k/2)} x^{k/2 - 1} e^{-x/2}\,\]
- Gamma PDF\[x^{k-1} \frac{\exp{\left(-x/\theta\right)}}{\Gamma(k)\,\theta^k}\,\!\]
- Beta PDF\[ \frac{\Gamma(\alpha+\beta)}{\Gamma(\alpha)\Gamma(\beta)}\, x^{\alpha-1}(1-x)^{\beta-1}\!\]
- Student's T PDF\[\frac{\Gamma(\frac{\nu+1}{2})} {\sqrt{\nu\pi}\,\Gamma(\frac{\nu}{2})} \left(1+\frac{x^2}{\nu} \right)^{-(\frac{\nu+1}{2})}\!\]
- Poisson PDF\[\frac{e^{-\lambda} \lambda^k}{k!}\!\]
- Chi PDF\[\frac{2^{1-k/2}x^{k-1}e^{-x^2/2}}{\Gamma(k/2)}\]
- Cauchy PDF\[\frac{1}{\pi\gamma \left[1 + \left(\frac{x-x_0}{\gamma}\right)^2\right]}\]
- Exponential PDF\[ \lambda e^{-\lambda x},\; x \ge 0\]
Transformations
- Standard Normal to General Normal Transformation\[\mu+\sigma\times X\]
- General Normal to Standard Normal Transformation\[X-\mu \over \sigma\]
- Standard Normal to Chi Transformation\[|\ X |\]
- Standard Normal to Chi-Square Transformation\[\sum_{k=1}^{\nu} X_k^2\]
- Gamma to General Normal Transformation\[\mu=\alpha\times\beta;\sigma^2=\alpha^2\times\beta;\beta\longrightarrow\infty\]
- Gamma to Exponential Transformation: The special case of \({\Gamma}(k=1, \theta=1/\lambda)\,\) is equivalent to exponential \(Exp(\lambda)\).
- Gamma to Beta Transformation\[X_1 \over X_1 + X_2\].
- Student's T to Standard Normal Transformation\[n\longrightarrow\infty\]
- Student's T to Cauchy Transformation\[n=1 \ \]
- SOCR Home page: http://www.socr.ucla.edu
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