Weibull distributionIn probability theory and statistics, the Weibull distribution ˈwaɪbʊl is a continuous probability distribution. It models a broad range of random variables, largely in the nature of a time to failure or time between events. Examples are maximum one-day rainfalls and the time a user spends on a web page. The distribution is named after Swedish mathematician Waloddi Weibull, who described it in detail in 1939, although it was first identified by Maurice René Fréchet and first applied by to describe a particle size distribution.
Digital filterIn signal processing, a digital filter is a system that performs mathematical operations on a sampled, discrete-time signal to reduce or enhance certain aspects of that signal. This is in contrast to the other major type of electronic filter, the analog filter, which is typically an electronic circuit operating on continuous-time analog signals. A digital filter system usually consists of an analog-to-digital converter (ADC) to sample the input signal, followed by a microprocessor and some peripheral components such as memory to store data and filter coefficients etc.
Poisson regressionIn statistics, Poisson regression is a generalized linear model form of regression analysis used to model count data and contingency tables. Poisson regression assumes the response variable Y has a Poisson distribution, and assumes the logarithm of its expected value can be modeled by a linear combination of unknown parameters. A Poisson regression model is sometimes known as a log-linear model, especially when used to model contingency tables.
Orthogonal polynomialsIn mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal to each other under some inner product. The most widely used orthogonal polynomials are the classical orthogonal polynomials, consisting of the Hermite polynomials, the Laguerre polynomials and the Jacobi polynomials. The Gegenbauer polynomials form the most important class of Jacobi polynomials; they include the Chebyshev polynomials, and the Legendre polynomials as special cases.
Band-pass filterA band-pass filter or bandpass filter (BPF) is a device that passes frequencies within a certain range and rejects (attenuates) frequencies outside that range. In electronics and signal processing, a filter is usually a two-port circuit or device which removes frequency components of a signal (an alternating voltage or current). A band-pass filter allows through components in a specified band of frequencies, called its passband but blocks components with frequencies above or below this band.
Stable distributionIn 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. Of the four parameters defining the family, most attention has been focused on the stability parameter, (see panel).
Pareto distributionThe Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, is a power-law probability distribution that is used in description of social, quality control, scientific, geophysical, actuarial, and many other types of observable phenomena; the principle originally applied to describing the distribution of wealth in a society, fitting the trend that a large portion of wealth is held by a small fraction of the population.
Kalman filterFor statistics and control theory, Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, including statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. Kálmán, who was one of the primary developers of its theory.
Analogue filterAnalogue filters are a basic building block of signal processing much used in electronics. Amongst their many applications are the separation of an audio signal before application to bass, mid-range, and tweeter loudspeakers; the combining and later separation of multiple telephone conversations onto a single channel; the selection of a chosen radio station in a radio receiver and rejection of others.
Normal distributionIn statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is The parameter is the mean or expectation of the distribution (and also its median and mode), while the parameter is its standard deviation. The variance of the distribution is . A random variable with a Gaussian distribution is said to be normally distributed, and is called a normal deviate.
Ratio distributionA ratio distribution (also known as a quotient distribution) is a probability distribution constructed as the distribution of the ratio of random variables having two other known distributions. Given two (usually independent) 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. An example is the Cauchy distribution (also called the normal ratio distribution), which comes about as the ratio of two normally distributed variables with zero mean.
Classical orthogonal polynomialsIn mathematics, the classical orthogonal polynomials are the most widely used orthogonal polynomials: the Hermite polynomials, Laguerre polynomials, Jacobi polynomials (including as a special case the Gegenbauer polynomials, Chebyshev polynomials, and Legendre polynomials). They have many important applications in such areas as mathematical physics (in particular, the theory of random matrices), approximation theory, numerical analysis, and many others.
