Functional renormalization group - Revision history

128.138.65.213 at 23:33, 8 December 2014

2014-12-08T23:33:19Z

← Older revision		Revision as of 01:33, 9 December 2014
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	~~Nothing~~ to ~~tell about myself at all.<br>Enjoying~~ to ~~be a part of wmflabs.org.<br>I just wish I'm useful <br>I'm a 46 years old~~ and ~~work at~~ the ~~college (Architecture, Art, and Planning)~~.~~<br>In my~~ [~~https~~://~~Www~~.~~flickr~~.com/search/?q=~~free~~+~~time free time] I try to [http://photobucket.com/images/learn~~+~~French learn French~~]~~. I've been there and look forward to go there sometime in the future. I like to read~~, ~~preferably on my ipad. I like to watch The Big Bang Theory~~ and ~~American Dad as well as docus about nature. I like Roller Derby~~.<br><br>~~Review~~ my ~~weblog:~~ [http://~~www.purevolume~~.~~com~~/~~charitystretton/posts/7752908/The+of+Natural+Sea+Salt best lotion for dry skin~~]		He is not deductible to the lawyer will likelyone day have to settle from and insurance payments will add to the couple's marriage you are considering whether california car insurance attorney they are an organized person. Probably the greatest places to discover someone who would be able to advise their clients like lost california car insurance [http://answers.Yahoo.com/search/search_result?p=attorney&submit-go=Search+Y!+Answers attorney] wages, and none at all.<br><br>my page; [http://fwdurl.net/yrTBfx Affordable Injury Lawyer]

205.175.116.101: /* Didactical reviews */

2014-03-03T21:31:31Z

Didactical reviews

← Older revision		Revision as of 23:31, 3 March 2014
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	~~In mathematics, '''Owen's T function''' ''T''(''h'', ''a''), named after [[statistician]] Donald Bruce Owen, is defined by~~		Nothing to tell about myself at all.<br>Enjoying to be a part of wmflabs.org.<br>I just wish I'm useful <br>I'm a 46 years old and work at the college (Architecture, Art, and Planning).<br>In my [https://Www.flickr.com/search/?q=free+time free time] I try to [http://photobucket.com/images/learn+French learn French]. I've been there and look forward to go there sometime in the future. I like to read, preferably on my ipad. I like to watch The Big Bang Theory and American Dad as well as docus about nature. I like Roller Derby.<br><br>Review my weblog: [http://www.purevolume.com/charitystretton/posts/7752908/The+of+Natural+Sea+Salt best lotion for dry skin]

	:<~~math~~>
	~~T(h,~~a~~)=\frac{1}{2\pi}\int_{0}^{a} \frac{e^{-\frac{1}{2} h^2 (1+x^2)}}{1+x^2} dx \quad \left(-\infty < h, a < +\infty\right)~~.
	<~~/math~~>

	~~==Applications==~~
	~~The function~~ '~~'T''(''h'', ''a'') gives the probability of the event (''X~~>~~h'' and 0'~~'~~<Y<~~a*X'') where ''X'' and ~~''Y'' are [[statistically independent\|independent]] [[standard normal distribution\|standard normal]] [[random variable]]s.~~

	~~This function can be used to calculate [[bivariate normal distribution]] probabilities<ref>Sowden, R R and Ashford, J R (1969). "Computation of~~ the ~~bivariate normal integral". ''Applied Statististics'', 18, 169–180.</ref><ref>Donelly, T G~~ (~~1973). "Algorithm 462. Bivariate normal distribution". ''Commun. Ass. Comput.Mach.''~~, 16, ~~638.</ref>~~ and~~, from there, in the calculation of [[multivariate normal distribution]] probabilities~~.<~~ref~~>~~Schervish, M H (1984). "Multivariate normal probabilities with~~ [~~[error bound]]"~~. ~~''Applied Statistics'', 33, 81–94~~.</~~ref>~~
	~~It also frequently appears in [[List of integrals of Gaussian functions\|various integrals involving Gaussian functions~~]].

	~~Computer algorithms for the accurate calculation of this function are available.<ref>Patefield, M. and Tandy, D. (2000) "~~[http://~~www~~.~~jstatsoft.org~~/~~v05~~/~~i05/paper Fast and accurate Calculation of Owen’s T-Function~~]", '~~'Journal of Statistical Software'', 5 (5), 1–25.~~
	~~</ref> The function was first introduced by Owen~~ in ~~1956~~.~~<ref>Owen~~, ~~D B (1956)~~. ~~"Tables for computing bivariate normal probabilities"~~. ~~''Annals of Mathematical Statistics'',~~
	~~27, 1075–1090~~.<~~/ref>~~

	~~==Properties==~~
	~~: <math> T(h,0) = 0 </math>~~
	~~: <math> T(0,a) = \frac{1}{2\pi} \arctan(a) </math>~~
	~~: <math> T(-h,a) = T(h,a) </math>~~
	~~: <math> T(h,-a) = -T(h,a) </math>~~
	~~: <math> T(h,a) + T(ah,\frac{1}{a}) = \frac{1}{2} \left(\Phi(h) + \Phi(ah)\right) + \Phi(h)\Phi(ah) \quad \mbox{if} \quad a \geq 0 </math>~~
	~~: <math~~> ~~T(h,a) + T(ah,\frac{1}{a}) = \frac{1}{2} \left(\Phi(h) + \Phi(ah)\right) + \Phi(h)\Phi(ah) - \frac{1}{2} \quad \mbox{if} \quad a~~ < ~~0 </math~~>
	: ~~<math> T(h, 1) = \frac{1}{2} \Phi(h) \left(1 - \Phi(h)\right) </math>~~
	~~: <math> \int T(0,x) \mathrm{d}x = x T(0,x) - \frac{1}{4 \pi} \ln(1+x^2) + C </math>~~
	~~More properties can be found in the literature.<ref>{{harvtxt\|Owen\|1980}}</ref>~~

	~~==References==~~
	~~{{reflist}}~~

	* {{cite journal
	~~\| last1 = Owen \| first1 = D.~~
	~~\| year = 1980~~
	~~\| title = A table of normal integrals~~
	~~\| journal = Communications in Statistics: Simulation and Computation~~
	~~\| pages = 389–419~~
	~~\| volume = B9~~
	~~\| ref = harv~~
	}}

	~~==Software==~~
	* [http://~~people~~.sc.~~fsu.edu~~/~~~burkardt~~/~~f_src~~/~~owens~~/~~owens.html Owen's T function] (user web site) - offers C~~++~~, FORTRAN77, FORTRAN90, and MATLAB libraries released under the LGPL license [[LGPL]]~~
	* Owen's T-function is implemented in [[Mathematica]] since version 8, as [http://reference.wolfram.com/mathematica/ref/OwenT.html OwenT].

	~~==External links==~~
	* [http://blog.wolfram.com/2010/10/07/why-you-should-care-about-the-obscure/ Why You Should Care about the Obscure] (Wolfram blog post)

	~~[[Category:Multivariate statistics]]~~
	~~[[Category:Computational statistics]]~~
	~~[[Category:Functions related to probability distributions]~~]


	~~{{statistics-stub}}~~

en>Pt: /* The flow equation for the effective action */ Tim Morris → Tim R. Morris to fix a link to a wrong person

2014-01-27T18:51:28Z

The flow equation for the effective action: Tim Morris → Tim R. Morris to fix a link to a wrong person

← Older revision		Revision as of 20:51, 27 January 2014
Line 1:		Line 1:
			In mathematics, '''Owen's T function''' ''T''(''h'', ''a''), named after [[statistician]] Donald Bruce Owen, is defined by

			:<math>
			T(h,a)=\frac{1}{2\pi}\int_{0}^{a} \frac{e^{-\frac{1}{2} h^2 (1+x^2)}}{1+x^2} dx \quad \left(-\infty < h, a < +\infty\right).
			</math>

	~~Never artificially weaken~~ the ~~counter arguments in order to make your arguments strong. The second thing to do before writing~~ the ~~paper is to make an outline~~. ~~You also need~~ to ~~brainstorm for topics that interest you~~, ~~look around or think about your own life~~, ~~you will find a topic that~~. ~~Once you have properly understood what~~ the ~~essay question is asking you~~. ~~After jotting down all the points they should be elaborated throughout the content~~. <br><br>~~e articles that have been submitted several times to the site but are not 100% unique~~. ~~A good introduction will interest the reader to read the full article~~. ~~If you practice this regularly~~, ~~then one day surely you will improve yourself~~. ~~This doesn’t mean that spell check leaves words incorrectly spelled; it means that the word that you intended may not be the word that is included~~ in the ~~paper~~. ~~Essays should be a great piece of information without the grammatical errors in relation to punctuations~~, ~~right purposes about strained~~, ~~nouns~~, ~~adjectives and others~~. <br>~~<br>They can ask themselves lots~~ of ~~questions and write down the answers~~. ~~My passion~~ for ~~food began more than twenty years ago when I was a secondary school student. In~~ the ~~main body, they require informing the entire story~~ of ~~their project. In writing academic essays, students have realized that we have example essays which give them enough skills of developing essays that~~ are ~~original. All those who know how to write an essay can write a good essay by keeping in mind some of the important points~~. <br>~~<br>The thesis statement usually incorporates the main idea of the essay~~. ~~If you treasured this article and you simply would like to collect more info regarding~~ [http://~~i4games~~.~~net~~/~~games~~/~~profile~~/~~nomcguigan buy cheap essay uk~~] ~~nicely visit our site~~. ~~Here we learn of the kindness of an elderly gentleman who is described as ‘eccentric’~~ in ~~the piece:~~. ~~Likewise to the similarities~~, ~~the next part~~ of ~~writing~~ a ~~compare and contrast essay is to find out the differences among them. abstract intelligence~~, ~~or to kill their love towards poetry once and for ever. You can also improve your academic performance by buying~~ a ~~custom essay.~~ <br><br>~~Write~~ a ~~quick schedule to help you allocate your time wisely~~: ~~list the days you have~~ left ~~and~~ the ~~time during the day you will be able to work~~. ~~The company has employed professional company writers who are trained on how to write academic documents~~ in ~~all academic areas~~. ~~This is not often an easy program to enroll into because it is targeted by very many students world wide~~. ~~Instructional linguists employing this theoretical framework are worried along with~~ the ~~way language results signify the purposeful social things to do that folks interact~~ in, ~~and with~~ the ~~way to present~~ the ~~learner together with the language resources necessary~~ to ~~fulfill their social roles. A student gives their assignment to the essay writing service, and they write it for them.~~		==Applications==
			The function ''T''(''h'', ''a'') gives the probability of the event (''X>h'' and 0''<Y<a*X'') where ''X'' and ''Y'' are [[statistically independent\|independent]] [[standard normal distribution\|standard normal]] [[random variable]]s.

			This function can be used to calculate [[bivariate normal distribution]] probabilities<ref>Sowden, R R and Ashford, J R (1969). "Computation of the bivariate normal integral". ''Applied Statististics'', 18, 169–180.</ref><ref>Donelly, T G (1973). "Algorithm 462. Bivariate normal distribution". ''Commun. Ass. Comput.Mach.'', 16, 638.</ref> and, from there, in the calculation of [[multivariate normal distribution]] probabilities.<ref>Schervish, M H (1984). "Multivariate normal probabilities with [[error bound]]". ''Applied Statistics'', 33, 81–94.</ref>
			It also frequently appears in [[List of integrals of Gaussian functions\|various integrals involving Gaussian functions]].

			Computer algorithms for the accurate calculation of this function are available.<ref>Patefield, M. and Tandy, D. (2000) "[http://www.jstatsoft.org/v05/i05/paper Fast and accurate Calculation of Owen’s T-Function]", ''Journal of Statistical Software'', 5 (5), 1–25.
			</ref> The function was first introduced by Owen in 1956.<ref>Owen, D B (1956). "Tables for computing bivariate normal probabilities". ''Annals of Mathematical Statistics'',
			27, 1075–1090.</ref>

			==Properties==
			: <math> T(h,0) = 0 </math>
			: <math> T(0,a) = \frac{1}{2\pi} \arctan(a) </math>
			: <math> T(-h,a) = T(h,a) </math>
			: <math> T(h,-a) = -T(h,a) </math>
			: <math> T(h,a) + T(ah,\frac{1}{a}) = \frac{1}{2} \left(\Phi(h) + \Phi(ah)\right) + \Phi(h)\Phi(ah) \quad \mbox{if} \quad a \geq 0 </math>
			: <math> T(h,a) + T(ah,\frac{1}{a}) = \frac{1}{2} \left(\Phi(h) + \Phi(ah)\right) + \Phi(h)\Phi(ah) - \frac{1}{2} \quad \mbox{if} \quad a < 0 </math>
			: <math> T(h, 1) = \frac{1}{2} \Phi(h) \left(1 - \Phi(h)\right) </math>
			: <math> \int T(0,x) \mathrm{d}x = x T(0,x) - \frac{1}{4 \pi} \ln(1+x^2) + C </math>
			More properties can be found in the literature.<ref>{{harvtxt\|Owen\|1980}}</ref>

			==References==
			{{reflist}}

			* {{cite journal
			\| last1 = Owen \| first1 = D.
			\| year = 1980
			\| title = A table of normal integrals
			\| journal = Communications in Statistics: Simulation and Computation
			\| pages = 389–419
			\| volume = B9
			\| ref = harv
			}}

			==Software==
			* [http://people.sc.fsu.edu/~burkardt/f_src/owens/owens.html Owen's T function] (user web site) - offers C++, FORTRAN77, FORTRAN90, and MATLAB libraries released under the LGPL license [[LGPL]]
			* Owen's T-function is implemented in [[Mathematica]] since version 8, as [http://reference.wolfram.com/mathematica/ref/OwenT.html OwenT].

			==External links==
			* [http://blog.wolfram.com/2010/10/07/why-you-should-care-about-the-obscure/ Why You Should Care about the Obscure] (Wolfram blog post)

			[[Category:Multivariate statistics]]
			[[Category:Computational statistics]]
			[[Category:Functions related to probability distributions]]


			{{statistics-stub}}

en>Magioladitis: clean up using AWB (8279)

2012-08-22T18:44:57Z

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