scientific article; zbMATH DE number 1495246

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[For the review of the second edition from 1993 see Zbl 0834.62001.] The third edition of this handbook includes an increased number of distributions and material on variate relationships. First, terms and symbols are defined. The authors distinguish between a random variable and a variate, which is a generalisation of the idea of a random variable. A variate is the set of all random variables that obey a given probabilistic law. A special chapter is devoted to formulations of the general relationships between variates. A description of 40 distributions is given. The basic descriptions concern distribution functions, probability density functions and some important functions (e.g., moment generating functions, characteristic functions) and parameters. There are also given variate relationships (limiting forms, relations to other variates, etc.), parameter estimations and random number generation. The structure of the description is not uniform for all variates, e.g. the parameter estimation for some distributions is ommitted. Computing references for almost all distributions are added. The statistical tables are brief: normal distribution function, percentiles of the chi-squared distribution, \(F\)-distribution and Student's distribution. Partial expectations for the standard normal distribution are also tabulated.




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