The Pearson law is parameterized by
(no unit). Another name
for the Pearson law is Chi-squared law. If random variables follows the Normal law with mean 0 and variance 1, then: |
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Let's take a random variable following the Pearson law, then: | |
is distributed according to the following density of probability, where: |
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And where is a Gamma function. |
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With mean: |
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With variance: |
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With standard deviation: |
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