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		<id>https://en.formulasearchengine.com/w/index.php?title=Stress_functions&amp;diff=21695</id>
		<title>Stress functions</title>
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		<updated>2014-01-16T22:35:12Z</updated>

		<summary type="html">&lt;p&gt;89.70.239.182: /* Airy stress function */&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;{{Probability distribution&lt;br /&gt;
  | type       = density&lt;br /&gt;
  | pdf_image  = &lt;br /&gt;
  | cdf_image  = &lt;br /&gt;
  | notation   = Tukey(&#039;&#039;λ&#039;&#039;)&lt;br /&gt;
  | parameters = &#039;&#039;λ&#039;&#039; ∈ &#039;&#039;&#039;R&#039;&#039;&#039; — [[shape parameter]] &lt;br /&gt;
  | support    = &#039;&#039;x&#039;&#039; ∈ [−1/&#039;&#039;λ&#039;&#039;, 1/&#039;&#039;λ&#039;&#039;] for &#039;&#039;λ&#039;&#039;&amp;amp;thinsp;&amp;gt;&amp;amp;thinsp;0,&amp;lt;br/&amp;gt;&#039;&#039;x&#039;&#039; ∈ &#039;&#039;&#039;R&#039;&#039;&#039; for &#039;&#039;λ&#039;&#039;&amp;amp;thinsp;≤&amp;amp;thinsp;0&lt;br /&gt;
  | pdf        = &amp;lt;math&amp;gt;(Q(p;\lambda)\,,Q&#039;(p;\lambda)^{-1}),\, 0\leq\,p\,\leq\,1&amp;lt;/math&amp;gt;&lt;br /&gt;
  | cdf        = &amp;lt;math&amp;gt;(e^{-x}+1)^{-1},\,\,\lambda\,=\,0&amp;lt;/math&amp;gt;&lt;br /&gt;
  | mean       = &amp;lt;math&amp;gt;0,\,\,\lambda &amp;gt; -1&amp;lt;/math&amp;gt;&lt;br /&gt;
  | median     = 0&lt;br /&gt;
  | mode       = 0&lt;br /&gt;
  | variance   = &amp;lt;math&amp;gt;\frac{2}{\lambda^2}\bigg(\frac{1}{1+2\lambda}-\frac{\Gamma(\lambda+1)^2}{\Gamma(2\lambda+2)}\bigg),\,\,\lambda &amp;gt; -1/2&amp;lt;/math&amp;gt;&amp;lt;br/&amp;gt;&amp;lt;math&amp;gt;\frac{ \pi^{2} }{ 3 },\,\,\lambda\,=\,0&amp;lt;/math&amp;gt;&lt;br /&gt;
  | skewness   = &amp;lt;math&amp;gt;0,\,\,\lambda &amp;gt; -1/3&amp;lt;/math&amp;gt;&lt;br /&gt;
  | kurtosis   = &amp;lt;math&amp;gt;\frac{(2\lambda+1)^2}{2(4\lambda+1)} \frac{ g_2^2\big(3g_2^2-4g_1g_3+g_4\big)}{g_4\big(g_1^2-g_2\big)^2} - 3,&amp;lt;/math&amp;gt;&amp;lt;br/&amp;gt;&amp;lt;math&amp;gt; 1.2,\,\,\lambda\,=\,0,&amp;lt;/math&amp;gt; where &#039;&#039;g&#039;&#039;&amp;lt;sub&amp;gt;&#039;&#039;k&#039;&#039;&amp;lt;/sub&amp;gt; = &amp;amp;Gamma;(&#039;&#039;kλ&#039;&#039;+1) and &#039;&#039;λ&#039;&#039; &amp;gt; -1/4.&lt;br /&gt;
  | entropy    = &amp;lt;math&amp;gt;h(\lambda) = \int_0^1 \log (Q&#039;(p;\lambda))\,dp&amp;lt;/math&amp;gt;&amp;lt;ref&amp;gt;{{Citation |last1=Vasicek  |first1=Oldrich |year=1976 |title=A Test for Normality Based on Sample Entropy |journal=Journal of the Royal Statistical Society, Series B |volume=38 |issue=1 |pages=54–59 |postscript=. }}&amp;lt;/ref&amp;gt;&lt;br /&gt;
  | mgf        = &lt;br /&gt;
  | cf         = &amp;lt;math&amp;gt;\phi(t;\lambda) = \int_0^1 \exp (\,i t\,Q(p;\lambda))\,dp&amp;lt;/math&amp;gt;&amp;lt;ref&amp;gt;{{Citation |last1=Shaw |first1=W. T. |last2=McCabe |first2=J. |year=2009 |title=Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space |journal=Eprint-arXiv:0903,1592 }}&amp;lt;/ref&amp;gt;&lt;br /&gt;
 }}&lt;br /&gt;
Formalized by [[John Tukey]], the &#039;&#039;&#039;Tukey lambda distribution&#039;&#039;&#039; is a continuous probability distribution defined in terms of its [[quantile function]]. It is typically used to identify an appropriate distribution (see the comments below) and not used in [[statistical model]]s directly.&lt;br /&gt;
&lt;br /&gt;
The Tukey lambda distribution has a single [[shape parameter]] &amp;amp;lambda;. As with other probability distributions, the Tukey lambda distribution can be transformed with a [[location parameter]], &amp;amp;mu;, and a [[scale parameter]], &amp;amp;sigma;. Since the general form of probability distribution can be expressed in terms of the standard distribution, the subsequent formulas are given for the standard form of the function.&lt;br /&gt;
&lt;br /&gt;
==Quantile function==&lt;br /&gt;
&lt;br /&gt;
For the standard form of the Tukey lambda distribution, the quantile function, Q(p), (i.e. the inverse of the [[cumulative distribution function]]) and the quantile density function (i.e. the derivative of the quantile function) are&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
Q\left(p;\lambda\right) = &lt;br /&gt;
\begin{cases}&lt;br /&gt;
\frac{ 1 }{ \lambda } \left[p^\lambda - (1 - p)^\lambda\right], &amp;amp; \mbox{if } \lambda \ne 0 \\&lt;br /&gt;
\log(\frac{p}{1-p}), &amp;amp; \mbox{if } \lambda = 0,&lt;br /&gt;
\end{cases}&amp;lt;/math&amp;gt;&lt;br /&gt;
:&amp;lt;math&amp;gt;Q&#039;\left(p;\lambda\right) = p^{(\lambda-1)} + \left(1-p\right)^{(\lambda-1)}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The [[probability density function]] (pdf) and [[cumulative distribution function]] (cdf) are both computed numerically, as the Tukey lambda distribution does not have a simple, closed form for any values of the parameters except &#039;&#039;λ&#039;&#039; = 0 (see [[logistic distribution]]).  However, the pdf can be expressed in parametric form, for all values of &#039;&#039;λ&#039;&#039;, in terms of the quantile function and the reciprocal of the quantile density function.&lt;br /&gt;
&lt;br /&gt;
==Moments==&lt;br /&gt;
The Tukey lambda distribution is symmetric around zero, therefore the expected value of this distribution is equal to zero. The variance exists for {{nowrap|&#039;&#039;λ&#039;&#039; &amp;gt; −½}} and is given by the formula (except when &#039;&#039;λ&#039;&#039; = 0)&lt;br /&gt;
: &amp;lt;math&amp;gt;&lt;br /&gt;
    \operatorname{Var}[X] = \frac{2}{\lambda^2}\bigg(\frac{1}{1+2\lambda} - \frac{\Gamma(\lambda+1)^2}{\Gamma(2\lambda+2)}\bigg).&lt;br /&gt;
  &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
More generally, the &#039;&#039;n&#039;&#039;-th order moment is finite when {{nowrap|&#039;&#039;λ&#039;&#039; &amp;gt; −1/&#039;&#039;n&#039;&#039;}} and is expressed in terms of the [[beta function]] &#039;&#039;Β&#039;&#039;(&#039;&#039;x&#039;&#039;,&#039;&#039;y&#039;&#039;) (except when &#039;&#039;λ&#039;&#039; = 0) :&lt;br /&gt;
: &amp;lt;math&amp;gt;&lt;br /&gt;
    \mu_n = \operatorname{E}[X^n] = \frac{1}{\lambda^n} \sum_{k=0}^n (-1)^k {n \choose k}\, \Beta(\lambda k+1,\, \lambda(n-k)+1 ).&lt;br /&gt;
  &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Note that due to symmetry of the density function, all moments of odd orders are equal to zero.&lt;br /&gt;
&lt;br /&gt;
==Comments==&lt;br /&gt;
The Tukey lambda distribution is actually a family of distributions that can approximate a number of common distributions. For example,&lt;br /&gt;
{| class=&amp;quot;wikitable&amp;quot;&lt;br /&gt;
|-&lt;br /&gt;
| &#039;&#039;λ&#039;&#039; = −1&lt;br /&gt;
| approx. [[Cauchy distribution|Cauchy]] &#039;&#039;C&#039;&#039;(0,&#039;&#039;π&#039;&#039;)&lt;br /&gt;
|-&lt;br /&gt;
| &#039;&#039;λ&#039;&#039; = 0&lt;br /&gt;
| exactly [[logistic distribution|logistic]]&lt;br /&gt;
|-&lt;br /&gt;
| &#039;&#039;λ&#039;&#039; = 0.14&lt;br /&gt;
| approx. [[normal distribution|normal]] &#039;&#039;N&#039;&#039;(0, 2.142)&lt;br /&gt;
|-&lt;br /&gt;
| &#039;&#039;λ&#039;&#039; = 0.5&lt;br /&gt;
| strictly [[concave function|concave]] (&amp;lt;math&amp;gt;\cap&amp;lt;/math&amp;gt;-shaped)&lt;br /&gt;
|-&lt;br /&gt;
| &#039;&#039;λ&#039;&#039; = 1 &lt;br /&gt;
| exactly [[continuous uniform distribution|uniform]] &#039;&#039;U&#039;&#039;(−1, 1)&lt;br /&gt;
|-&lt;br /&gt;
| &#039;&#039;λ&#039;&#039; = 2 &lt;br /&gt;
| exactly [[continuous uniform distribution|uniform]] &#039;&#039;U&#039;&#039;(−½, ½)&lt;br /&gt;
|}&lt;br /&gt;
&lt;br /&gt;
The most common use of this distribution is to generate a Tukey lambda [[PPCC plot]] of a [[data set]]. Based on the PPCC plot, an appropriate [[statistical model|model]] for the data is suggested. For example, if the maximum [[correlation]] occurs for a value of &#039;&#039;λ&#039;&#039; at or near 0.14, then the data can be modeled with a normal distribution. Values of &#039;&#039;λ&#039;&#039; less than this imply a heavy-tailed distribution (with −1 approximating a Cauchy). That is, as the optimal value of lambda goes from 0.14 to −1, increasingly heavy tails are implied. Similarly, as the optimal value of &#039;&#039;λ&#039;&#039; becomes greater than 0.14, shorter tails are implied.&lt;br /&gt;
&lt;br /&gt;
Since the Tukey lambda distribution is a [[reflection symmetry|symmetric]] distribution, the use of the Tukey lambda PPCC plot to determine a reasonable distribution to model the data only applies to symmetric distributions. A [[histogram]] of the data should provide evidence as to whether the data can be reasonably modeled with a symmetric distribution.&amp;lt;ref&amp;gt;{{Citation| title=Some Properties of the Range in Samples from Tukey&#039;s Symmetric Lambda Distributions| first1=Brian L. |last1=Joiner|first2=Joan R. |last2=Rosenblatt| journal=Journal of the American Statistical Association| volume=66 |issue=334 |year=1971| pages=394&amp;amp;ndash;399| doi=10.2307/2283943| jstor=2283943}}&amp;lt;/ref&amp;gt;&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
{{Reflist}}&lt;br /&gt;
&lt;br /&gt;
==External links==&lt;br /&gt;
*[http://www.itl.nist.gov/div898/handbook/eda/section3/eda366f.htm Tukey-Lambda Distribution]&lt;br /&gt;
&lt;br /&gt;
{{NIST-PD}}&lt;br /&gt;
{{ProbDistributions|continuous-variable}}&lt;br /&gt;
&lt;br /&gt;
[[Category:Continuous distributions]]&lt;br /&gt;
[[Category:Probability distributions with non-finite variance]]&lt;br /&gt;
[[Category:Probability distributions]]&lt;/div&gt;</summary>
		<author><name>89.70.239.182</name></author>
	</entry>
	<entry>
		<id>https://en.formulasearchengine.com/w/index.php?title=Knaster%E2%80%93Kuratowski_fan&amp;diff=21446</id>
		<title>Knaster–Kuratowski fan</title>
		<link rel="alternate" type="text/html" href="https://en.formulasearchengine.com/w/index.php?title=Knaster%E2%80%93Kuratowski_fan&amp;diff=21446"/>
		<updated>2013-09-26T09:27:33Z</updated>

		<summary type="html">&lt;p&gt;89.70.126.226: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;In [[functional analysis]], a branch of [[mathematics]], the &#039;&#039;&#039;Favard operators&#039;&#039;&#039; are defined by:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;[\mathcal{F}_n(f)](x) = \frac{\sqrt{n}}{n\sqrt{c\pi}} \sum_{k=-\infty}^\infty {\exp{\left({\frac{-n}{c} {\left({\frac{k}{n}-x}\right)}^2 }\right)} f\left(\frac{k}{n}\right)}&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where &amp;lt;math&amp;gt;x\in\mathbb{R}&amp;lt;/math&amp;gt;, &amp;lt;math&amp;gt;n\in\mathbb{N}&amp;lt;/math&amp;gt;, and &amp;lt;math&amp;gt;c\in\mathbb{R^{+}}&amp;lt;/math&amp;gt;.&amp;lt;ref name=&amp;quot;Nowak&amp;quot;&amp;gt;{{cite journal| last=Nowak | first=Grzegorz | coauthors=Aneta Sikorska-Nowak | date=14 November 2007| title=On the generalized Favard–Kantorovich and Favard–Durrmeyer operators in exponential function spaces | journal=Journal of Inequalities and Applications | volume=2007 | url=http://www.hindawi.com/journals/jia/raa.75142.html | doi=10.1155/2007/75142 | pages=1| format={{dead link|date=June 2010}}}}&amp;lt;/ref&amp;gt; They are named after [[Jean Favard]].&lt;br /&gt;
&lt;br /&gt;
==Generalizations==&lt;br /&gt;
A common generalization is:&lt;br /&gt;
:&amp;lt;math&amp;gt;[\mathcal{F}_n(f)](x) = \frac{1}{n\gamma_n\sqrt{2\pi}} \sum_{k=-\infty}^\infty {\exp{\left({\frac{-1}{2\gamma_n^2} {\left({\frac{k}{n}-x}\right)}^2 }\right)} f\left(\frac{k}{n}\right)}&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where &amp;lt;math&amp;gt;(\gamma_n)_{n=1}^\infty&amp;lt;/math&amp;gt; is a positive sequence that [[Limit of a sequence|converges]] to 0.&amp;lt;ref name=&amp;quot;Nowak&amp;quot;/&amp;gt; This reduces to the classical Favard operators when &amp;lt;math&amp;gt;\gamma_n^2=c/(2n)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
*{{cite journal| last=Favard | first=Jean | authorlink=Jean Favard | year=1944 | title=Sur les multiplicateurs d&#039;interpolation | journal=Journal de Mathematiques Pures et Appliquees | volume=23 | issue=9 | pages=219–247}} {{fr icon}} This paper also discussed [[Szász–Mirakyan operator]]s, which is why Favard is sometimes credited with their development (e.g. Favard–Szász operators).&lt;br /&gt;
&lt;br /&gt;
===Footnotes===&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;br /&gt;
&lt;br /&gt;
{{DEFAULTSORT:Favard Operator}}&lt;br /&gt;
[[Category:Approximation theory]]&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
{{mathanalysis-stub}}&lt;/div&gt;</summary>
		<author><name>89.70.126.226</name></author>
	</entry>
	<entry>
		<id>https://en.formulasearchengine.com/w/index.php?title=Proxmap_sort&amp;diff=267546</id>
		<title>Proxmap sort</title>
		<link rel="alternate" type="text/html" href="https://en.formulasearchengine.com/w/index.php?title=Proxmap_sort&amp;diff=267546"/>
		<updated>2012-07-31T17:49:19Z</updated>

		<summary type="html">&lt;p&gt;89.70.157.68: /* Pseudocode */ add indentation&lt;/p&gt;
&lt;hr /&gt;
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		<author><name>89.70.157.68</name></author>
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