TracyWidomDistribution

TracyWidomDistribution[β]

represents a TracyWidom distribution with Dyson index β.

Details

Examples

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Basic Examples  (4)

Probability density function:

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Cumulative distribution function:

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Mean and variance:

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Median:

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Scope  (4)

Applications  (4)

Properties & Relations  (2)

See Also

MatrixPropertyDistribution  GaussianUnitaryMatrixDistribution  GaussianOrthogonalMatrixDistribution  GaussianSymplecticMatrixDistribution  WishartMatrixDistribution

Introduced in 2015
(10.3)