Sentence examples for multivariate distributions of from inspiring English sources

A large research effort has focused on the investigation of a univariate case of speech signal distribution; however, in this paper, we study the multivariate distributions of speech signal and its representations using the conventional distribution functions, e.g., multivariate Gaussian and multivariate Laplace, and the copula-based multivariate distributions as candidates.

The latter take into account all or some of the joint multivariate distributions of p-values.

Ultrasonographic features of TNBC and non-TNBC were compared using Fisher's exact test for univariate distributions and Yates' chi-square test for multivariate distributions of categorical data.

In practice, these methods are either limited to discrete distributions or are difficult to apply for multivariate distributions of more than 2 or 3 dimensions.

If not all, but some of the multivariate distributions of the p-values are known, it is possible to derive conservative upper bounds of the rejection probability that still give an improvement over the Bonferroni test.

These considerations suggest that multivariate distributions of different physiological properties sampled across many cells in a network may contain unique information both about current tuning of this network, and the mechanisms behind this tuning that may act through local recalibration of properties in individual cells (O'Leary et al., 2013).

First, the multivariate distribution of the asset returns is fitted by a multivariate distribution.

In this paper, we investigate multivariate distribution of speech signal in the time and transformed domains.

However, there are many statistical-based algorithms that take advantage of multivariate distribution of speech signals, and therefore, studying the multivariate distribution of speech to exploit a more proper pdf is a key issue for those speech processing algorithms too.

To study the multivariate distribution of speech features, two classes of pdfs are considered as the candidates in this paper: (1) copula-based distributions and (2) conventional distributions.

This means that the number of simulations from the multivariate distribution of the assets corresponds to the number of simulations from each of the investor's view distributions.