The Monthly publishes articles, as well as notes and other features, about mathematics and the profession. Its readers span a broad spectrum of mathematical interests, and include professional ...
We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...
Canonical discriminant analysis is a dimension-reduction technique related to principal component analysis and canonical correlation. Given a classification variable and several interval variables, ...