In a normal distribution, 68% of all data fall between -1 and +1 standard deviations of the mean, 95% fall within two standard deviations, and 99.7% fall within three standard deviations.

The normal inverse Gaussian distribution is defined as a variance-mean mixture of a normal distribution with the inverse Gaussian as the mixing distribution. The distribution determines an homogeneous ...

Abstract: This paper proposes multi-target filtering algorithms in which target dynamics are given in continuous time and measurements are obtained at discrete time instants. In particular, targets ...