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  2. Standard error - Wikipedia

    en.wikipedia.org/wiki/Standard_error

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  3. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    Cumulative probability of a normal distribution with expected value 0 and standard deviation 1. In statistics, the standard deviation is a measure of the amount of variation of the values of a variable about its mean. [1] A low standard deviation indicates that the values tend to be close to the mean (also called the expected value) of the set ...

  4. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when and , and it is described by this probability density function (or density): The variable has a mean of 0 and a variance and standard deviation of 1.

  5. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    In statistics, the 68–95–99.7 rule, also known as the empirical rule, and sometimes abbreviated 3sr, is a shorthand used to remember the percentage of values that lie within an interval estimate in a normal distribution: approximately 68%, 95%, and 99.7% of the values lie within one, two, and three standard deviations of the mean, respectively.

  6. Unbiased estimation of standard deviation - Wikipedia

    en.wikipedia.org/wiki/Unbiased_estimation_of...

    Unbiased estimation of standard deviation. In statistics and in particular statistical theory, unbiased estimation of a standard deviation is the calculation from a statistical sample of an estimated value of the standard deviation (a measure of statistical dispersion) of a population of values, in such a way that the expected value of the ...

  7. Errors and residuals - Wikipedia

    en.wikipedia.org/wiki/Errors_and_residuals

    The statistical errors, on the other hand, are independent, and their sum within the random sample is almost surely not zero. One can standardize statistical errors (especially of a normal distribution) in a z-score (or "standard score"), and standardize residuals in a t-statistic, or more generally studentized residuals.

  8. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Propagation of uncertainty. In statistics, propagation of uncertainty (or propagation of error) is the effect of variables ' uncertainties (or errors, more specifically random errors) on the uncertainty of a function based on them. When the variables are the values of experimental measurements they have uncertainties due to measurement ...

  9. Student's t-test - Wikipedia

    en.wikipedia.org/wiki/Student's_t-test

    Student's t-test is a statistical test used to test whether the difference between the response of two groups is statistically significant or not. It is any statistical hypothesis test in which the test statistic follows a Student's t -distribution under the null hypothesis. It is most commonly applied when the test statistic would follow a ...