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  2. Probability of error - Wikipedia

    en.wikipedia.org/wiki/Probability_of_error

    This statistics -related article is a stub. You can help Wikipedia by expanding it.

  3. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables ⁡ (+) = ⁡ + ⁡ + ⁡ (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...

  4. Type I and type II errors - Wikipedia

    en.wikipedia.org/wiki/Type_I_and_type_II_errors

    The probability of type I errors is called the "false reject rate" (FRR) or false non-match rate (FNMR), while the probability of type II errors is called the "false accept rate" (FAR) or false match rate (FMR). If the system is designed to rarely match suspects then the probability of type II errors can be called the "false alarm rate". On the ...

  5. Errors and residuals - Wikipedia

    en.wikipedia.org/wiki/Errors_and_residuals

    It is remarkable that the sum of squares of the residuals and the sample mean can be shown to be independent of each other, using, e.g. Basu's theorem.That fact, and the normal and chi-squared distributions given above form the basis of calculations involving the t-statistic:

  6. Probable error - Wikipedia

    en.wikipedia.org/wiki/Probable_error

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  7. Q-function - Wikipedia

    en.wikipedia.org/wiki/Q-function

    With the example coefficients tabulated in the paper for =, the relative and absolute approximation errors are less than and , respectively. The coefficients { ( a n , b n ) } n = 1 N {\displaystyle \{(a_{n},b_{n})\}_{n=1}^{N}} for many variations of the exponential approximations and bounds up to N = 25 {\displaystyle N=25} have been released ...

  8. Margin of error - Wikipedia

    en.wikipedia.org/wiki/Margin_of_error

    For a confidence level, there is a corresponding confidence interval about the mean , that is, the interval [, +] within which values of should fall with probability . ...

  9. Mean squared error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_error

    The MSE either assesses the quality of a predictor (i.e., a function mapping arbitrary inputs to a sample of values of some random variable), or of an estimator (i.e., a mathematical function mapping a sample of data to an estimate of a parameter of the population from which the data is sampled).