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  2. Histogram - Wikipedia

    en.wikipedia.org/wiki/Histogram

    The data shown is a random sample of 10,000 points from a normal distribution with a mean of 0 and a standard deviation of 1. The data used to construct a histogram are generated via a function m i that counts the number of observations that fall into each of the disjoint categories (known as bins).

  3. Law of large numbers - Wikipedia

    en.wikipedia.org/wiki/Law_of_large_numbers

    They are called the strong law of large numbers and the weak law of large numbers. [ 16 ] [ 1 ] Stated for the case where X 1 , X 2 , ... is an infinite sequence of independent and identically distributed (i.i.d.) Lebesgue integrable random variables with expected value E( X 1 ) = E( X 2 ) = ... = μ , both versions of the law state that the ...

  4. Shape of a probability distribution - Wikipedia

    en.wikipedia.org/wiki/Shape_of_a_probability...

    Considerations of the shape of a distribution arise in statistical data analysis, where simple quantitative descriptive statistics and plotting techniques such as histograms can lead on to the selection of a particular family of distributions for modelling purposes. The normal distribution, often called the "bell curve" Exponential distribution

  5. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    If is a standard normal deviate, then = + will have a normal distribution with expected value and standard deviation . This is equivalent to saying that the standard normal distribution Z {\textstyle Z} can be scaled/stretched by a factor of σ {\textstyle \sigma } and shifted by μ {\textstyle \mu } to yield a different normal distribution ...

  6. Freedman–Diaconis rule - Wikipedia

    en.wikipedia.org/wiki/Freedman–Diaconis_rule

    where ⁡ is the interquartile range of the data and is the number of observations in the sample . In fact if the normal density is used the factor 2 in front comes out to be ∼ 2.59 {\displaystyle \sim 2.59} , [ 4 ] but 2 is the factor recommended by Freedman and Diaconis.

  7. Probability distribution fitting - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution...

    The F-expression of the positively skewed Gumbel distribution is: F=exp[-exp{-(X-u)/0.78s}], where u is the mode (i.e. the value occurring most frequently) and s is the standard deviation. The Gumbel distribution can be transformed using F'=1-exp[-exp{-(x-u)/0.78s}] . This transformation yields the inverse, mirrored, or complementary Gumbel ...

  8. Empirical distribution function - Wikipedia

    en.wikipedia.org/wiki/Empirical_distribution...

    This result is extended by the Donsker’s theorem, which asserts that the empirical process (^), viewed as a function indexed by , converges in distribution in the Skorokhod space [, +] to the mean-zero Gaussian process =, where B is the standard Brownian bridge. [5]

  9. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    A large standard deviation indicates that the data points can spread far from the mean and a small standard deviation indicates that they are clustered closely around the mean. For example, each of the three populations {0, 0, 14, 14}, {0, 6, 8, 14} and {6, 6, 8, 8} has a mean of 7. Their standard deviations are 7, 5, and 1, respectively.