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  2. Divergence-from-randomness model - Wikipedia

    en.wikipedia.org/wiki/Divergence-from-randomness...

    The probability spaces of the product are invariant and the probability of a given sequence is the product of the probabilities at each trial. Consequently, if p=P(t) is the prior probability that the outcome is t and the number of experiments is ld we obtain the probability of X t = t f {\displaystyle X_{t}=tf} is equal to:

  3. Q-function - Wikipedia

    en.wikipedia.org/wiki/Q-function

    [1] [2] In other words, () is the probability that a normal (Gaussian) random variable will obtain a value larger than standard deviations. Equivalently, () is the probability that a standard normal random variable takes a value larger than .

  4. Equivalence (measure theory) - Wikipedia

    en.wikipedia.org/wiki/Equivalence_(measure_theory)

    Define the two measures on the real line as = [,] () = [,] for all Borel sets. Then and are equivalent, since all sets outside of [,] have and measure zero, and a set inside [,] is a -null set or a -null set exactly when it is a null set with respect to Lebesgue measure.

  5. Kolmogorov–Smirnov test - Wikipedia

    en.wikipedia.org/wiki/Kolmogorov–Smirnov_test

    Illustration of the Kolmogorov–Smirnov statistic. The red line is a model CDF, the blue line is an empirical CDF, and the black arrow is the KS statistic.. In statistics, the Kolmogorov–Smirnov test (also K–S test or KS test) is a nonparametric test of the equality of continuous (or discontinuous, see Section 2.2), one-dimensional probability distributions.

  6. Exponentially equivalent measures - Wikipedia

    en.wikipedia.org/wiki/Exponentially_equivalent...

    Let (,) be a metric space and consider two one-parameter families of probability measures on , say () > and () >. These two families are said to be exponentially equivalent if there exist a one-parameter family of probability spaces ( Ω , Σ ε , P ε ) ε > 0 {\displaystyle (\Omega ,\Sigma _{\varepsilon },P_{\varepsilon })_{\varepsilon >0}} ,

  7. Ensemble (mathematical physics) - Wikipedia

    en.wikipedia.org/wiki/Ensemble_(mathematical...

    Test whether A, B are statistically equivalent. If p is a real number such that 0 < p < 1, then produce a new ensemble by probabilistic sampling from A with probability p and from B with probability 1 − p. Under certain conditions, therefore, equivalence classes of statistical ensembles have the structure of a convex set.

  8. Convergence of random variables - Wikipedia

    en.wikipedia.org/wiki/Convergence_of_random...

    If X n converges in probability to X, and if P(| X n | ≤ b) = 1 for all n and some b, then X n converges in rth mean to X for all r ≥ 1. In other words, if X n converges in probability to X and all random variables X n are almost surely bounded above and below, then X n converges to X also in any rth mean. [10] Almost sure representation ...

  9. Probabilistic method - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_method

    Alternatively, the probabilistic method can also be used to guarantee the existence of a desired element in a sample space with a value that is greater than or equal to the calculated expected value, since the non-existence of such element would imply every element in the sample space is less than the expected value, a contradiction.

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