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  2. Minimum-variance unbiased estimator - Wikipedia

    en.wikipedia.org/wiki/Minimum-variance_unbiased...

    In statistics a minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter.

  3. Method of moments (statistics) - Wikipedia

    en.wikipedia.org/wiki/Method_of_moments_(statistics)

    In statistics, the method of moments is a method of estimation of population parameters. The same principle is used to derive higher moments like skewness and kurtosis. It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest. Those ...

  4. Unbiased estimation of standard deviation - Wikipedia

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

    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 calculation equals the true value.

  5. Confidence interval - Wikipedia

    en.wikipedia.org/wiki/Confidence_interval

    Credence (statistics) – Measure of belief strength used in statistics; Credible interval, a Bayesian alternative for interval estimation; Cumulative distribution function-based nonparametric confidence interval – Class of confidence intervals around statistical functionals of a distribution

  6. Log-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Log-normal_distribution

    Sizes of text-based emails (1990s) and multimedia-based emails (2000s). [62] In computer networks and Internet traffic analysis, log-normal is shown as a good statistical model to represent the amount of traffic per unit time. This has been shown by applying a robust statistical approach on a large groups of real Internet traces.

  7. Measurement uncertainty - Wikipedia

    en.wikipedia.org/wiki/Measurement_uncertainty

    In metrology, measurement uncertainty is the expression of the statistical dispersion of the values attributed to a quantity measured on an interval or ratio scale.. All measurements are subject to uncertainty and a measurement result is complete only when it is accompanied by a statement of the associated uncertainty, such as the standard deviation.

  8. Second moment method - Wikipedia

    en.wikipedia.org/wiki/Second_moment_method

    In mathematics, the second moment method is a technique used in probability theory and analysis to show that a random variable has positive probability of being positive. More generally, the "moment method" consists of bounding the probability that a random variable fluctuates far from its mean, by using its moments.

  9. Maximum likelihood estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_likelihood_estimation

    In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model , the observed data is most probable.