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  2. 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 ...

  3. 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.

  4. 68–95–99.7 rule - Wikipedia

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

    A weaker three-sigma rule can be derived from Chebyshev's inequality, stating that even for non-normally distributed variables, at least 88.8% of cases should fall within properly calculated three-sigma intervals. For unimodal distributions, the probability of being within the interval is at least 95% by the Vysochanskij–Petunin inequality ...

  5. Probability distribution fitting - Wikipedia

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

    An estimate of the uncertainty in the first and second case can be obtained with the binomial probability distribution using for example the probability of exceedance Pe (i.e. the chance that the event X is larger than a reference value Xr of X) and the probability of non-exceedance Pn (i.e. the chance that the event X is smaller than or equal ...

  6. Elliptical distribution - Wikipedia

    en.wikipedia.org/wiki/Elliptical_distribution

    In probability and statistics, an elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. Intuitively, in the simplified two and three dimensional case, the joint distribution forms an ellipse and an ellipsoid, respectively, in iso-density plots.

  7. Probabilistic Turing machine - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_Turing_machine

    In theoretical computer science, a probabilistic Turing machine is a non-deterministic Turing machine that chooses between the available transitions at each point according to some probability distribution.

  8. Probabilistic design - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_design

    Typically, the goal of probabilistic design is to identify the design that will exhibit the smallest effects of random variability. Minimizing random variability is essential to probabilistic design because it limits uncontrollable factors, while also providing a much more precise determination of failure probability.

  9. Non-sampling error - Wikipedia

    en.wikipedia.org/wiki/Non-sampling_error

    Non-sampling errors are much harder to quantify than sampling errors. [2] Non-sampling errors in survey estimates can arise from: [3] Coverage errors, such as failure to accurately represent all population units in the sample, or the inability to obtain information about all sample cases; Response errors by respondents due for example to ...