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  2. Geometric distribution - Wikipedia

    en.wikipedia.org/wiki/Geometric_distribution

    2.2.1 Proof of expected value. 2.3 Summary statistics. 3 Entropy and Fisher's Information. ... The mean of the geometric distribution is its expected value which is, ...

  3. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The Gauss–Kuzmin distribution; The geometric distribution, a discrete distribution which describes the number of attempts needed to get the first success in a series of independent Bernoulli trials, or alternatively only the number of losses before the first success (i.e. one less). The Hermite distribution; The logarithmic (series) distribution

  4. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    Informally, the expected value is the mean of the possible values a random variable can take, weighted by the probability of those outcomes. Since it is obtained through arithmetic, the expected value sometimes may not even be included in the sample data set; it is not the value you would "expect" to get in reality.

  5. Negative hypergeometric distribution - Wikipedia

    en.wikipedia.org/wiki/Negative_hypergeometric...

    Negative-hypergeometric distribution (like the hypergeometric distribution) deals with draws without replacement, so that the probability of success is different in each draw. In contrast, negative-binomial distribution (like the binomial distribution) deals with draws with replacement , so that the probability of success is the same and the ...

  6. Sum of normally distributed random variables - Wikipedia

    en.wikipedia.org/wiki/Sum_of_normally...

    1.1.3 Geometric proof. 2 Correlated random variables. ... This is the characteristic function of the normal distribution with expected value ...

  7. Hypergeometric distribution - Wikipedia

    en.wikipedia.org/wiki/Hypergeometric_distribution

    The test based on the hypergeometric distribution (hypergeometric test) is identical to the corresponding one-tailed version of Fisher's exact test. [6] Reciprocally, the p-value of a two-sided Fisher's exact test can be calculated as the sum of two appropriate hypergeometric tests (for more information see [7]).

  8. Characteristic function (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Characteristic_function...

    There is a one-to-one correspondence between cumulative distribution functions and characteristic functions, so it is possible to find one of these functions if we know the other. The formula in the definition of characteristic function allows us to compute φ when we know the distribution function F (or density f).

  9. Law of the unconscious statistician - Wikipedia

    en.wikipedia.org/wiki/Law_of_the_unconscious...

    This proposition is (sometimes) known as the law of the unconscious statistician because of a purported tendency to think of the aforementioned law as the very definition of the expected value of a function g(X) and a random variable X, rather than (more formally) as a consequence of the true definition of expected value. [1]