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  2. Empirical probability - Wikipedia

    en.wikipedia.org/wiki/Empirical_probability

    In probability theory and statistics, the empirical probability, relative frequency, or experimental probability of an event is the ratio of the number of outcomes in which a specified event occurs to the total number of trials, [1] i.e. by means not of a theoretical sample space but of an actual experiment.

  3. 68–95–99.7 rule - Wikipedia

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

    In the empirical sciences, the so-called three-sigma rule of thumb (or 3 σ rule) expresses a conventional heuristic that nearly all values are taken to lie within three standard deviations of the mean, and thus it is empirically useful to treat 99.7% probability as near certainty.

  4. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    With k = 1, q 0.025 = 0.000982 and q 0.975 = 5.024. The reciprocals of the square roots of these two numbers give us the factors 0.45 and 31.9 given above. The reciprocals of the square roots of these two numbers give us the factors 0.45 and 31.9 given above.

  5. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    [3] For instance, if X is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of X would take the value 0.5 (1 in 2 or 1/2) for X = heads, and 0.5 for X = tails (assuming that the coin is fair). More commonly, probability distributions are used to compare the relative occurrence of many different ...

  6. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    Then it follows that X + takes value 2k−1 with probability 6((2k−1)π) −2 for each positive integer k, and takes value 0 with remaining probability. Similarly, X − takes value 2k with probability 6(2kπ) −2 for each positive integer k and takes value 0 with remaining probability.

  7. 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.

  8. Campbell's theorem (probability) - Wikipedia

    en.wikipedia.org/wiki/Campbell's_theorem...

    In probability theory and statistics, Campbell's theorem or the Campbell–Hardy theorem is either a particular equation or set of results relating to the expectation of a function summed over a point process to an integral involving the mean measure of the point process, which allows for the calculation of expected value and variance of the random sum.

  9. Prediction interval - Wikipedia

    en.wikipedia.org/wiki/Prediction_interval

    For example, to calculate the 95% prediction interval for a normal distribution with a mean (μ) of 5 and a standard deviation (σ) of 1, then z is approximately 2. Therefore, the lower limit of the prediction interval is approximately 5 ‒ (21) = 3, and the upper limit is approximately 5 + (21) = 7, thus giving a prediction interval of ...