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Also confidence coefficient. A number indicating the probability that the confidence interval (range) captures the true population mean. For example, a confidence interval with a 95% confidence level has a 95% chance of capturing the population mean. Technically, this means that, if the experiment were repeated many times, 95% of the CIs computed at this level would contain the true population ...
In mathematics, a function is a rule for taking an input (in the simplest case, a number or set of numbers) [5] and providing an output (which may also be a number). [5] A symbol that stands for an arbitrary input is called an independent variable, while a symbol that stands for an arbitrary output is called a dependent variable. [6]
Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes.Two events are independent, statistically independent, or stochastically independent [1] if, informally speaking, the occurrence of one does not affect the probability of occurrence of the other or, equivalently, does not affect the odds.
Stochastic independence implies mean independence, but the converse is not true.; [1] [2] moreover, mean independence implies uncorrelatedness while the converse is not true. Unlike stochastic independence and uncorrelatedness, mean independence is not symmetric: it is possible for Y {\displaystyle Y} to be mean-independent of X {\displaystyle ...
A random sample can be thought of as a set of objects that are chosen randomly. More formally, it is "a sequence of independent, identically distributed (IID) random data points." In other words, the terms random sample and IID are synonymous. In statistics, "random sample" is the typical terminology, but in probability, it is more common to ...
This section features terms used across different areas in mathematics, or terms that do not typically appear in more specialized glossaries. For the terms used only in some specific areas of mathematics, see glossaries in Category:Glossaries of mathematics.
Further, two jointly normally distributed random variables are independent if they are uncorrelated, [4] although this does not hold for variables whose marginal distributions are normal and uncorrelated but whose joint distribution is not joint normal (see Normally distributed and uncorrelated does not imply independent).
In the mathematical theory of free probability, the notion of free independence was introduced by Dan Voiculescu. [1] The definition of free independence is parallel to the classical definition of independence, except that the role of Cartesian products of measure spaces (corresponding to tensor products of their function algebras) is played by the notion of a free product of (non-commutative ...