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  2. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    The following table gives the expected values of some commonly occurring probability distributions. The third column gives the expected values both in the form immediately given by the definition, as well as in the simplified form obtained by computation therefrom.

  3. Poisson distribution - Wikipedia

    en.wikipedia.org/wiki/Poisson_distribution

    In probability theory and statistics, the Poisson distribution (/ ˈ p w ɑː s ɒ n /; French pronunciation:) is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time if these events occur with a known constant mean rate and independently of the time since the last event. [1]

  4. Expected mean squares - Wikipedia

    en.wikipedia.org/wiki/Expected_mean_squares

    In statistics, expected mean squares (EMS) are the expected values of certain statistics arising in partitions of sums of squares in the analysis of variance (ANOVA). They can be used for ascertaining which statistic should appear in the denominator in an F-test for testing a null hypothesis that a particular effect is absent.

  5. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    However, some distributions may not have a finite variance, despite their expected value being finite. An example is a Pareto distribution whose index k {\displaystyle k} satisfies 1 < k ≤ 2. {\displaystyle 1<k\leq 2.}

  6. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    The following table lists values for t distributions with ν degrees of freedom for a range of one-sided or two-sided critical regions. The first column is ν , the percentages along the top are confidence levels α , {\displaystyle \ \alpha \ ,} and the numbers in the body of the table are the t α , n − 1 {\displaystyle t_{\alpha ,n-1 ...

  7. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The moment generating function of a real random variable is the expected value of , as a function of the real parameter . For a normal distribution with density f {\textstyle f} , mean μ {\textstyle \mu } and variance σ 2 {\textstyle \sigma ^{2}} , the moment generating function exists and is equal to

  8. Chi-squared distribution - Wikipedia

    en.wikipedia.org/wiki/Chi-squared_distribution

    These values can be calculated evaluating the quantile function (also known as "inverse CDF" or "ICDF") of the chi-squared distribution; [23] e. g., the χ 2 ICDF for p = 0.05 and df = 7 yields 2.1673 ≈ 2.17 as in the table above, noticing that 1 – p is the p-value from the table.

  9. Log-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Log-normal_distribution

    Indeed, the expected value ⁡ [] is not defined for any positive value of the argument , since the defining integral diverges. The characteristic function E ⁡ [ e i t X ] {\displaystyle \operatorname {E} [e^{itX}]} is defined for real values of t , but is not defined for any complex value of t that has a negative imaginary part, and hence ...