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  2. Kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Kernel_density_estimation

    Kernel density estimation of 100 normally distributed random numbers using different smoothing bandwidths.. In statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on kernels as weights.

  3. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...

  4. Sum of normally distributed random variables - Wikipedia

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

    This means that the sum of two independent normally distributed random variables is normal, with its mean being the sum of the two means, and its variance being the sum of the two variances (i.e., the square of the standard deviation is the sum of the squares of the standard deviations). [1]

  5. List of probability distributions - Wikipedia

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

    The normal distribution, also called the Gaussian or the bell curve. It is ubiquitous in nature and statistics due to the central limit theorem: every variable that can be modelled as a sum of many small independent, identically distributed variables with finite mean and variance is approximately normal. The normal-exponential-gamma distribution

  6. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    If and are normally distributed and independent, this implies they are "jointly normally distributed", i.e., the pair (,) must have multivariate normal distribution. However, a pair of jointly normally distributed variables need not be independent (would only be so if uncorrelated, ρ = 0 {\displaystyle \rho =0} ).

  7. Diehard tests - Wikipedia

    en.wikipedia.org/wiki/Diehard_tests

    Those p-values are obtained by p = F(X), where F is the assumed distribution of the sample random variable X – often normal. But that assumed F is just an asymptotic approximation, for which the fit will be worst in the tails. Thus you should not be surprised with occasional p-values near 0 or 1, such as 0.0012 or 0.9983.

  8. Normality test - Wikipedia

    en.wikipedia.org/wiki/Normality_test

    Simple back-of-the-envelope test takes the sample maximum and minimum and computes their z-score, or more properly t-statistic (number of sample standard deviations that a sample is above or below the sample mean), and compares it to the 68–95–99.7 rule: if one has a 3σ event (properly, a 3s event) and substantially fewer than 300 samples, or a 4s event and substantially fewer than 15,000 ...

  9. Enthought - Wikipedia

    en.wikipedia.org/wiki/Enthought

    Enthought publishes a large portion of the code as open-source software under a BSD-style license. Enthought Canopy is a Python for scientific and analytic computing distribution and analysis environment, available for free and under a commercial license. [5] The Enthought Tool Suite open source software projects include: [6]

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