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  2. Notation in probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Notation_in_probability...

    The probability is sometimes written to distinguish it from other functions and measure P to avoid having to define "P is a probability" and () is short for ({: ()}), where is the event space, is a random variable that is a function of (i.e., it depends upon ), and is some outcome of interest within the domain specified by (say, a particular ...

  3. Scale parameter - Wikipedia

    en.wikipedia.org/wiki/Scale_parameter

    Animation showing the effects of a scale parameter on a probability distribution supported on the positive real line. Effect of a scale parameter over a mixture of two normal probability distributions. If the probability density exists for all values of the complete parameter set, then the density (as a function of the scale parameter only ...

  4. Quantile function - Wikipedia

    en.wikipedia.org/wiki/Quantile_function

    The quantile function, Q, of a probability distribution is the inverse of its cumulative distribution function F. The derivative of the quantile function, namely the quantile density function, is yet another way of prescribing a probability distribution. It is the reciprocal of the pdf composed with the quantile function.

  5. Erlang distribution - Wikipedia

    en.wikipedia.org/wiki/Erlang_distribution

    The probability density function of the Erlang distribution is (;,) = ()!,,The parameter k is called the shape parameter, and the parameter is called the rate parameter.. An alternative, but equivalent, parametrization uses the scale parameter , which is the reciprocal of the rate parameter (i.e., = /):

  6. Outline of probability - Wikipedia

    en.wikipedia.org/wiki/Outline_of_probability

    The certainty that is adopted can be described in terms of a numerical measure, and this number, between 0 and 1 (where 0 indicates impossibility and 1 indicates certainty) is called the probability. Probability theory is used extensively in statistics , mathematics , science and philosophy to draw conclusions about the likelihood of potential ...

  7. Probability interpretations - Wikipedia

    en.wikipedia.org/wiki/Probability_interpretations

    Epistemic or subjective probability is sometimes called credence, as opposed to the term chance for a propensity probability. Some examples of epistemic probability are to assign a probability to the proposition that a proposed law of physics is true or to determine how probable it is that a suspect committed a crime, based on the evidence ...

  8. Gillespie algorithm - Wikipedia

    en.wikipedia.org/wiki/Gillespie_algorithm

    The process that led to the algorithm recognizes several important steps. In 1931, Andrei Kolmogorov introduced the differential equations corresponding to the time-evolution of stochastic processes that proceed by jumps, today known as Kolmogorov equations (Markov jump process) (a simplified version is known as master equation in the natural sciences).

  9. Compound probability distribution - Wikipedia

    en.wikipedia.org/wiki/Compound_probability...

    In probability and statistics, a compound probability distribution (also known as a mixture distribution or contagious distribution) is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution, with (some of) the parameters of that distribution themselves being random variables.

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