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  2. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    Law of the unconscious statistician: The expected value of a measurable function of , (), given that has a probability density function (), is given by the inner product of and : [34] ⁡ [()] = (). This formula also holds in multidimensional case, when g {\displaystyle g} is a function of several random variables, and f {\displaystyle f} is ...

  3. 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 {\displaystyle f} ⁠ , mean ⁠ μ {\displaystyle \mu } ⁠ and variance σ 2 {\textstyle \sigma ^{2}} , the moment generating function exists and is equal to

  4. Mean squared error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_error

    The MSE either assesses the quality of a predictor (i.e., a function mapping arbitrary inputs to a sample of values of some random variable), or of an estimator (i.e., a mathematical function mapping a sample of data to an estimate of a parameter of the population from which the data is sampled).

  5. Conditional expectation - Wikipedia

    en.wikipedia.org/wiki/Conditional_expectation

    In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value evaluated with respect to the conditional probability distribution. If the random variable can take on only a finite number of values, the "conditions" are that the variable can only take on a subset of ...

  6. Multivariate random variable - Wikipedia

    en.wikipedia.org/wiki/Multivariate_random_variable

    The expected value or mean of a random vector is a fixed vector ⁡ [] whose elements are the expected values of the respective random variables. [ 3 ] : p.333 E ⁡ [ X ] = ( E ⁡ [ X 1 ] , . . .

  7. Poisson distribution - Wikipedia

    en.wikipedia.org/wiki/Poisson_distribution

    The positive real number λ is equal to the expected value of X and also to its variance. [13] = ⁡ = ⁡ (). The Poisson distribution can be applied to systems with a large number of possible events, each of which is rare. The number of such events that occur during a fixed time interval is, under the right circumstances, a random number with ...

  8. PERT distribution - Wikipedia

    en.wikipedia.org/wiki/PERT_distribution

    In probability and statistics, the PERT distributions are a family of continuous probability distributions defined by the minimum (a), most likely (b) and maximum (c) values that a variable can take. It is a transformation of the four-parameter beta distribution with an additional assumption that its expected value is

  9. Exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Exponential_distribution

    In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...