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  2. Scoring rule - Wikipedia

    en.wikipedia.org/wiki/Scoring_rule

    The quadratic scoring rule is a strictly proper scoring rule (,) = = =where is the probability assigned to the correct answer and is the number of classes.. The Brier score, originally proposed by Glenn W. Brier in 1950, [4] can be obtained by an affine transform from the quadratic scoring rule.

  3. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    Since it is obtained through arithmetic, the expected value sometimes may not even be included in the sample data set; it is not the value you would "expect" to get in reality. The expected value of a random variable with a finite number of outcomes is a weighted average of all possible outcomes.

  4. Evaluation of binary classifiers - Wikipedia

    en.wikipedia.org/wiki/Evaluation_of_binary...

    An F-score is a combination of the precision and the recall, providing a single score. There is a one-parameter family of statistics, with parameter β, which determines the relative weights of precision and recall. The traditional or balanced F-score is the harmonic mean of precision and recall:

  5. Bayesian probability - Wikipedia

    en.wikipedia.org/wiki/Bayesian_probability

    Bayesian probability (/ ˈ b eɪ z i ə n / BAY-zee-ən or / ˈ b eɪ ʒ ən / BAY-zhən) [1] is an interpretation of the concept of probability, in which, instead of frequency or propensity of some phenomenon, probability is interpreted as reasonable expectation [2] representing a state of knowledge [3] or as quantification of a personal belief.

  6. Logistic regression - Wikipedia

    en.wikipedia.org/wiki/Logistic_regression

    The interpretation of the β j parameter estimates is as the additive effect on the log of the odds for a unit change in the j the explanatory variable. In the case of a dichotomous explanatory variable, for instance, gender e β {\displaystyle e^{\beta }} is the estimate of the odds of having the outcome for, say, males compared with females.

  7. Standard error - Wikipedia

    en.wikipedia.org/wiki/Standard_error

    when the probability distribution of the value is known, it can be used to calculate an exact confidence interval; when the probability distribution is unknown, Chebyshev's or the Vysochanskiï–Petunin inequalities can be used to calculate a conservative confidence interval; and

  8. Standard score - Wikipedia

    en.wikipedia.org/wiki/Standard_score

    Comparison of the various grading methods in a normal distribution, including: standard deviations, cumulative percentages, percentile equivalents, z-scores, T-scores. In statistics, the standard score is the number of standard deviations by which the value of a raw score (i.e., an observed value or data point) is above or below the mean value of what is being observed or measured.

  9. Shapiro–Wilk test - Wikipedia

    en.wikipedia.org/wiki/Shapiro–Wilk_test

    The Shapiro–Wilk test tests the null hypothesis that a sample x 1, ..., x n came from a normally distributed population. The test statistic is = (= ()) = (¯), where with parentheses enclosing the subscript index i is the ith order statistic, i.e., the ith-smallest number in the sample (not to be confused with ).