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  2. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion, meaning it is a measure

  3. Continuous or discrete variable - Wikipedia

    en.wikipedia.org/wiki/Continuous_or_discrete...

    In probability theory and statistics, the probability distribution of a mixed random variable consists of both discrete and continuous components. A mixed random variable does not have a cumulative distribution function that is discrete or everywhere-continuous. An example of a mixed type random variable is the probability of wait time in a queue.

  4. Statistical dispersion - Wikipedia

    en.wikipedia.org/wiki/Statistical_dispersion

    In statistics, dispersion (also called variability, scatter, or spread) is the extent to which a distribution is stretched or squeezed. [1] Common examples of measures of statistical dispersion are the variance, standard deviation, and interquartile range. For instance, when the variance of data in a set is large, the data is widely scattered.

  5. Random variable - Wikipedia

    en.wikipedia.org/wiki/Random_variable

    The term "random variable" in statistics is traditionally limited to the real-valued case (=). In this case, the structure of the real numbers makes it possible to define quantities such as the expected value and variance of a random variable, its cumulative distribution function, and the moments of its distribution.

  6. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    In statistics, the standard deviation is a measure of the amount of variation of the values of a variable about its mean. [1] A low standard deviation indicates that the values tend to be close to the mean (also called the expected value ) of the set, while a high standard deviation indicates that the values are spread out over a wider range.

  7. Total variation distance of probability measures - Wikipedia

    en.wikipedia.org/wiki/Total_variation_distance...

    The total variation distance is half of the L 1 distance between the probability functions: on discrete domains, this is the distance between the probability mass functions [4] (,) = | () |, and when the distributions have standard probability density functions p and q, [5]

  8. Law of the unconscious statistician - Wikipedia

    en.wikipedia.org/wiki/Law_of_the_unconscious...

    The 'discrete case' given above is the special case arising when X takes on only countably many values and μ is a probability measure. In fact, the discrete case (although without the restriction to probability measures) is the first step in proving the general measure-theoretic formulation, as the general version follows therefrom by an ...

  9. Discrete uniform distribution - Wikipedia

    en.wikipedia.org/wiki/Discrete_uniform_distribution

    In probability theory and statistics, the discrete uniform distribution is a symmetric probability distribution wherein each of some finite whole number n of outcome values are equally likely to be observed. Thus every one of the n outcome values has equal probability 1/n. Intuitively, a discrete uniform distribution is "a known, finite number ...