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  2. Law of truly large numbers - Wikipedia

    en.wikipedia.org/wiki/Law_of_truly_large_numbers

    Then, the probability that this so-called unlikely event does not happen (improbability) in a single trial is 99.9% (0.999). For a sample of only 1,000 independent trials, however, the probability that the event does not happen in any of them, even once (improbability), is only [ 5 ] 0.999 1000 ≈ 0.3677, or 36.77%.

  3. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the ...

  4. Density estimation - Wikipedia

    en.wikipedia.org/wiki/Density_Estimation

    The density estimates are kernel density estimates using a Gaussian kernel. That is, a Gaussian density function is placed at each data point, and the sum of the density functions is computed over the range of the data. From the density of "glu" conditional on diabetes, we can obtain the probability of diabetes conditional on "glu" via Bayes ...

  5. Law of the unconscious statistician - Wikipedia

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

    In probability theory and statistics, the law of the unconscious statistician, or LOTUS, is a theorem which expresses the expected value of a function g(X) of a random variable X in terms of g and the probability distribution of X. The form of the law depends on the type of random variable X in question.

  6. Convolution of probability distributions - Wikipedia

    en.wikipedia.org/wiki/Convolution_of_probability...

    The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.

  7. Convergence of random variables - Wikipedia

    en.wikipedia.org/wiki/Convergence_of_random...

    This convergence is shown in the picture: as n grows larger, the shape of the probability density function gets closer and closer to the Gaussian curve. Loosely, with this mode of convergence, we increasingly expect to see the next outcome in a sequence of random experiments becoming better and better modeled by a given probability distribution .

  8. Logistic distribution - Wikipedia

    en.wikipedia.org/wiki/Logistic_distribution

    The probability density function is the partial derivative of the cumulative distribution function: (;,) = (;,) = / (+ /) = (() / + / ()) = ⁡ ().When the location parameter μ is 0 and the scale parameter s is 1, then the probability density function of the logistic distribution is given by

  9. Inverse distribution - Wikipedia

    en.wikipedia.org/wiki/Inverse_distribution

    If the original random variable X is uniformly distributed on the interval (a,b), where a>0, then the reciprocal variable Y = 1 / X has the reciprocal distribution which takes values in the range (b −1,a −1), and the probability density function in this range is =, and is zero elsewhere.