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  2. Characteristic function (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Characteristic_function...

    The formula in the definition of characteristic function allows us to compute φ when we know the distribution function F (or density f). If, on the other hand, we know the characteristic function φ and want to find the corresponding distribution function, then one of the following inversion theorems can be used.

  3. Binomial distribution - Wikipedia

    en.wikipedia.org/wiki/Binomial_distribution

    A Binomial distributed random variable X ~ B(n, p) can be considered as the sum of n Bernoulli distributed random variables. So the sum of two Binomial distributed random variables X ~ B(n, p) and Y ~ B(m, p) is equivalent to the sum of n + m Bernoulli distributed random variables, which means Z = X + Y ~ B(n + m, p). This can also be proven ...

  4. 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 ...

  5. Weighted sum model - Wikipedia

    en.wikipedia.org/wiki/Weighted_Sum_Model

    In decision theory, the weighted sum model (WSM), [1] [2] also called weighted linear combination (WLC) [3] or simple additive weighting (SAW), [4] is the best known and simplest multi-criteria decision analysis (MCDA) / multi-criteria decision making method for evaluating a number of alternatives in terms of a number of decision criteria.

  6. Dirichlet's test - Wikipedia

    en.wikipedia.org/wiki/Dirichlet's_test

    Download as PDF; Printable version ... which is again a telescoping sum that equals (+) and therefore ... is bounded, we can use the summation formula [6] ...

  7. Probability-generating function - Wikipedia

    en.wikipedia.org/.../Probability-generating_function

    The probability generating function is an example of a generating function of a sequence: see also formal power series. It is equivalent to, and sometimes called, the z-transform of the probability mass function.

  8. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    The table shown on the right can be used in a two-sample t-test to estimate the sample sizes of an experimental group and a control group that are of equal size, that is, the total number of individuals in the trial is twice that of the number given, and the desired significance level is 0.05. [4]

  9. Independent component analysis - Wikipedia

    en.wikipedia.org/wiki/Independent_component_analysis

    The ML "model" includes a specification of a pdf, which in this case is the pdf of the unknown source signals . Using ML ICA , the objective is to find an unmixing matrix that yields extracted signals y = W x {\displaystyle y=\mathbf {W} x} with a joint pdf as similar as possible to the joint pdf p s {\displaystyle p_{s}} of the unknown source ...