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  2. CUSUM - Wikipedia

    en.wikipedia.org/wiki/CUSUM

    In statistical quality control, the CUSUM (or cumulative sum control chart) is a sequential analysis technique developed by E. S. Page of the University of Cambridge. It is typically used for monitoring change detection. [1] CUSUM was announced in Biometrika, in 1954, a few years after the publication of Wald's sequential probability ratio test ...

  3. Prefix sum - Wikipedia

    en.wikipedia.org/wiki/Prefix_sum

    Prefix sums are trivial to compute in sequential models of computation, by using the formula y i = y i − 1 + x i to compute each output value in sequence order. However, despite their ease of computation, prefix sums are a useful primitive in certain algorithms such as counting sort, [1] [2] and they form the basis of the scan higher-order function in functional programming languages.

  4. Summation - Wikipedia

    en.wikipedia.org/wiki/Summation

    In mathematics, summation is the addition of a sequence of numbers, called addends or summands; the result is their sum or total.Beside numbers, other types of values can be summed as well: functions, vectors, matrices, polynomials and, in general, elements of any type of mathematical objects on which an operation denoted "+" is defined.

  5. Tracking signal - Wikipedia

    en.wikipedia.org/wiki/Tracking_signal

    One form of tracking signal is the ratio of the cumulative sum of forecast errors (the deviations between the estimated forecasts and the actual values) to the mean absolute deviation. [1] The formula for this tracking signal is: = ()

  6. Cumulant - Wikipedia

    en.wikipedia.org/wiki/Cumulant

    The cumulative property follows quickly by considering the cumulant-generating function: + + = ⁡ ⁡ [(+ +)] = ⁡ (⁡ [] ⁡ []) = ⁡ ⁡ [] + + ⁡ ⁡ [] = + + (), so that each cumulant of a sum of independent random variables is the sum of the corresponding cumulants of the addends. That is, when the addends are statistically ...

  7. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The triangular distribution on [a, b], a special case of which is the distribution of the sum of two independent uniformly distributed random variables (the convolution of two uniform distributions). The trapezoidal distribution; The truncated normal distribution on [a, b]. The U-quadratic distribution on [a, b].

  8. Gamma distribution - Wikipedia

    en.wikipedia.org/wiki/Gamma_distribution

    If α is a positive integer, then the distribution represents an Erlang distribution; i.e., the sum of α independent exponentially distributed random variables, each of which has a mean of θ. Characterization using shape α and rate λ

  9. Kahan summation algorithm - Wikipedia

    en.wikipedia.org/wiki/Kahan_summation_algorithm

    The algorithm performs summation with two accumulators: sum holds the sum, and c accumulates the parts not assimilated into sum, to nudge the low-order part of sum the next time around. Thus the summation proceeds with "guard digits" in c , which is better than not having any, but is not as good as performing the calculations with double the ...