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  2. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    This is the definition of a probability density function, so that absolutely continuous probability distributions are exactly those with a probability density function. In particular, the probability for X {\displaystyle X} to take any single value a {\displaystyle a} (that is, a ≤ X ≤ a {\displaystyle a\leq X\leq a} ) is zero, because an ...

  3. Characteristic function (probability theory) - Wikipedia

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

    The characteristic function of a uniform U(–1,1) random variable. This function is real-valued because it corresponds to a random variable that is symmetric around the origin; however characteristic functions may generally be complex-valued. In probability theory and statistics, the characteristic function of any real-valued random variable ...

  4. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    Geometric visualisation of the mode, median and mean of an arbitrary unimodal probability density function. [1] 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 ...

  5. Probability function - Wikipedia

    en.wikipedia.org/wiki/Probability_function

    Probability function may refer to: Probability distribution; Probability axioms, which define a probability function; Probability measure, a real-valued function on a probability space; Probability mass function

  6. Glossary of probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Glossary_of_probability...

    Also confidence coefficient. A number indicating the probability that the confidence interval (range) captures the true population mean. For example, a confidence interval with a 95% confidence level has a 95% chance of capturing the population mean. Technically, this means that, if the experiment were repeated many times, 95% of the CIs computed at this level would contain the true population ...

  7. Probability mass function - Wikipedia

    en.wikipedia.org/wiki/Probability_mass_function

    The graph of a probability mass function. All the values of this function must be non-negative and sum up to 1. In probability and statistics, a probability mass function (sometimes called probability function or frequency function [1]) is a function that gives the probability that a discrete random variable is exactly equal to some value. [2]

  8. Beta distribution - Wikipedia

    en.wikipedia.org/wiki/Beta_distribution

    In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] or (0, 1) in terms of two positive parameters, denoted by alpha (α) and beta (β), that appear as exponents of the variable and its complement to 1, respectively, and control the shape of the distribution.

  9. Conditional probability distribution - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability...

    If the conditional distribution of given is a continuous distribution, then its probability density function is known as the conditional density function. [1] The properties of a conditional distribution, such as the moments , are often referred to by corresponding names such as the conditional mean and conditional variance .

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