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  2. Mean - Wikipedia

    en.wikipedia.org/wiki/Mean

    The arithmetic mean (or simply mean or average) of a list of numbers, is the sum of all of the numbers divided by their count.Similarly, the mean of a sample ,, …,, usually denoted by ¯, is the sum of the sampled values divided by the number of items in the sample.

  3. Mean absolute error - Wikipedia

    en.wikipedia.org/wiki/Mean_absolute_error

    Download as PDF; Printable version; ... In statistics, mean absolute ... This optimization-based definition of the median is useful in statistical data-analysis, for ...

  4. Calibration (statistics) - Wikipedia

    en.wikipedia.org/wiki/Calibration_(statistics)

    There are two main uses of the term calibration in statistics that denote special types of statistical inference problems. Calibration can mean a reverse process to regression, where instead of a future dependent variable being predicted from known explanatory variables, a known observation of the dependent variables is used to predict a corresponding explanatory variable; [1]

  5. Regression toward the mean - Wikipedia

    en.wikipedia.org/wiki/Regression_toward_the_mean

    Galton's experimental setup "Standard eugenics scheme of descent" – early application of Galton's insight [1]. In statistics, regression toward the mean (also called regression to the mean, reversion to the mean, and reversion to mediocrity) is the phenomenon where if one sample of a random variable is extreme, the next sampling of the same random variable is likely to be closer to its mean.

  6. Bootstrapping (statistics) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(statistics)

    In particular, the bootstrap is useful when there is no analytical form or an asymptotic theory (e.g., an applicable central limit theorem) to help estimate the distribution of the statistics of interest. This is because bootstrap methods can apply to most random quantities, e.g., the ratio of variance and mean.

  7. Sample mean and covariance - Wikipedia

    en.wikipedia.org/wiki/Sample_mean_and_covariance

    The arithmetic mean of a population, or population mean, is often denoted μ. [2] The sample mean ¯ (the arithmetic mean of a sample of values drawn from the population) makes a good estimator of the population mean, as its expected value is equal to the population mean (that is, it is an unbiased estimator).

  8. Convergence of random variables - Wikipedia

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

    The most important cases of convergence in r-th mean are: When X n converges in r-th mean to X for r = 1, we say that X n converges in mean to X. When X n converges in r-th mean to X for r = 2, we say that X n converges in mean square (or in quadratic mean) to X. Convergence in the r-th mean, for r ≥ 1, implies convergence in probability (by ...

  9. Kernel (statistics) - Wikipedia

    en.wikipedia.org/wiki/Kernel_(statistics)

    In statistics, especially in Bayesian statistics, the kernel of a probability density function (pdf) or probability mass function (pmf) is the form of the pdf or pmf in which any factors that are not functions of any of the variables in the domain are omitted. [1] Note that such factors may well be functions of the parameters of the