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Probability and statistics. Probability and statistics are two closely related fields in mathematics, sometimes combined for academic purposes. They are covered in several articles: Probability. Statistics. Glossary of probability and statistics. Notation in probability and statistics. Timeline of probability and statistics.
Statistics (from German: Statistik, orig. "description of a state, a country") [1][2] is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. [3][4][5] In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a ...
Probability is the branch of mathematics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an event is to occur. [ note 1 ][ 1 ][ 2 ] A simple example is the tossing of a fair (unbiased) coin.
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a ...
Probability density functions (pdfs) and probability mass functions are denoted by lowercase letters, e.g. , or . Cumulative distribution functions (cdfs) are denoted by uppercase letters, e.g. , or . In particular, the pdf of the standard normal distribution is denoted by , and its cdf by .
t. e. Statistical inference is the process of using data analysis to infer properties of an underlying distribution of probability. [1] Inferential statistical analysis infers properties of a population, for example by testing hypotheses and deriving estimates. It is assumed that the observed data set is sampled from a larger population.
Definition. The p -value is the probability under the null hypothesis of obtaining a real-valued test statistic at least as extreme as the one obtained. Consider an observed test-statistic from unknown distribution . Then the p -value is what the prior probability would be of observing a test-statistic value at least as "extreme" as if null ...
A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of sample data (and similar data from a larger population). A statistical model represents, often in considerably idealized form, the data-generating process. [1] When referring specifically to probabilities, the corresponding ...
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