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  2. List of probability distributions - Wikipedia

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

    A discrete power-law distribution, the most famous example of which is the description of the frequency of words in the English language. The Zipf–Mandelbrot law is a discrete power law distribution which is a generalization of the Zipf distribution. Conway–Maxwell–Poisson distribution Poisson distribution Skellam distribution

  3. 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 ...

  4. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    A discrete probability distribution is applicable to the scenarios where the set of possible outcomes is discrete (e.g. a coin toss, a roll of a die) and the probabilities are encoded by a discrete list of the probabilities of the outcomes; in this case the discrete probability distribution is known as probability mass function.

  5. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...

  6. Statistical parameter - Wikipedia

    en.wikipedia.org/wiki/Statistical_parameter

    For example, the family of normal distributions has two parameters, the mean and the variance: if those are specified, the distribution is known exactly. The family of chi-squared distributions can be indexed by the number of degrees of freedom : the number of degrees of freedom is a parameter for the distributions, and so the family is thereby ...

  7. Statistics - Wikipedia

    en.wikipedia.org/wiki/Statistics

    Descriptive statistics are most often concerned with two sets of properties of a distribution (sample or population): central tendency (or location) seeks to characterize the distribution's central or typical value, while dispersion (or variability) characterizes the extent to which members of the distribution depart from its center and each other.

  8. Cumulative distribution function - Wikipedia

    en.wikipedia.org/wiki/Cumulative_distribution...

    Cumulative distribution function for the exponential distribution Cumulative distribution function for the normal distribution. In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable, or just distribution function of , evaluated at , is the probability that will take a value less than or equal to .

  9. Zipf's law - Wikipedia

    en.wikipedia.org/wiki/Zipf's_law

    In mathematical statistics, the concept has been formalized as the Zipfian distribution: A family of related discrete probability distributions whose rank-frequency distribution is an inverse power law relation. They are related to Benford's law and the Pareto distribution.