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  2. Convolution of probability distributions - Wikipedia

    en.wikipedia.org/wiki/Convolution_of_probability...

    The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.

  3. Infinitesimal generator (stochastic processes) - Wikipedia

    en.wikipedia.org/wiki/Infinitesimal_generator...

    In mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process (i.e. a continuous-time Markov process satisfying certain regularity conditions) is a Fourier multiplier operator [1] that encodes a great deal of information about the process.

  4. Condition of average - Wikipedia

    en.wikipedia.org/wiki/Condition_of_average

    Illustration of the partial payout of Sum Insured against probability of occurrence. Condition of average (also called underinsurance [1] in the U.S., or principle of average, [2] subject to average, [3] or pro rata condition of average [4] in Commonwealth countries) is the insurance term used when calculating a payout against a claim where the policy undervalues the sum insured.

  5. Conditional probability - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability

    Suppose that somebody secretly rolls two fair six-sided dice, and we wish to compute the probability that the face-up value of the first one is 2, given the information that their sum is no greater than 5. Let D 1 be the value rolled on dice 1. Let D 2 be the value rolled on dice 2. Probability that D 1 = 2. Table 1 shows the sample space of 36 ...

  6. Sample mean and covariance - Wikipedia

    en.wikipedia.org/wiki/Sample_mean_and_covariance

    The sample mean is the average of the values of a variable in a sample, which is the sum of those values divided by the number of values. Using mathematical notation, if a sample of N observations on variable X is taken from the population, the sample mean is:

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  8. Parametric statistics - Wikipedia

    en.wikipedia.org/wiki/Parametric_statistics

    Suppose that we have a sample of 99 test scores with a mean of 100 and a standard deviation of 1. If we assume all 99 test scores are random observations from a normal distribution, then we predict there is a 1% chance that the 100th test score will be higher than 102.33 (that is, the mean plus 2.33 standard deviations), assuming that the 100th ...

  9. Erlang distribution - Wikipedia

    en.wikipedia.org/wiki/Erlang_distribution

    The kinesin is a molecular machine with two "feet" that "walks" along a filament. The waiting time between each step is exponentially distributed. When green fluorescent protein is attached to a foot of the kinesin, then the green dot visibly moves with Erlang distribution of k = 2. [11]