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  2. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    When "E" is used to denote "expected value", authors use a variety of stylizations: the expectation operator can be stylized as E (upright), E (italic), or (in blackboard bold), while a variety of bracket notations (such as E(X), E[X], and EX) are all used. Another popular notation is μ X.

  3. Exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Exponential_distribution

    In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...

  4. E-values - Wikipedia

    en.wikipedia.org/wiki/E-values

    The standard notion of quality of an e-variable relative to a given alternative , used by most authors in the field, is a generalization of the Kelly criterion in economics and (since it does exhibit close relations to classical power) is sometimes called e-power; [9] the optimal e-variable in this sense is known as log-optimal or growth-rate ...

  5. Law of the unconscious statistician - Wikipedia

    en.wikipedia.org/wiki/Law_of_the_unconscious...

    In probability theory and statistics, the law of the unconscious statistician, or LOTUS, is a theorem which expresses the expected value of a function g(X) of a random variable X in terms of g and the probability distribution of X.

  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. Exponential function - Wikipedia

    en.wikipedia.org/wiki/Exponential_function

    For instance, e x can be defined as (+). Or e x can be defined as f x (1), where f x : R → B is the solution to the differential equation ⁠ df x / dt ⁠ (t) = x f x (t), with initial condition f x (0) = 1; it follows that f x (t) = e tx for every t in R.

  8. Conditional expectation - Wikipedia

    en.wikipedia.org/wiki/Conditional_expectation

    The related concept of conditional probability dates back at least to Laplace, who calculated conditional distributions.It was Andrey Kolmogorov who, in 1933, formalized it using the Radon–Nikodym theorem. [1]

  9. Characterizations of the exponential function - Wikipedia

    en.wikipedia.org/wiki/Characterizations_of_the...

    Define e x as the value of the infinite series = =! = + +! +! +! + (Here n! denotes the factorial of n. One proof that e is irrational uses a special case of this formula.) Inverse of logarithm integral.