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  2. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    The basic way to maximize a differentiable function is to find the stationary points (the points where the derivative is zero); since the derivative of a sum is just the sum of the derivatives, but the derivative of a product requires the product rule, it is easier to compute the stationary points of the log-likelihood of independent events ...

  3. Independence (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Independence_(probability...

    Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes.Two events are independent, statistically independent, or stochastically independent [1] if, informally speaking, the occurrence of one does not affect the probability of occurrence of the other or, equivalently, does not affect the odds.

  4. Conditional dependence - Wikipedia

    en.wikipedia.org/wiki/Conditional_Dependence

    In essence probability is influenced by a person's information about the possible occurrence of an event. For example, let the event be 'I have a new phone'; event be 'I have a new watch'; and event be 'I am happy'; and suppose that having either a new phone or a new watch increases the probability of my being happy.

  5. Mutual information - Wikipedia

    en.wikipedia.org/wiki/Mutual_information

    In probability theory and information theory, the mutual information (MI) of two random variables is a measure of the mutual dependence between the two variables. More specifically, it quantifies the " amount of information " (in units such as shannons ( bits ), nats or hartleys ) obtained about one random variable by observing the other random ...

  6. Bivariate analysis - Wikipedia

    en.wikipedia.org/wiki/Bivariate_analysis

    It assumes a linear relationship between the variables and is sensitive to outliers. The best-fitting linear equation is often represented as a straight line to minimize the difference between the predicted values from the equation and the actual observed values of the dependent variable. Schematic of a scatterplot with simple line regression

  7. Bregman divergence - Wikipedia

    en.wikipedia.org/wiki/Bregman_divergence

    Let : be a continuously-differentiable, strictly convex function defined on a convex set. The Bregman distance associated with F for points p , q ∈ Ω {\displaystyle p,q\in \Omega } is the difference between the value of F at point p and the value of the first-order Taylor expansion of F around point q evaluated at point p :

  8. Entropy (information theory) - Wikipedia

    en.wikipedia.org/wiki/Entropy_(information_theory)

    Two bits of entropy: In the case of two fair coin tosses, the information entropy in bits is the base-2 logarithm of the number of possible outcomes ‍ — with two coins there are four possible outcomes, and two bits of entropy. Generally, information entropy is the average amount of information conveyed by an event, when considering all ...

  9. Kullback–Leibler divergence - Wikipedia

    en.wikipedia.org/wiki/Kullback–Leibler_divergence

    The cross entropy between two probability distributions (p and q) measures the average number of bits needed to identify an event from a set of possibilities, if a coding scheme is used based on a given probability distribution q, rather than the "true" distribution p.