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  2. Entropy estimation - Wikipedia

    en.wikipedia.org/wiki/Entropy_estimation

    The probability density estimated in this way can then be used to calculate the entropy estimate, in a similar way to that given above for the histogram, but with some slight tweaks. One of the main drawbacks with this approach is going beyond one dimension: the idea of lining the data points up in order falls apart in more than one dimension.

  3. Method of characteristics - Wikipedia

    en.wikipedia.org/wiki/Method_of_characteristics

    In mathematics, the method of characteristics is a technique for solving partial differential equations.Typically, it applies to first-order equations, though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation.

  4. Conditional entropy - Wikipedia

    en.wikipedia.org/wiki/Conditional_entropy

    The above definition is for discrete random variables. The continuous version of discrete conditional entropy is called conditional differential (or continuous) entropy. Let and be a continuous random variables with a joint probability density function (,).

  5. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    If the probability density function of a random variable (or vector) X is given as f X (x), it is possible (but often not necessary; see below) to calculate the probability density function of some variable Y = g(X).

  6. Index of dispersion - Wikipedia

    en.wikipedia.org/wiki/Index_of_dispersion

    In probability theory and statistics, the index of dispersion, [1] dispersion index, coefficient of dispersion, relative variance, or variance-to-mean ratio (VMR), like the coefficient of variation, is a normalized measure of the dispersion of a probability distribution: it is a measure used to quantify whether a set of observed occurrences are clustered or dispersed compared to a standard ...

  7. Numerical differentiation - Wikipedia

    en.wikipedia.org/wiki/Numerical_differentiation

    The classical finite-difference approximations for numerical differentiation are ill-conditioned. However, if is a holomorphic function, real-valued on the real line, which can be evaluated at points in the complex plane near , then there are stable methods.

  8. Sequential probability ratio test - Wikipedia

    en.wikipedia.org/wiki/Sequential_probability...

    The two parameters are p 1 and p 2 are specified by determining a cutscore (threshold) for examinees on the proportion correct metric, and selecting a point above and below that cutscore. For instance, suppose the cutscore is set at 70% for a test. We could select p 1 = 0.65 and p 2 = 0.75. The test then evaluates the likelihood that an ...

  9. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.