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  2. Bootstrapping (statistics) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(statistics)

    The bootstrap sample is taken from the original by using sampling with replacement (e.g. we might 'resample' 5 times from [1,2,3,4,5] and get [2,5,4,4,1]), so, assuming N is sufficiently large, for all practical purposes there is virtually zero probability that it will be identical to the original "real" sample. This process is repeated a large ...

  3. Algorithms for calculating variance - Wikipedia

    en.wikipedia.org/wiki/Algorithms_for_calculating...

    Next consider the sample (10 8 + 4, 10 8 + 7, 10 8 + 13, 10 8 + 16), which gives rise to the same estimated variance as the first sample. The two-pass algorithm computes this variance estimate correctly, but the naïve algorithm returns 29.333333333333332 instead of 30.

  4. Algebra of random variables - Wikipedia

    en.wikipedia.org/wiki/Algebra_of_random_variables

    The measurable space and the probability measure arise from the random variables and expectations by means of well-known representation theorems of analysis. One of the important features of the algebraic approach is that apparently infinite-dimensional probability distributions are not harder to formalize than finite-dimensional ones.

  5. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    Let be the estimated variance, sometimes called the “sample” variance; it is the variance of the results obtained from a relatively small number of “sample” simulations. Choose a k {\displaystyle k} ; Driels and Shin observe that “ even for sample sizes an order of magnitude lower than the number required, the calculation of that ...

  6. Probability-generating function - Wikipedia

    en.wikipedia.org/wiki/Probability-generating...

    The probability generating function of a binomial random variable, the number of successes in trials, with probability of success in each trial, is () = [() +]. Note : it is the n {\displaystyle n} -fold product of the probability generating function of a Bernoulli random variable with parameter p {\displaystyle p} .

  7. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion, meaning it is a measure

  8. Random walk - Wikipedia

    en.wikipedia.org/wiki/Random_walk

    The average number of steps it performs is r 2. [citation needed] This fact is the discrete version of the fact that a Wiener process walk is a fractal of Hausdorff dimension 2. [citation needed] In two dimensions, the average number of points the same random walk has on the boundary of its trajectory is r 4/3.

  9. Generative model - Wikipedia

    en.wikipedia.org/wiki/Generative_model

    One can compute this directly, without using a probability distribution (distribution-free classifier); one can estimate the probability of a label given an observation, (| =) (discriminative model), and base classification on that; or one can estimate the joint distribution (,) (generative model), from that compute the conditional probability ...