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  2. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables ⁡ (+) = ⁡ + ⁡ + ⁡ (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...

  3. Probability of error - Wikipedia

    en.wikipedia.org/wiki/Probability_of_error

    This statistics -related article is a stub. You can help Wikipedia by expanding it.

  4. Error function - Wikipedia

    en.wikipedia.org/wiki/Error_function

    x erf x 1 − erf x; 0: 0: 1: 0.02: 0.022 564 575: 0.977 435 425: 0.04: 0.045 111 106: 0.954 888 894: 0.06: 0.067 621 594: 0.932 378 406: 0.08: 0.090 078 126: 0.909 ...

  5. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    The "68–95–99.7 rule" is often used to quickly get a rough probability estimate of something, given its standard deviation, if the population is assumed to be normal. It is also used as a simple test for outliers if the population is assumed normal, and as a normality test if the population is potentially not normal.

  6. Probability - Wikipedia

    en.wikipedia.org/wiki/Probability

    Probability is the branch of mathematics and statistics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an event is to occur. [note 1] [1] [2] A simple example is the tossing of a fair (unbiased) coin. Since the ...

  7. Uncertainty quantification - Wikipedia

    en.wikipedia.org/wiki/Uncertainty_quantification

    This type comes from numerical errors and numerical approximations per implementation of the computer model. Most models are too complicated to solve exactly. For example, the finite element method or finite difference method may be used to approximate the solution of a partial differential equation (which introduces numerical errors). Other ...

  8. Born rule - Wikipedia

    en.wikipedia.org/wiki/Born_rule

    The Born rule is a postulate of quantum mechanics that gives the probability that a measurement of a quantum system will yield a given result. In one commonly used application, it states that the probability density for finding a particle at a given position is proportional to the square of the amplitude of the system's wavefunction at that position.

  9. Gleason's theorem - Wikipedia

    en.wikipedia.org/wiki/Gleason's_theorem

    In mathematical physics, Gleason's theorem shows that the rule one uses to calculate probabilities in quantum physics, the Born rule, can be derived from the usual mathematical representation of measurements in quantum physics together with the assumption of non-contextuality.