X-Nico

2 unusual facts about Probability distribution


Five-number summary

The five-number summary provides a concise summary of the distribution of the observations.

Probability distribution

F-distribution, the distribution of the ratio of two scaled chi squared variables; useful e.g. for inferences that involve comparing variances or involving R-squared (the squared correlation coefficient)


E. J. G. Pitman

His work the Pitman measure of closeness or Pitman nearness concerning the exponential families of probability distributions has been studied extensively since the 1980s by C. R. Rao, Pranab K. Sen, and others.

Edgeworth series

The Gram–Charlier A series (named in honor of Jørgen Pedersen Gram and Carl Charlier), and the Edgeworth series (named in honor of Francis Ysidro Edgeworth) are series that approximate a probability distribution in terms of its cumulants.


see also

Algorithmic inference

With this law he computes, for instance “the probability that μ (mean of a Gaussian variable – our note) is less than any assigned value, or the probability that it lies between any assigned values, or, in short, its probability distribution, in the light of the sample observed”.

Erlang

Erlang distribution, a probability distribution describing the time between events

Leapfrog integration

Because of its time-reversibility, and because it is a symplectic integrator, leapfrog integration is also used in Hamiltonian Monte Carlo, a method for drawing random samples from a probability distribution whose overall normalization is unknown.

Lorentz curve

the Lorenz curve, a graphical representation of a different probability distribution

Mixing time

Markov chain mixing time, the time to achieve a level of homogeneity in the probability distribution of a state in a Markov process.

Optimal decision

given a decision d, we know the probability distribution for the possible outcomes described by the conditional probability density d).

Unscented transform

In 1994 Jeffrey Uhlmann noted that the EKF takes a nonlinear function and partial distribution information (in the form of a mean and covariance estimate) of the state of a system but applies an approximation to the known function rather than to the imprecisely-known probability distribution.