X-Nico

unusual facts about random variable



Bayesian multivariate linear regression

Bayesian approach to multivariate linear regression, i.e. linear regression where the predicted outcome is a vector of correlated random variables rather than a single scalar random variable.

Bernstein polynomial

Suppose K is a random variable distributed as the number of successes in n independent Bernoulli trials with probability x of success on each trial; in other words, K has a binomial distribution with parameters n and x.

Submodular set function

; Mutual information : Let \Omega=\{X 1,X 2,\ldots,X n\} be a set of random variables.

Vysochanskij–Petunin inequality

In probability theory, the Vysochanskij–Petunin inequality gives a lower bound for the probability that a random variable with finite variance lies within a certain number of standard deviations of the variable's mean, or equivalently an upper bound for the probability that it lies further away.


see also

Mass function

Probability mass function, a function that gives the probability that a discrete random variable is exactly equal to some value

Method of moments

Second moment method, a technique used in probability theory to show that a random variable is positive with positive probability

Point process

where \delta denotes the Dirac measure, N is an integer-valued random variable and X i are random elements of S.

Stochastic simulation

A poisson-distributed random variable is usually used to describe the random number of events occuring over a certain time interval.