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Gaussian Mixture Model
In statistics, a mixture model is a probabilistic model for representing the presence of subpopulations within an overall population, without requiring that an observed data set should identify the sub-population to which an individual observation belongs. Formally a mixture model corresponds to the mixture distribution that represents the probability distribution of observations in the overall population. However, while problems associated with "mixture distributions" relate to deriving the properties of the overall population from those of the sub-populations, "mixture models" are used to make statistical inferences about the properties of the sub-populations given only observations on the pooled population, without sub-population identity information. Mixture models should not be confused with models for compositional data, i.e., data whose components are constrained to sum to a constant value (1, 100%, etc.). However, compositional models can be thought of as mixture models ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of statistical survey, surveys and experimental design, experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling as ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bayesian Inference
Bayesian inference is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Bayesian inference is an important technique in statistics, and especially in mathematical statistics. Bayesian updating is particularly important in the dynamic analysis of a sequence of data. Bayesian inference has found application in a wide range of activities, including science, engineering, philosophy, medicine, sport, and law. In the philosophy of decision theory, Bayesian inference is closely related to subjective probability, often called "Bayesian probability". Introduction to Bayes' rule Formal explanation Bayesian inference derives the posterior probability as a consequence of two antecedents: a prior probability and a "likelihood function" derived from a statistical model for the observed data. Bayesian inference computes the posterior probability according to Bayes' theorem: ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bernoulli Distribution
In probability theory and statistics, the Bernoulli distribution, named after Swiss mathematician Jacob Bernoulli,James Victor Uspensky: ''Introduction to Mathematical Probability'', McGraw-Hill, New York 1937, page 45 is the discrete probability distribution of a random variable which takes the value 1 with probability p and the value 0 with probability q = 1-p. Less formally, it can be thought of as a model for the set of possible outcomes of any single experiment that asks a yes–no question. Such questions lead to outcomes that are boolean-valued: a single bit whose value is success/ yes/true/ one with probability ''p'' and failure/no/ false/zero with probability ''q''. It can be used to represent a (possibly biased) coin toss where 1 and 0 would represent "heads" and "tails", respectively, and ''p'' would be the probability of the coin landing on heads (or vice versa where 1 would represent tails and ''p'' would be the probability of tails). In particular, unfair coins ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multivariate T-distribution
In statistics, the multivariate ''t''-distribution (or multivariate Student distribution) is a multivariate probability distribution. It is a generalization to random vectors of the Student's ''t''-distribution, which is a distribution applicable to univariate random variables. While the case of a random matrix could be treated within this structure, the matrix ''t''-distribution is distinct and makes particular use of the matrix structure. Definition One common method of construction of a multivariate ''t''-distribution, for the case of p dimensions, is based on the observation that if \mathbf y and u are independent and distributed as N(,) and \chi^2_\nu (i.e. multivariate normal and chi-squared distributions) respectively, the matrix \mathbf\, is a ''p'' × ''p'' matrix, and /\sqrt = -, then has the density : \frac\left +\frac(-)^T^(-)\right and is said to be distributed as a multivariate ''t''-distribution with parameters ,,\nu. Note that \mathbf\Sigma is ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multivariate Normal Distribution
In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. One definition is that a random vector is said to be ''k''-variate normally distributed if every linear combination of its ''k'' components has a univariate normal distribution. Its importance derives mainly from the multivariate central limit theorem. The multivariate normal distribution is often used to describe, at least approximately, any set of (possibly) correlated real-valued random variables each of which clusters around a mean value. Definitions Notation and parameterization The multivariate normal distribution of a ''k''-dimensional random vector \mathbf = (X_1,\ldots,X_k)^ can be written in the following notation: : \mathbf\ \sim\ \mathcal(\boldsymbol\mu,\, \boldsymbol\Sigma), or to make it explicitly known that ''X'' i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Log-normal Distribution
In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. Thus, if the random variable is log-normally distributed, then has a normal distribution. Equivalently, if has a normal distribution, then the exponential function of , , has a log-normal distribution. A random variable which is log-normally distributed takes only positive real values. It is a convenient and useful model for measurements in exact and engineering sciences, as well as medicine, economics and other topics (e.g., energies, concentrations, lengths, prices of financial instruments, and other metrics). The distribution is occasionally referred to as the Galton distribution or Galton's distribution, after Francis Galton. The log-normal distribution has also been associated with other names, such as McAlister, Gibrat and Cobb–Douglas. A log-normal process is the statistical realization of the multipl ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Exponential Distribution
In probability theory and statistics, the exponential distribution is the probability distribution of the time between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate. It is a particular case of the gamma distribution. It is the continuous analogue of the geometric distribution, and it has the key property of being memoryless. In addition to being used for the analysis of Poisson point processes it is found in various other contexts. The exponential distribution is not the same as the class of exponential families of distributions. This is a large class of probability distributions that includes the exponential distribution as one of its members, but also includes many other distributions, like the normal, binomial, gamma, and Poisson distributions. Definitions Probability density function The probability density function (pdf) of an exponential distribution is : f(x;\lambda) = \begin \lambda ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Poisson Distribution
In probability theory and statistics, the Poisson distribution is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time or space if these events occur with a known constant mean rate and Statistical independence, independently of the time since the last event. It is named after France, French mathematician Siméon Denis Poisson (; ). The Poisson distribution can also be used for the number of events in other specified interval types such as distance, area, or volume. For instance, a call center receives an average of 180 calls per hour, 24 hours a day. The calls are independent; receiving one does not change the probability of when the next one will arrive. The number of calls received during any minute has a Poisson probability distribution with mean 3: the most likely numbers are 2 and 3 but 1 and 4 are also likely and there is a small probability of it being as low as zero and a very smal ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Negative Binomial Distribution
In probability theory and statistics, the negative binomial distribution is a discrete probability distribution that models the number of failures in a sequence of independent and identically distributed Bernoulli trials before a specified (non-random) number of successes (denoted r) occurs. For example, we can define rolling a 6 on a die as a success, and rolling any other number as a failure, and ask how many failure rolls will occur before we see the third success (r=3). In such a case, the probability distribution of the number of failures that appear will be a negative binomial distribution. An alternative formulation is to model the number of total trials (instead of the number of failures). In fact, for a specified (non-random) number of successes (r), the number of failures (n - r) are random because the total trials (n) are random. For example, we could use the negative binomial distribution to model the number of days n (random) a certain machine works (specified by r) ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multinomial Distribution
In probability theory, the multinomial distribution is a generalization of the binomial distribution. For example, it models the probability of counts for each side of a ''k''-sided dice rolled ''n'' times. For ''n'' independent trials each of which leads to a success for exactly one of ''k'' categories, with each category having a given fixed success probability, the multinomial distribution gives the probability of any particular combination of numbers of successes for the various categories. When ''k'' is 2 and ''n'' is 1, the multinomial distribution is the Bernoulli distribution. When ''k'' is 2 and ''n'' is bigger than 1, it is the binomial distribution. When ''k'' is bigger than 2 and ''n'' is 1, it is the categorical distribution. The term "multinoulli" is sometimes used for the categorical distribution to emphasize this four-way relationship (so ''n'' determines the prefix, and ''k'' the suffix). The Bernoulli distribution models the outcome of a single Bernoulli trial ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Binomial Distribution
In probability theory and statistics, the binomial distribution with parameters ''n'' and ''p'' is the discrete probability distribution of the number of successes in a sequence of ''n'' independent experiments, each asking a yes–no question, and each with its own Boolean-valued outcome: ''success'' (with probability ''p'') or ''failure'' (with probability q=1-p). A single success/failure experiment is also called a Bernoulli trial or Bernoulli experiment, and a sequence of outcomes is called a Bernoulli process; for a single trial, i.e., ''n'' = 1, the binomial distribution is a Bernoulli distribution. The binomial distribution is the basis for the popular binomial test of statistical significance. The binomial distribution is frequently used to model the number of successes in a sample of size ''n'' drawn with replacement from a population of size ''N''. If the sampling is carried out without replacement, the draws are not independent and so the resulting ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
