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Infinitely Divisible Probability Distribution
In probability theory, a probability distribution is infinitely divisible if it can be expressed as the probability distribution of the sum of an arbitrary number of independent and identically distributed (i.i.d.) random variables. The characteristic function of any infinitely divisible distribution is then called an infinitely divisible characteristic function.Lukacs, E. (1970) ''Characteristic Functions'', Griffin , London. p. 107 More rigorously, the probability distribution ''F'' is infinitely divisible if, for every positive integer ''n'', there exist ''n'' i.i.d. random variables ''X''''n''1, ..., ''X''''nn'' whose sum ''S''''n'' = ''X''''n''1 + … + ''X''''nn'' has the same distribution ''F''. The concept of infinite divisibility of probability distributions was introduced in 1929 by Bruno de Finetti. This type of decomposition of a distribution is used in probability and statistics to find families of probability distributions that might be natural choices for c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Student's T-distribution
In probability and statistics, Student's ''t''-distribution (or simply the ''t''-distribution) is any member of a family of continuous probability distributions that arise when estimating the mean of a normally distributed population in situations where the sample size is small and the population's standard deviation is unknown. It was developed by English statistician William Sealy Gosset under the pseudonym "Student". The ''t''-distribution plays a role in a number of widely used statistical analyses, including Student's ''t''-test for assessing the statistical significance of the difference between two sample means, the construction of confidence intervals for the difference between two population means, and in linear regression analysis. Student's ''t''-distribution also arises in the Bayesian analysis of data from a normal family. If we take a sample of n observations from a normal distribution, then the ''t''-distribution with \nu=n-1 degrees of freedom can be de ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convergence In Distribution
In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to statistics and stochastic processes. The same concepts are known in more general mathematics as stochastic convergence and they formalize the idea that a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behavior that is essentially unchanging when items far enough into the sequence are studied. The different possible notions of convergence relate to how such a behavior can be characterized: two readily understood behaviors are that the sequence eventually takes a constant value, and that values in the sequence continue to change but can be described by an unchanging probability distribution. Background "Stochastic convergence" formalizes the idea that a sequence of essentially random or ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistical Independence
Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes. Two events are independent, statistically independent, or stochastically independent if, informally speaking, the occurrence of one does not affect the probability of occurrence of the other or, equivalently, does not affect the odds. Similarly, two random variables are independent if the realization of one does not affect the probability distribution of the other. When dealing with collections of more than two events, two notions of independence need to be distinguished. The events are called pairwise independent if any two events in the collection are independent of each other, while mutual independence (or collective independence) of events means, informally speaking, that each event is independent of any combination of other events in the collection. A similar notion exists for collections of random variables. Mutual independence implies pairwise independence ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Central Limit Theorem
In probability theory, the central limit theorem (CLT) establishes that, in many situations, when independent random variables are summed up, their properly normalized sum tends toward a normal distribution even if the original variables themselves are not normally distributed. The theorem is a key concept in probability theory because it implies that probabilistic and statistical methods that work for normal distributions can be applicable to many problems involving other types of distributions. This theorem has seen many changes during the formal development of probability theory. Previous versions of the theorem date back to 1811, but in its modern general form, this fundamental result in probability theory was precisely stated as late as 1920, thereby serving as a bridge between classical and modern probability theory. If X_1, X_2, \dots, X_n, \dots are random samples drawn from a population with overall mean \mu and finite variance and if \bar_n is the sample mean of t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Compound Poisson Distribution
In probability theory, a compound Poisson distribution is the probability distribution of the sum of a number of independent identically-distributed random variables, where the number of terms to be added is itself a Poisson-distributed variable. The result can be either a continuous or a discrete distribution. Definition Suppose that :N\sim\operatorname(\lambda), i.e., ''N'' is a random variable whose distribution is a Poisson distribution with expected value λ, and that :X_1, X_2, X_3, \dots are identically distributed random variables that are mutually independent and also independent of ''N''. Then the probability distribution of the sum of N i.i.d. random variables :Y = \sum_^N X_n is a compound Poisson distribution. In the case ''N'' = 0, then this is a sum of 0 terms, so the value of ''Y'' is 0. Hence the conditional distribution of ''Y'' given that ''N'' = 0 is a degenerate distribution. The compound Poisson distribution is obtained by marginalising the j ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multiplicative Inverse
In mathematics, a multiplicative inverse or reciprocal for a number ''x'', denoted by 1/''x'' or ''x''−1, is a number which when Multiplication, multiplied by ''x'' yields the multiplicative identity, 1. The multiplicative inverse of a rational number, fraction ''a''/''b'' is ''b''/''a''. For the multiplicative inverse of a real number, divide 1 by the number. For example, the reciprocal of 5 is one fifth (1/5 or 0.2), and the reciprocal of 0.25 is 1 divided by 0.25, or 4. The reciprocal function, the Function (mathematics), function ''f''(''x'') that maps ''x'' to 1/''x'', is one of the simplest examples of a function which is its own inverse (an Involution (mathematics), involution). Multiplying by a number is the same as Division (mathematics), dividing by its reciprocal and vice versa. For example, multiplication by 4/5 (or 0.8) will give the same result as division by 5/4 (or 1.25). Therefore, multiplication by a number followed by multiplication by its reciprocal yiel ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Domain Of A Function
In mathematics, the domain of a function is the set of inputs accepted by the function. It is sometimes denoted by \operatorname(f) or \operatornamef, where is the function. More precisely, given a function f\colon X\to Y, the domain of is . Note that in modern mathematical language, the domain is part of the definition of a function rather than a property of it. In the special case that and are both subsets of \R, the function can be graphed in the Cartesian coordinate system. In this case, the domain is represented on the -axis of the graph, as the projection of the graph of the function onto the -axis. For a function f\colon X\to Y, the set is called the codomain, and the set of values attained by the function (which is a subset of ) is called its range or image. Any function can be restricted to a subset of its domain. The restriction of f \colon X \to Y to A, where A\subseteq X, is written as \left. f \_A \colon A \to Y. Natural domain If a real function is giv ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Support (mathematics)
In mathematics, the support of a real-valued function f is the subset of the function domain containing the elements which are not mapped to zero. If the domain of f is a topological space, then the support of f is instead defined as the smallest closed set containing all points not mapped to zero. This concept is used very widely in mathematical analysis. Formulation Suppose that f : X \to \R is a real-valued function whose domain is an arbitrary set X. The of f, written \operatorname(f), is the set of points in X where f is non-zero: \operatorname(f) = \. The support of f is the smallest subset of X with the property that f is zero on the subset's complement. If f(x) = 0 for all but a finite number of points x \in X, then f is said to have . If the set X has an additional structure (for example, a topology), then the support of f is defined in an analogous way as the smallest subset of X of an appropriate type such that f vanishes in an appropriate sense on its complement. T ... [...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] |
Uniform Distribution (continuous)
In probability theory and statistics, the continuous uniform distribution or rectangular distribution is a family of symmetric probability distributions. The distribution describes an experiment where there is an arbitrary outcome that lies between certain bounds. The bounds are defined by the parameters, ''a'' and ''b'', which are the minimum and maximum values. The interval can either be closed (e.g. , b or open (e.g. (a, b)). Therefore, the distribution is often abbreviated ''U'' (''a'', ''b''), where U stands for uniform distribution. The difference between the bounds defines the interval length; all intervals of the same length on the distribution's support are equally probable. It is the maximum entropy probability distribution for a random variable ''X'' under no constraint other than that it is contained in the distribution's support. Definitions Probability density function The probability density function of the continuous uniform distribution is: : f(x)=\begin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
One-point Distribution
In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of would take the value 0.5 (1 in 2 or 1/2) for , and 0.5 for (assuming that the coin is fair). Examples of random phenomena include the weather conditions at some future date, the height of a randomly selected person, the fraction of male students in a school, the results of a survey to be conducted, etc. Introduction A probability distribution is a mathematical description of the probabilities of events, subsets of the sample space. The sample space, often denoted by \Omega, is the set of all possible outcomes of a random phe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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