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  2. Sum of normally distributed random variables - Wikipedia

    en.wikipedia.org/wiki/Sum_of_normally...

    This means that the sum of two independent normally distributed random variables is normal, with its mean being the sum of the two means, and its variance being the sum of the two variances (i.e., the square of the standard deviation is the sum of the squares of the standard deviations). [1]

  3. Algorithms for calculating variance - Wikipedia

    en.wikipedia.org/wiki/Algorithms_for_calculating...

    This algorithm can easily be adapted to compute the variance of a finite population: simply divide by n instead of n − 1 on the last line.. Because SumSq and (Sum×Sum)/n can be very similar numbers, cancellation can lead to the precision of the result to be much less than the inherent precision of the floating-point arithmetic used to perform the computation.

  4. Aggregate function - Wikipedia

    en.wikipedia.org/wiki/Aggregate_function

    Sum; Others include: Nanmean (mean ignoring NaN values, also known as "nil" or "null") Stddev; Formally, an aggregate function takes as input a set, a multiset (bag), or a list from some input domain I and outputs an element of an output domain O. [1] The input and output domains may be the same, such as for SUM, or may be different, such as ...

  5. Inverse-variance weighting - Wikipedia

    en.wikipedia.org/wiki/Inverse-variance_weighting

    For normally distributed random variables inverse-variance weighted averages can also be derived as the maximum likelihood estimate for the true value. Furthermore, from a Bayesian perspective the posterior distribution for the true value given normally distributed observations and a flat prior is a normal distribution with the inverse-variance weighted average as a mean and variance ().

  6. Weighted arithmetic mean - Wikipedia

    en.wikipedia.org/wiki/Weighted_arithmetic_mean

    The average student grade can be obtained by averaging all the grades, without regard to classes (add all the grades up and divide by the total number of students): ¯ = = Or, this can be accomplished by weighting the class means by the number of students in each class.

  7. Autoregressive moving-average model - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_moving...

    Python has the statsmodelsS package which includes many models and functions for time series analysis, including ARMA. Formerly part of the scikit-learn library, it is now stand-alone and integrates well with Pandas. PyFlux has a Python-based implementation of ARIMAX models, including Bayesian ARIMAX models.

  8. Average - Wikipedia

    en.wikipedia.org/wiki/Average

    Average of chords. In ordinary language, an average is a single number or value that best represents a set of data. The type of average taken as most typically representative of a list of numbers is the arithmetic mean – the sum of the numbers divided by how many numbers are in the list. For example, the mean average of the numbers 2, 3, 4, 7 ...

  9. Subset sum problem - Wikipedia

    en.wikipedia.org/wiki/Subset_sum_problem

    The subset sum problem (SSP) is a decision problem in computer science. In its most general formulation, there is a multiset of integers and a target-sum , and the question is to decide whether any subset of the integers sum to precisely . [1] The problem is known to be NP-complete.