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  2. σ-algebra - Wikipedia

    en.wikipedia.org/wiki/Σ-algebra

    A stopping time can define a -algebra , the so-called stopping time sigma-algebra, which in a filtered probability space describes the information up to the random time in the sense that, if the filtered probability space is interpreted as a random experiment, the maximum information that can be found out about the experiment from arbitrarily ...

  3. Sigma - Wikipedia

    en.wikipedia.org/wiki/Sigma

    Sigma (/ ˈ s ɪ ɡ m ə / SIG-mə; [1] uppercase Σ, lowercase σ, lowercase in word-final position ς; Ancient Greek: σίγμα) is the eighteenth letter of the Greek alphabet. In the system of Greek numerals , it has a value of 200.

  4. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The standard deviation of the distribution is (sigma). A random variable with a Gaussian distribution is said to be normally distributed , and is called a normal deviate . Normal distributions are important in statistics and are often used in the natural and social sciences to represent real-valued random variables whose distributions are not ...

  5. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    First, calculate the deviations of each data point from the mean, ... Particle physics conventionally uses a standard of "5 sigma" for the declaration of a discovery ...

  6. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    In the empirical sciences, the so-called three-sigma rule of thumb (or 3 σ rule) expresses a conventional heuristic that nearly all values are taken to lie within three standard deviations of the mean, and thus it is empirically useful to treat 99.7% probability as near certainty.

  7. Statistical significance - Wikipedia

    en.wikipedia.org/wiki/Statistical_significance

    In specific fields such as particle physics and manufacturing, statistical significance is often expressed in multiples of the standard deviation or sigma (σ) of a normal distribution, with significance thresholds set at a much stricter level (for example 5σ).

  8. Sigmoid function - Wikipedia

    en.wikipedia.org/wiki/Sigmoid_function

    Definition [ edit ] A sigmoid function is a bounded , differentiable , real function that is defined for all real input values and has a non-negative derivative at each point [ 1 ] [ 2 ] and exactly one inflection point .

  9. Pooled variance - Wikipedia

    en.wikipedia.org/wiki/Pooled_variance

    Definition and computation [ edit ] The pooled variance is an estimate of the fixed common variance σ 2 {\displaystyle \sigma ^{2}} underlying various populations that have different means.