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  2. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The generalized Pareto distribution has a support which is either bounded below only, or bounded both above and below; The metalog distribution, which provides flexibility for unbounded, bounded, and semi-bounded support, is highly shape-flexible, has simple closed forms, and can be fit to data using linear least squares.

  3. Upper and lower bounds - Wikipedia

    en.wikipedia.org/wiki/Upper_and_lower_bounds

    For example, 5 is a lower bound for the set S = {5, 8, 42, 34, 13934} (as a subset of the integers or of the real numbers, etc.), and so is 4. On the other hand, 6 is not a lower bound for S since it is not smaller than every element in S. 13934 and other numbers x such that x ≥ 13934 would be an upper bound for S.

  4. Probability bounds analysis - Wikipedia

    en.wikipedia.org/wiki/Probability_bounds_analysis

    Probability bounds analysis (PBA) is a collection of methods of uncertainty propagation for making qualitative and quantitative calculations in the face of uncertainties of various kinds. It is used to project partial information about random variables and other quantities through mathematical expressions.

  5. Truncated normal distribution - Wikipedia

    en.wikipedia.org/wiki/Truncated_normal_distribution

    In probability and statistics, the truncated normal distribution is the probability distribution derived from that of a normally distributed random variable by bounding the random variable from either below or above (or both). The truncated normal distribution has wide applications in statistics and econometrics.

  6. Convergence of random variables - Wikipedia

    en.wikipedia.org/wiki/Convergence_of_random...

    If X n converges in probability to X, and if P(| X n | ≤ b) = 1 for all n and some b, then X n converges in rth mean to X for all r ≥ 1. In other words, if X n converges in probability to X and all random variables X n are almost surely bounded above and below, then X n converges to X also in any rth mean. [10] Almost sure representation ...

  7. Popoviciu's inequality on variances - Wikipedia

    en.wikipedia.org/wiki/Popoviciu's_inequality_on...

    In probability theory, Popoviciu's inequality, named after Tiberiu Popoviciu, is an upper bound on the variance σ 2 of any bounded probability distribution.Let M and m be upper and lower bounds on the values of any random variable with a particular probability distribution.

  8. Monotone convergence theorem - Wikipedia

    en.wikipedia.org/wiki/Monotone_convergence_theorem

    The theorem states that if you have an infinite matrix of non-negative real numbers , such that the rows are weakly increasing and each is bounded , where the bounds are summable < then, for each column, the non decreasing column sums , are bounded hence convergent, and the limit of the column sums is equal to the sum of the "limit column ...

  9. Martingale (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Martingale_(probability...

    Similarly, if a submartingale and a martingale have equivalent expectations for a given time, the history of the submartingale tends to be bounded above by the history of the martingale. Roughly speaking, the prefix "sub-" is consistent because the current observation X n is less than (or equal to) the conditional expectation E [ X n +1 | X 1 ...