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  2. Multiple comparisons problem - Wikipedia

    en.wikipedia.org/wiki/Multiple_comparisons_problem

    However, if one considers 100 confidence intervals simultaneously, each with 95% coverage probability, the expected number of non-covering intervals is 5. If the intervals are statistically independent from each other, the probability that at least one interval does not contain the population parameter is 99.4%.

  3. Mutual exclusivity - Wikipedia

    en.wikipedia.org/wiki/Mutual_exclusivity

    The probability that at least one of the events will occur is equal to one. [4] For example, there are theoretically only two possibilities for flipping a coin. Flipping a head and flipping a tail are collectively exhaustive events, and there is a probability of one of flipping either a head or a tail.

  4. Family-wise error rate - Wikipedia

    en.wikipedia.org/wiki/Family-wise_error_rate

    Thus, by assuring , the probability of making one or more type I errors in the family is controlled at level . A procedure controls the FWER in the weak sense if the FWER control at level α {\displaystyle \alpha \,\!} is guaranteed only when all null hypotheses are true (i.e. when m 0 = m {\displaystyle m_{0}=m} , meaning the "global null ...

  5. Mutual information - Wikipedia

    en.wikipedia.org/wiki/Mutual_information

    In probability theory and information theory, the mutual information (MI) of two random variables is a measure of the mutual dependence between the two variables. More specifically, it quantifies the "amount of information" (in units such as shannons , nats or hartleys) obtained about one random variable by observing the other random variable.

  6. Birthday problem - Wikipedia

    en.wikipedia.org/wiki/Birthday_problem

    In probability theory, the birthday problem asks for the probability that, in a set of n randomly chosen people, at least two will share the same birthday. The birthday paradox refers to the counterintuitive fact that only 23 people are needed for that probability to exceed 50%.

  7. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    One of the most general descriptions, which applies for absolutely continuous and discrete variables, is by means of a probability function : whose input space is a σ-algebra, and gives a real number probability as its output, particularly, a number in [,].

  8. Conditional probability table - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability_table

    In statistics, the conditional probability table (CPT) is defined for a set of discrete and mutually dependent random variables to display conditional probabilities of a single variable with respect to the others (i.e., the probability of each possible value of one variable if we know the values taken on by the other variables).

  9. Probability - Wikipedia

    en.wikipedia.org/wiki/Probability

    A probability is a way of assigning every event a value between zero and one, with the requirement that the event made up of all possible results (in our example, the event {1,2,3,4,5,6}) is assigned a value of one. To qualify as a probability, the assignment of values must satisfy the requirement that for any collection of mutually exclusive ...