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  2. Notation in probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Notation_in_probability...

    The probability is sometimes written to distinguish it from other functions and measure P to avoid having to define "P is a probability" and () is short for ({: ()}), where is the event space, is a random variable that is a function of (i.e., it depends upon ), and is some outcome of interest within the domain specified by (say, a particular ...

  3. Hat notation - Wikipedia

    en.wikipedia.org/wiki/Hat_notation

    In statistics, a circumflex (ˆ), called a "hat", is used to denote an estimator or an estimated value. [1] For example, in the context of errors and residuals , the "hat" over the letter ε ^ {\displaystyle {\hat {\varepsilon }}} indicates an observable estimate (the residuals) of an unobservable quantity called ε {\displaystyle \varepsilon ...

  4. p-value - Wikipedia

    en.wikipedia.org/wiki/P-value

    The difference between the two meanings of "extreme" appear when we consider a sequential hypothesis testing, or optional stopping, for the fairness of the coin. In general, optional stopping changes how p-value is calculated. [29] [30] Suppose we design the experiment as follows: Flip the coin twice. If both comes up heads or tails, end the ...

  5. p-chart - Wikipedia

    en.wikipedia.org/wiki/P-chart

    The binomial distribution is the basis for the p-chart and requires the following assumptions: [2]: 267 The probability of nonconformity p is the same for each unit; Each unit is independent of its predecessors or successors; The inspection procedure is the same for each sample and is carried out consistently from sample to sample

  6. Projection matrix - Wikipedia

    en.wikipedia.org/wiki/Projection_matrix

    A matrix, has its column space depicted as the green line. The projection of some vector onto the column space of is the vector . From the figure, it is clear that the closest point from the vector onto the column space of , is , and is one where we can draw a line orthogonal to the column space of .

  7. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    The maximum variance of this distribution is 0.25, which occurs when the true parameter is p = 0.5. In practical applications, where the true parameter p is unknown, the maximum variance is often employed for sample size assessments. If a reasonable estimate for p is known the quantity () may be used in place of 0.25.

  8. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    In frequentist statistics, the likelihood function is itself a statistic that summarizes a single sample from a population, whose calculated value depends on a choice of several parameters θ 1... θ p, where p is the count of parameters in some already-selected statistical model. The value of the likelihood serves as a figure of merit for the ...

  9. P–P plot - Wikipedia

    en.wikipedia.org/wiki/P–P_plot

    The resulting goodness of fit of the 45° line gives a measure of the difference between a sample set and the theoretical distribution. A PP plot can be used as a graphical adjunct to a tests of the fit of probability distributions, [ 4 ] [ 5 ] with additional lines being included on the plot to indicate either specific acceptance regions or ...