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  2. Ratio distribution - Wikipedia

    en.wikipedia.org/wiki/Ratio_distribution

    An example is the Cauchy distribution (also called the normal ratio distribution), which comes about as the ratio of two normally distributed variables with zero mean. Two other distributions often used in test-statistics are also ratio distributions: the t-distribution arises from a Gaussian random variable divided by an independent chi ...

  3. Ratio - Wikipedia

    en.wikipedia.org/wiki/Ratio

    If we divide all numbers by the total and multiply by 100, we have converted to percentages: 25% A, 45% B, 20% C, and 10% D (equivalent to writing the ratio as 25:45:20:10). If the two or more ratio quantities encompass all of the quantities in a particular situation, it is said that "the whole" contains the sum of the parts: for example, a ...

  4. Convergence of random variables - Wikipedia

    en.wikipedia.org/.../Convergence_of_random_variables

    Then X 1 has the Bernoulli distribution with expected value μ = 0.5 and variance σ 2 = 0.25. The subsequent random variables X 2, X 3, ... will all be distributed binomially. As n grows larger, this distribution will gradually start to take shape more and more similar to the bell curve of the normal distribution.

  5. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables ⁡ (+) = ⁡ + ⁡ + ⁡ (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...

  6. Ratio estimator - Wikipedia

    en.wikipedia.org/wiki/Ratio_estimator

    The ratio estimator is a statistical estimator for the ratio of means of two random variables. Ratio estimates are biased and corrections must be made when they are used in experimental or survey work. The ratio estimates are asymmetrical and symmetrical tests such as the t test should not be used to generate confidence intervals.

  7. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.

  8. Compositional data - Wikipedia

    en.wikipedia.org/wiki/Compositional_data

    In general, John Aitchison defined compositional data to be proportions of some whole in 1982. [1] In particular, a compositional data point (or composition for short) can be represented by a real vector with positive components.

  9. Stable distribution - Wikipedia

    en.wikipedia.org/wiki/Stable_distribution

    Let X 1 and X 2 be independent realizations of a random variable X. Then X is said to be stable if for any constants a > 0 and b > 0 the random variable aX 1 + bX 2 has the same distribution as cX + d for some constants c > 0 and d. The distribution is said to be strictly stable if this holds with d = 0. [7]