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  2. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    The mean and the standard deviation of a set of data are descriptive statistics usually reported together. In a certain sense, the standard deviation is a "natural" measure of statistical dispersion if the center of the data is measured about the mean. This is because the standard deviation from the mean is smaller than from any other point.

  3. Uncertainty principle - Wikipedia

    en.wikipedia.org/wiki/Uncertainty_principle

    In particle-physics, widths from experimental fits to the Breit–Wigner energy distribution are used to characterize the lifetime of quasi-stable or decaying states. [41] An informal, heuristic meaning of the principle is the following: [42] A state that only exists for a short time cannot have a definite energy. To have a definite energy, the ...

  4. 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 ...

  5. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    The red population has mean 100 and variance 100 (SD=10) while the blue population has mean 100 and variance 2500 (SD=50) where SD stands for Standard Deviation. In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable.

  6. Gaussian function - Wikipedia

    en.wikipedia.org/wiki/Gaussian_function

    When these assumptions are satisfied, the following covariance matrix K applies for the 1D profile parameters , , and under i.i.d. Gaussian noise and under Poisson noise: [8] = , = , where is the width of the pixels used to sample the function, is the quantum efficiency of the detector, and indicates the standard deviation of the measurement noise.

  7. Stationary process - Wikipedia

    en.wikipedia.org/wiki/Stationary_process

    In mathematics and statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional joint probability distribution does not change when shifted in time. Consequently, parameters such as mean and variance also do not change over time.

  8. Signal-to-noise ratio - Wikipedia

    en.wikipedia.org/wiki/Signal-to-noise_ratio

    where is the signal mean or expected value and is the standard deviation of the noise, or an estimate thereof. [ note 2 ] Notice that such an alternative definition is only useful for variables that are always non-negative (such as photon counts and luminance ), and it is only an approximation since E ⁡ [ X 2 ] = σ 2 + μ 2 {\displaystyle ...

  9. Coefficient of variation - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_variation

    The data set [90, 100, 110] has more variability. Its standard deviation is 10 and its average is 100, giving the coefficient of variation as 10 / 100 = 0.1; The data set [1, 5, 6, 8, 10, 40, 65, 88] has still more variability. Its standard deviation is 32.9 and its average is 27.9, giving a coefficient of variation of 32.9 / 27.9 = 1.18