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  2. Probability distribution fitting - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution...

    An estimate of the uncertainty in the first and second case can be obtained with the binomial probability distribution using for example the probability of exceedance Pe (i.e. the chance that the event X is larger than a reference value Xr of X) and the probability of non-exceedance Pn (i.e. the chance that the event X is smaller than or equal ...

  3. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the ...

  4. Density estimation - Wikipedia

    en.wikipedia.org/wiki/Density_Estimation

    The density estimates are kernel density estimates using a Gaussian kernel. That is, a Gaussian density function is placed at each data point, and the sum of the density functions is computed over the range of the data. From the density of "glu" conditional on diabetes, we can obtain the probability of diabetes conditional on "glu" via Bayes ...

  5. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    Probability density function (pdf) or probability density: function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample.

  6. Half-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Half-normal_distribution

    In probability theory and statistics, the half-normal distribution is a special case of the folded normal distribution. Let X {\displaystyle X} follow an ordinary normal distribution , N ( 0 , σ 2 ) {\displaystyle N(0,\sigma ^{2})} .

  7. Cumulative frequency analysis - Wikipedia

    en.wikipedia.org/wiki/Cumulative_frequency_analysis

    Histogram derived from the adapted cumulative probability distribution Histogram and probability density function, derived from the cumulative probability distribution, for a logistic distribution. The observed data can be arranged in classes or groups with serial number k. Each group has a lower limit (L k) and an upper limit (U k).

  8. Multivariate kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Multivariate_kernel...

    Kernel density estimation is a nonparametric technique for density estimation i.e., estimation of probability density functions, which is one of the fundamental questions in statistics. It can be viewed as a generalisation of histogram density estimation with improved statistical properties.

  9. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    If () is a general scalar-valued function of a normal vector, its probability density function, cumulative distribution function, and inverse cumulative distribution function can be computed with the numerical method of ray-tracing (Matlab code). [17]