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  2. Continuity correction - Wikipedia

    en.wikipedia.org/wiki/Continuity_correction

    A continuity correction can also be applied when other discrete distributions supported on the integers are approximated by the normal distribution. For example, if X has a Poisson distribution with expected value λ then the variance of X is also λ, and = (< +) (+ /)

  3. Yates's correction for continuity - Wikipedia

    en.wikipedia.org/wiki/Yates's_correction_for...

    Yates's correction should always be applied, as it will tend to improve the accuracy of the p-value obtained. [ citation needed ] However, in situations with large sample sizes, using the correction will have little effect on the value of the test statistic, and hence the p-value.

  4. Pearson's chi-squared test - Wikipedia

    en.wikipedia.org/wiki/Pearson's_chi-squared_test

    The null distribution of the Pearson statistic with j rows and k columns is approximated by the chi-squared distribution with (k − 1)(j − 1) degrees of freedom. [12] This approximation arises as the true distribution, under the null hypothesis, if the expected value is given by a multinomial distribution.

  5. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...

  6. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    In statistics, the 68–95–99.7 rule, also known as the empirical rule, and sometimes abbreviated 3sr or 3 σ, is a shorthand used to remember the percentage of values that lie within an interval estimate in a normal distribution: approximately 68%, 95%, and 99.7% of the values lie within one, two, and three standard deviations of the mean ...

  7. Unbiased estimation of standard deviation - Wikipedia

    en.wikipedia.org/wiki/Unbiased_estimation_of...

    Correction factor versus sample size n.. When the random variable is normally distributed, a minor correction exists to eliminate the bias.To derive the correction, note that for normally distributed X, Cochran's theorem implies that () / has a chi square distribution with degrees of freedom and thus its square root, / has a chi distribution with degrees of freedom.

  8. De Moivre–Laplace theorem - Wikipedia

    en.wikipedia.org/wiki/De_Moivre–Laplace_theorem

    However, because in this case the fraction of successes (i.e., the number of 1s divided by the number of trials, n) is equal to the sample mean, the distribution of the fractions of successes (described by the binomial distribution divided by the constant n) and the distribution of the sample means (approximately normal with large n due to the ...

  9. Quantile function - Wikipedia

    en.wikipedia.org/wiki/Quantile_function

    The normal distribution is perhaps the most important case. Because the normal distribution is a location-scale family, its quantile function for arbitrary parameters can be derived from a simple transformation of the quantile function of the standard normal distribution, known as the probit function. Unfortunately, this function has no closed ...