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  2. Pfister's sixteen-square identity - Wikipedia

    en.wikipedia.org/wiki/Pfister's_sixteen-square...

    The identity shows that, in general, the product of two sums of sixteen squares is the sum of sixteen rational squares. Incidentally, the u i {\displaystyle u_{i}} also obey,

  3. Divergence (statistics) - Wikipedia

    en.wikipedia.org/wiki/Divergence_(statistics)

    Download as PDF; Printable version; In other projects ... to information theory and statistics, and the squared Euclidean ... entropy the generator is the negative ...

  4. Noncentral t-distribution - Wikipedia

    en.wikipedia.org/wiki/Noncentral_t-distribution

    The noncentral t-distribution generalizes Student's t-distribution using a noncentrality parameter.Whereas the central probability distribution describes how a test statistic t is distributed when the difference tested is null, the noncentral distribution describes how t is distributed when the null is false.

  5. Negative hypergeometric distribution - Wikipedia

    en.wikipedia.org/wiki/Negative_hypergeometric...

    In probability theory and statistics, the negative hypergeometric distribution describes probabilities for when sampling from a finite population without replacement in which each sample can be classified into two mutually exclusive categories like Pass/Fail or Employed/Unemployed. As random selections are made from the population, each ...

  6. Bregman divergence - Wikipedia

    en.wikipedia.org/wiki/Bregman_divergence

    Bregman divergences between functions include total squared error, relative entropy, and squared bias; see the references by Frigyik et al. below for definitions and properties. Similarly Bregman divergences have also been defined over sets, through a submodular set function which is known as the discrete analog of a convex function.

  7. Hellinger distance - Wikipedia

    en.wikipedia.org/wiki/Hellinger_distance

    To define the Hellinger distance in terms of elementary probability theory, we take λ to be the Lebesgue measure, so that dP / dλ and dQ / dλ are simply probability density functions. If we denote the densities as f and g, respectively, the squared Hellinger distance can be expressed as a standard calculus integral

  8. Negative binomial distribution - Wikipedia

    en.wikipedia.org/wiki/Negative_binomial_distribution

    Different texts (and even different parts of this article) adopt slightly different definitions for the negative binomial distribution. They can be distinguished by whether the support starts at k = 0 or at k = r, whether p denotes the probability of a success or of a failure, and whether r represents success or failure, [1] so identifying the specific parametrization used is crucial in any ...

  9. Wilks' theorem - Wikipedia

    en.wikipedia.org/wiki/Wilks'_theorem

    In that event, the likelihood test is still a sensible test statistic and even possess some asymptotic optimality properties, but the significance (the p-value) can not be reliably estimated using the chi-squared distribution with the number of degrees of freedom prescribed by Wilks. In some cases, the asymptotic null-hypothesis distribution of ...