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  2. Nonparametric skew - Wikipedia

    en.wikipedia.org/wiki/Nonparametric_skew

    In statistics and probability theory, the nonparametric skew is a statistic occasionally used with random variables that take real values. [1] [2] It is a measure of the skewness of a random variable's distribution—that is, the distribution's tendency to "lean" to one side or the other of the mean.

  3. Negative probability - Wikipedia

    en.wikipedia.org/wiki/Negative_probability

    In Convolution quotients of nonnegative definite functions [5] and Algebraic Probability Theory [6] Imre Z. Ruzsa and Gábor J. Székely proved that if a random variable X has a signed or quasi distribution where some of the probabilities are negative then one can always find two random variables, Y and Z, with ordinary (not signed / not quasi ...

  4. Glossary of probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Glossary_of_probability...

    Also confidence coefficient. A number indicating the probability that the confidence interval (range) captures the true population mean. For example, a confidence interval with a 95% confidence level has a 95% chance of capturing the population mean. Technically, this means that, if the experiment were repeated many times, 95% of the CIs computed at this level would contain the true population ...

  5. 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.

  6. 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 ...

  7. Unscented transform - Wikipedia

    en.wikipedia.org/wiki/Unscented_transform

    He also showed that weights, including negative weights, can be used to affect the statistics of the set. Julier also developed and examined techniques for generating sigma points to capture the third moment (the skew) of an arbitrary distribution and the fourth moment (the kurtosis) of a symmetric distribution.

  8. Yates's correction for continuity - Wikipedia

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

    This reduces the chi-squared value obtained and thus increases its p-value. The effect of Yates's correction is to prevent overestimation of statistical significance for small data. This formula is chiefly used when at least one cell of the table has an expected count smaller than 5. = =

  9. Multivariate t-distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_t-distribution

    One common method of construction of a multivariate t-distribution, for the case of dimensions, is based on the observation that if and are independent and distributed as (,) and (i.e. multivariate normal and chi-squared distributions) respectively, the matrix is a p × p matrix, and is a constant vector then the random variable = / / + has the density [1]