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  2. Characteristic function (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Characteristic_function...

    a function of t, determines the behavior and properties of the probability distribution of X. It is equivalent to a probability density function or cumulative distribution function, since knowing one of these functions allows computation of the others, but they provide different insights into the features of the random variable. In particular ...

  3. Proper convex function - Wikipedia

    en.wikipedia.org/wiki/Proper_convex_function

    Assuming this, if the function's domain is empty or if the function is identically equal to + then the minimization problem once again has an immediate answer. Extended real-valued function for which the minimization problem is not solved by any one of these three trivial cases are exactly those that are called proper. Many (although not all ...

  4. Normalizing constant - Wikipedia

    en.wikipedia.org/wiki/Normalizing_constant

    In Bayes' theorem, a normalizing constant is used to ensure that the sum of all possible hypotheses equals 1. Other uses of normalizing constants include making the value of a Legendre polynomial at 1 and in the orthogonality of orthonormal functions. A similar concept has been used in areas other than probability, such as for polynomials.

  5. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The moment generating function of a real random variable is the expected value of , as a function of the real parameter . For a normal distribution with density f {\textstyle f} , mean μ {\textstyle \mu } and variance σ 2 {\textstyle \sigma ^{2}} , the moment generating function exists and is equal to

  6. List of mathematical functions - Wikipedia

    en.wikipedia.org/wiki/List_of_mathematical_functions

    Thomae's function: is a function that is continuous at all irrational numbers and discontinuous at all rational numbers. It is also a modification of Dirichlet function and sometimes called Riemann function. Kronecker delta function: is a function of two variables, usually integers, which is 1 if they are equal, and 0 otherwise.

  7. Conditional probability - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability

    P(A|B) may or may not be equal to P(A), i.e., the unconditional probability or absolute probability of A. If P(A|B) = P(A), then events A and B are said to be independent: in such a case, knowledge about either event does not alter the likelihood of each other. P(A|B) (the conditional probability of A given B) typically differs from P(B|A).

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  9. Partition function (statistical mechanics) - Wikipedia

    en.wikipedia.org/wiki/Partition_function...

    The partition function is a function of the temperature T and the microstate energies E 1, E 2, E 3, etc. The microstate energies are determined by other thermodynamic variables, such as the number of particles and the volume, as well as microscopic quantities like the mass of the constituent particles.