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  2. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    Likelihood function – Function related to statistics and probability theory; List of probability distributions; Probability amplitude – Complex number whose squared absolute value is a probability; Probability mass function – Discrete-variable probability distribution; Secondary measure; Merging independent probability density functions

  3. Density matrix - Wikipedia

    en.wikipedia.org/wiki/Density_matrix

    In quantum mechanics, a density matrix (or density operator) is a matrix that describes an ensemble [1] of physical systems as quantum states (even if the ensemble contains only one system). It allows for the calculation of the probabilities of the outcomes of any measurements performed upon the systems of the ensemble using the Born rule .

  4. Characteristic function (probability theory) - Wikipedia

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

    The formula in the definition of characteristic function allows us to compute φ when we know the distribution function F (or density f). If, on the other hand, we know the characteristic function φ and want to find the corresponding distribution function, then one of the following inversion theorems can be used. Theorem.

  5. Density estimation - Wikipedia

    en.wikipedia.org/wiki/Density_Estimation

    In statistics, probability density estimation or simply density estimation is the construction of an estimate, based on observed data, of an unobservable underlying probability density function. The unobservable density function is thought of as the density according to which a large population is distributed; the data are usually thought of as ...

  6. Kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Kernel_density_estimation

    Kernel density estimation of 100 normally distributed random numbers using different smoothing bandwidths.. In statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on kernels as weights.

  7. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    More generally, for each value of , we can calculate the corresponding likelihood. The result of such calculations is displayed in Figure 1. The result of such calculations is displayed in Figure 1. The integral of L {\textstyle {\mathcal {L}}} over [0, 1] is 1/3; likelihoods need not integrate or sum to one over the parameter space.

  8. Joint probability distribution - Wikipedia

    en.wikipedia.org/wiki/Joint_probability_distribution

    In probability theory, the joint probability distribution is the probability distribution of all possible pairs of outputs of two random variables that are defined on the same probability space.

  9. Cumulant - Wikipedia

    en.wikipedia.org/wiki/Cumulant

    In probability theory and statistics, the cumulants κ n of a probability distribution are a set of quantities that provide an alternative to the moments of the distribution. . Any two probability distributions whose moments are identical will have identical cumulants as well, and vice v