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  2. Exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Exponential_distribution

    In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...

  3. Softmax function - Wikipedia

    en.wikipedia.org/wiki/Softmax_function

    The softmax function, also known as softargmax [1]: 184 or normalized exponential function, [2]: 198 converts a vector of K real numbers into a probability distribution of K possible outcomes. It is a generalization of the logistic function to multiple dimensions, and is used in multinomial logistic regression.

  4. Exponentially modified Gaussian distribution - Wikipedia

    en.wikipedia.org/wiki/Exponentially_modified...

    In probability theory, an exponentially modified Gaussian distribution (EMG, also known as exGaussian distribution) describes the sum of independent normal and exponential random variables. An exGaussian random variable Z may be expressed as Z = X + Y , where X and Y are independent, X is Gaussian with mean μ and variance σ 2 , and Y is ...

  5. Cumulative distribution function - Wikipedia

    en.wikipedia.org/wiki/Cumulative_distribution...

    Cumulative distribution function for the exponential distribution Cumulative distribution function for the normal distribution. In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable, or just distribution function of , evaluated at , is the probability that will take a value less than or equal to .

  6. Weibull distribution - Wikipedia

    en.wikipedia.org/wiki/Weibull_distribution

    Its complementary cumulative distribution function is a stretched exponential function. The Weibull distribution is related to a number of other probability distributions; in particular, it interpolates between the exponential distribution (k = 1) and the Rayleigh distribution (k = 2 and =). [5]

  7. Stretched exponential function - Wikipedia

    en.wikipedia.org/wiki/Stretched_exponential_function

    With a stretching exponent β between 0 and 1, the graph of log f versus t is characteristically stretched, hence the name of the function. The compressed exponential function (with β > 1) has less practical importance, with the notable exceptions of β = 2, which gives the normal distribution, and of compressed exponential relaxation in the ...

  8. Exponential dispersion model - Wikipedia

    en.wikipedia.org/wiki/Exponential_dispersion_model

    In probability and statistics, the class of exponential dispersion models (EDM), also called exponential dispersion family (EDF), is a set of probability distributions that represents a generalisation of the natural exponential family.

  9. Natural exponential family - Wikipedia

    en.wikipedia.org/wiki/Natural_exponential_family

    A distribution in an exponential family with parameter θ can be written with probability density function (PDF) = ⁡ ( () ), where () and () are known functions. A distribution in a natural exponential family with parameter θ can thus be written with PDF = ⁡ ( ). [Note that slightly different notation is used by the originator of the NEF ...