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  2. Continuous uniform distribution - Wikipedia

    en.wikipedia.org/.../Continuous_uniform_distribution

    If X has a standard uniform distribution, then by the inverse transform sampling method, Y = − λ −1 ln(X) has an exponential distribution with (rate) parameter λ. If X has a standard uniform distribution, then Y = X n has a beta distribution with parameters (1/n,1). As such, The Irwin–Hall distribution is the sum of n i.i.d. U(0,1 ...

  3. Minimum-variance unbiased estimator - Wikipedia

    en.wikipedia.org/wiki/Minimum-variance_unbiased...

    If k exemplars are chosen (without replacement) from a discrete uniform distribution over the set {1, 2, ..., N} with unknown upper bound N, the MVUE for N is +, where m is the sample maximum. This is a scaled and shifted (so unbiased) transform of the sample maximum, which is a sufficient and complete statistic.

  4. Sufficient statistic - Wikipedia

    en.wikipedia.org/wiki/Sufficient_statistic

    5.3 Uniform distribution ... and uniformly distributed on the interval [0,θ], then T(X) = max(X ... sufficient estimator is the best estimator of its ...

  5. Discrete uniform distribution - Wikipedia

    en.wikipedia.org/wiki/Discrete_uniform_distribution

    The problem of estimating the maximum of a discrete uniform distribution on the integer interval [,] from a sample of k observations is commonly known as the German tank problem, following the practical application of this maximum estimation problem, during World War II, by Allied forces seeking to estimate German tank production.

  6. Box–Muller transform - Wikipedia

    en.wikipedia.org/wiki/Box–Muller_transform

    Given u and v, independent and uniformly distributed in the closed interval [−1, +1], set s = R 2 = u 2 + v 2. If s = 0 or s ≥ 1 , discard u and v , and try another pair ( u , v ) . Because u and v are uniformly distributed and because only points within the unit circle have been admitted, the values of s will be uniformly distributed in ...

  7. Equidistributed sequence - Wikipedia

    en.wikipedia.org/wiki/Equidistributed_sequence

    0, α, 2α, 3α, 4α, ... is equidistributed modulo 1. [3] More generally, if p is a polynomial with at least one coefficient other than the constant term irrational then the sequence p(n) is uniformly distributed modulo 1. This was proven by Weyl and is an application of van der Corput's difference theorem. [4]

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  9. Simple linear regression - Wikipedia

    en.wikipedia.org/wiki/Simple_linear_regression

    For example, if x had 10 values from the natural numbers: [1,2,3...,10], then we can imagine x to be a Discrete uniform distribution. Under this interpretation all x i {\displaystyle x_{i}} have the same expectation and some positive variance.