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  2. p-value - Wikipedia

    en.wikipedia.org/wiki/P-value

    In null-hypothesis significance testing, the p-value [note 1] is the probability of obtaining test results at least as extreme as the result actually observed, under the assumption that the null hypothesis is correct. [2] [3] A very small p-value means that such an extreme observed outcome would be very unlikely under the null hypothesis.

  3. 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.

  4. Independent Chip Model - Wikipedia

    en.wikipedia.org/wiki/Independent_Chip_Model

    Harville-Malmuth's formulas only coincide with gambler's-ruin estimates in the 2-player case. [9] With 3 or more players, they give misleading probabilities, but adequately approximate the expected payout. [10] The FEM mesh for 3 players and 4 chips. For example, suppose very few players (e.g. 3 or 4).

  5. Chi-squared distribution - Wikipedia

    en.wikipedia.org/wiki/Chi-squared_distribution

    These values can be calculated evaluating the quantile function (also known as "inverse CDF" or "ICDF") of the chi-squared distribution; [24] e. g., the χ 2 ICDF for p = 0.05 and df = 7 yields 2.1673 ≈ 2.17 as in the table above, noticing that 1 – p is the p-value from the table.

  6. Statistical hypothesis test - Wikipedia

    en.wikipedia.org/wiki/Statistical_hypothesis_test

    The p-value is the probability that a test statistic which is at least as extreme as the one obtained would occur under the null hypothesis. At a significance level of 0.05, a fair coin would be expected to (incorrectly) reject the null hypothesis (that it is fair) in 1 out of 20 tests on average.

  7. Bayes' theorem - Wikipedia

    en.wikipedia.org/wiki/Bayes'_theorem

    P (A), the prior, is the initial degree of belief in A. P (A | B), the posterior, is the degree of belief after incorporating news that B is true. the quotient ⁠ P(B | A) / P(B) ⁠ represents the support B provides for A. For more on the application of Bayes' theorem under the Bayesian interpretation of probability, see Bayesian inference.

  8. Marginal distribution - Wikipedia

    en.wikipedia.org/wiki/Marginal_distribution

    p X (x) → ⁠ 16 / 32 ⁠ ⁠ 8 / 32 ⁠ ⁠ 4 / 32 ⁠ ⁠ 4 / 32 ⁠ ⁠ 32 / 32 ⁠ Joint and marginal distributions of a pair of discrete random variables, X and Y, dependent, thus having nonzero mutual information I(X; Y). The values of the joint distribution are in the 3×4 rectangle; the values of the marginal distributions are along ...

  9. Standard normal table - Wikipedia

    en.wikipedia.org/wiki/Standard_normal_table

    The values within the table are the probabilities corresponding to the table type. These probabilities are calculations of the area under the normal curve from the starting point (0 for cumulative from mean, negative infinity for cumulative and positive infinity for complementary cumulative) to Z.