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  2. Glossary of probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Glossary_of_probability...

    Also confidence coefficient. A number indicating the probability that the confidence interval (range) captures the true population mean. For example, a confidence interval with a 95% confidence level has a 95% chance of capturing the population mean. Technically, this means that, if the experiment were repeated many times, 95% of the CIs computed at this level would contain the true population ...

  3. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The beta-binomial distribution, which describes the number of successes in a series of independent Yes/No experiments with heterogeneity in the success probability. The degenerate distribution at x 0, where X is certain to take the value x 0. This does not look random, but it satisfies the definition of random variable. This is useful because ...

  4. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    A discrete probability distribution is the probability distribution of a random variable that can take on only a countable number of values [15] (almost surely) [16] which means that the probability of any event can be expressed as a (finite or countably infinite) sum: = (=), where is a countable set with () =.

  5. Credible interval - Wikipedia

    en.wikipedia.org/wiki/Credible_interval

    In Bayesian statistics, a credible interval is an interval used to characterize a probability distribution. It is defined such that an unobserved parameter value has a particular probability γ {\displaystyle \gamma } to fall within it.

  6. Medical statistics - Wikipedia

    en.wikipedia.org/wiki/Medical_statistics

    This probability distribution presents two different confidence intervals. [1] Frequently reported in medical research studies is the confidence interval (CI), which indicates the consistency and variability of the medical results of repeated medical trials.

  7. Serial interval - Wikipedia

    en.wikipedia.org/wiki/Serial_interval

    The serial interval in the epidemiology of communicable (infectious) diseases is the time between successive cases in a chain of transmission. [ 1 ] The serial interval is generally estimated from the interval between clinical onsets (if observable), in which case it is the 'clinical onset serial interval'.

  8. Prediction interval - Wikipedia

    en.wikipedia.org/wiki/Prediction_interval

    Given a sample from a normal distribution, whose parameters are unknown, it is possible to give prediction intervals in the frequentist sense, i.e., an interval [a, b] based on statistics of the sample such that on repeated experiments, X n+1 falls in the interval the desired percentage of the time; one may call these "predictive confidence intervals".

  9. Gamma distribution - Wikipedia

    en.wikipedia.org/wiki/Gamma_distribution

    The gamma distribution is the maximum entropy probability distribution (both with respect to a uniform base measure and a / base measure) for a random variable X for which E[X] = αθ = α/λ is fixed and greater than zero, and E[ln X] = ψ(α) + ln θ = ψ(α) − ln λ is fixed (ψ is the digamma function). [5]