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  2. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    Diagram showing the cumulative distribution function for the normal distribution with mean (μ) 0 and variance (σ 2) 1. These numerical values "68%, 95%, 99.7%" come from the cumulative distribution function of the normal distribution. The prediction interval for any standard score z corresponds numerically to (1 − (1 − Φ μ,σ 2 (z)) · 2).

  3. Sigmoid function - Wikipedia

    en.wikipedia.org/wiki/Sigmoid_function

    A wide variety of sigmoid functions including the logistic and hyperbolic tangent functions have been used as the activation function of artificial neurons. Sigmoid curves are also common in statistics as cumulative distribution functions (which go from 0 to 1), such as the integrals of the logistic density , the normal density , and Student's ...

  4. Algorithms for calculating variance - Wikipedia

    en.wikipedia.org/wiki/Algorithms_for_calculating...

    This algorithm can easily be adapted to compute the variance of a finite population: simply divide by n instead of n − 1 on the last line.. Because SumSq and (Sum×Sum)/n can be very similar numbers, cancellation can lead to the precision of the result to be much less than the inherent precision of the floating-point arithmetic used to perform the computation.

  5. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    A five-sigma level translates to one chance in 3.5 million that a random fluctuation would yield the result. This level of certainty was required in order to assert that a particle consistent with the Higgs boson had been discovered in two independent experiments at CERN , [ 11 ] also leading to the declaration of the first observation of ...

  6. Process capability index - Wikipedia

    en.wikipedia.org/wiki/Process_capability_index

    Sigma level (σ) Area under the probability density function Process yield Process fallout (in terms of DPMO/PPM) 0.33 1 0.3085375387 30.85% 691462 0.67 2 0.6914624613 69.15% 308538 1.00 3 0.9331927987 93.32% 66807 1.33 4 0.9937903347 99.38% 6209 1.67 5 0.9997673709 99.9767% 232.6 2.00 6 0.9999966023 99.99966%

  7. Prediction interval - Wikipedia

    en.wikipedia.org/wiki/Prediction_interval

    For example, to calculate the 95% prediction interval for a normal distribution with a mean (μ) of 5 and a standard deviation (σ) of 1, then z is approximately 2. Therefore, the lower limit of the prediction interval is approximately 5 ‒ (2⋅1) = 3, and the upper limit is approximately 5 + (2⋅1) = 7, thus giving a prediction interval of ...

  8. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables ⁡ (+) = ⁡ + ⁡ + ⁡ (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...

  9. Coefficient of variation - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_variation

    In the examples below, we will take the values given as randomly chosen from a larger population of values.. The data set [100, 100, 100] has constant values. Its standard deviation is 0 and average is 100, giving the coefficient of variation as 0 / 100 = 0