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  2. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...

  3. Normalization (statistics) - Wikipedia

    en.wikipedia.org/wiki/Normalization_(statistics)

    Other non-dimensional normalizations that can be used with no assumptions on the distribution include: Assignment of percentiles. This is common on standardized tests. See also quantile normalization. Normalization by adding and/or multiplying by constants so values fall between 0 and 1.

  4. Standard score - Wikipedia

    en.wikipedia.org/wiki/Standard_score

    Comparison of the various grading methods in a normal distribution, including: standard deviations, cumulative percentages, percentile equivalents, z-scores, T-scores. In statistics, the standard score is the number of standard deviations by which the value of a raw score (i.e., an observed value or data point) is above or below the mean value of what is being observed or measured.

  5. Standardized moment - Wikipedia

    en.wikipedia.org/wiki/Standardized_moment

    In probability theory and statistics, a standardized moment of a probability distribution is a moment (often a higher degree central moment) that is normalized, typically by a power of the standard deviation, rendering the moment scale invariant. The shape of different probability distributions can be compared using standardized moments. [1]

  6. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    Bivariate normal distribution centered at (,) with a standard deviation of 3 in roughly the (,) direction and of 1 in the orthogonal direction. As the absolute value of the correlation parameter ρ {\displaystyle \rho } increases, these loci are squeezed toward the following line :

  7. Quantile normalization - Wikipedia

    en.wikipedia.org/wiki/Quantile_normalization

    The highest entry in the test distribution then takes the value of the highest entry in the reference distribution, the next highest entry in the reference distribution, and so on, until the test distribution is a perturbation of the reference distribution. To quantile normalize two or more distributions to each other, without a reference ...

  8. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    Gosset's paper refers to the distribution as the "frequency distribution of standard deviations of samples drawn from a normal population". It became well known through the work of Ronald Fisher , who called the distribution "Student's distribution" and represented the test value with the letter t .

  9. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    This normalization factor is outside the kernel of the distribution. Since the parameters are constants, reparametrizing a density in terms of different parameters to give a characterization of a different random variable in the family, means simply substituting the new parameter values into the formula in place of the old ones.