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  2. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    According to this definition, E[X] exists and is finite if and only if E[X +] and E[X −] are both finite. Due to the formula |X| = X + + X −, this is the case if and only if E|X| is finite, and this is equivalent to the absolute convergence conditions in the definitions above. As such, the present considerations do not define finite ...

  3. Sample mean and covariance - Wikipedia

    en.wikipedia.org/wiki/Sample_mean_and_covariance

    The sample mean is the average of the values of a variable in a sample, which is the sum of those values divided by the number of values. Using mathematical notation, if a sample of N observations on variable X is taken from the population, the sample mean is:

  4. Estimating equations - Wikipedia

    en.wikipedia.org/wiki/Estimating_equations

    In statistics, the method of estimating equations is a way of specifying how the parameters of a statistical model should be estimated. This can be thought of as a generalisation of many classical methods—the method of moments , least squares , and maximum likelihood —as well as some recent methods like M-estimators .

  5. JASP - Wikipedia

    en.wikipedia.org/wiki/JASP

    JASP (Jeffreys’s Amazing Statistics Program [2]) is a free and open-source program for statistical analysis supported by the University of Amsterdam. It is designed to be easy to use, and familiar to users of SPSS .

  6. Covariance and correlation - Wikipedia

    en.wikipedia.org/wiki/Covariance_and_correlation

    With any number of random variables in excess of 1, the variables can be stacked into a random vector whose i th element is the i th random variable. Then the variances and covariances can be placed in a covariance matrix, in which the (i, j) element is the covariance between the i th random variable and the j th one.

  7. Sampling distribution - Wikipedia

    en.wikipedia.org/wiki/Sampling_distribution

    In statistics, a sampling distribution or finite-sample distribution is the probability distribution of a given random-sample-based statistic.If an arbitrarily large number of samples, each involving multiple observations (data points), were separately used to compute one value of a statistic (such as, for example, the sample mean or sample variance) for each sample, then the sampling ...

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  9. Cochran's theorem - Wikipedia

    en.wikipedia.org/wiki/Cochran's_theorem

    This shows that the sample mean and sample variance are independent. This can also be shown by Basu's theorem, and in fact this property characterizes the normal distribution – for no other distribution are the sample mean and sample variance independent. [3]