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Decoupling (probability), the Glossary

Index Decoupling (probability)

In probability and statistics, decoupling is a reduction of a sample statistic to an average of the statistic evaluated on several independent sequences of the random variable.[1]

Table of Contents

  1. 9 relations: Conditional probability, Coupling (probability), Independence (probability theory), Probability theory, Random variable, Statistic, Statistics, Stochastic process, U-statistic.

  2. Statistical theory

Conditional probability

In probability theory, conditional probability is a measure of the probability of an event occurring, given that another event (by assumption, presumption, assertion or evidence) is already known to have occurred.

See Decoupling (probability) and Conditional probability

Coupling (probability)

In probability theory, coupling is a proof technique that allows one to compare two unrelated random variables (distributions) and by creating a random vector whose marginal distributions correspond to and respectively.

See Decoupling (probability) and Coupling (probability)

Independence (probability theory)

Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes.

See Decoupling (probability) and Independence (probability theory)

Probability theory

Probability theory or probability calculus is the branch of mathematics concerned with probability.

See Decoupling (probability) and Probability theory

Random variable

A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events.

See Decoupling (probability) and Random variable

Statistic

A statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose.

See Decoupling (probability) and Statistic

Statistics

Statistics (from German: Statistik, "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data.

See Decoupling (probability) and Statistics

Stochastic process

In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a sequence of random variables in a probability space, where the index of the sequence often has the interpretation of time.

See Decoupling (probability) and Stochastic process

U-statistic

In statistical theory, a U-statistic is a class of statistics defined as the average over the application of a given function applied to all tuples of a fixed size.

See Decoupling (probability) and U-statistic

See also

Statistical theory

References

[1] https://en.wikipedia.org/wiki/Decoupling_(probability)