Correlation & Normal distribution - Unionpedia, the concept map

Bias of an estimator

In statistics, the bias of an estimator (or bias function) is the difference between this estimator's expected value and the true value of the parameter being estimated.

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Consistent estimator

In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the property that as the number of data points used increases indefinitely, the resulting sequence of estimates converges in probability to θ0.

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Elliptical distribution

In probability and statistics, an elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution.

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Expected value

In probability theory, the expected value (also called expectation, expectancy, expectation operator, mathematical expectation, mean, expectation value, or first moment) is a generalization of the weighted average.

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Francis Galton

Sir Francis Galton (16 February 1822 – 17 January 1911) was a British polymath and the originator of the behavioral genetics movement during the Victorian era.

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Independence (probability theory)

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

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Joint probability distribution

Given two random variables that are defined on the same probability space, the joint probability distribution is the corresponding probability distribution on all possible pairs of outputs.

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Karl Pearson

Karl Pearson (born Carl Pearson; 27 March 1857 – 27 April 1936) was an English eugenicist, mathematician, and biostatistician. He has been credited with establishing the discipline of mathematical statistics. He founded the world's first university statistics department at University College London in 1911, and contributed significantly to the field of biometrics and meteorology. Pearson was also a proponent of Social Darwinism and eugenics, and his thought is an example of what is today described as scientific racism. Pearson was a protégé and biographer of Sir Francis Galton. He edited and completed both William Kingdon Clifford's Common Sense of the Exact Sciences (1885) and Isaac Todhunter's History of the Theory of Elasticity, Vol. 1 (1886–1893) and Vol. 2 (1893), following their deaths.

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Moment (mathematics)

In mathematics, the moments of a function are certain quantitative measures related to the shape of the function's graph.

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Multivariate normal distribution

In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions.

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Newton's method

In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valued function.

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Outlier

In statistics, an outlier is a data point that differs significantly from other observations.

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Posterior probability

The posterior probability is a type of conditional probability that results from updating the prior probability with information summarized by the likelihood via an application of Bayes' rule.

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Quantile

In statistics and probability, quantiles are cut points dividing the range of a probability distribution into continuous intervals with equal probabilities, or dividing the observations in a sample in the same way.

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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.

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Robust statistics

Robust statistics are statistics that maintain their properties even if the underlying distributional assumptions are incorrect.

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Standard deviation

In statistics, the standard deviation is a measure of the amount of variation of a random variable expected about its mean.

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Standard score

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.

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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.

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Sufficient statistic

In statistics, sufficiency is a property of a statistic computed on a sample dataset in relation to a parametric model of the dataset.

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In probability theory and statistics, two real-valued random variables, X, Y, are said to be uncorrelated if their covariance, \operatorname.

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