• Thumbnail for Independent and identically distributed random variables
    probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability...
    18 KB (2,613 words) - 05:58, 27 July 2024
  • to the use of independent and identically distributed random variables in statistical models. Exchangeable sequences of random variables arise in cases...
    17 KB (2,561 words) - 08:57, 28 August 2024
  • real-valued, independent and identically distributed random variables and let N ≥ 0 be an integer-valued random variable that is independent of the sequence...
    25 KB (3,188 words) - 01:42, 27 April 2024
  • Thumbnail for White noise
    White noise (redirect from Random shock)
    samples be independent and have identical probability distribution (in other words independent and identically distributed random variables are the simplest...
    30 KB (4,020 words) - 00:24, 16 September 2024
  • Thumbnail for Independence (probability theory)
    (statistics) Independent and identically distributed random variables Mean dependence Normally distributed and uncorrelated does not imply independent Russell...
    28 KB (4,642 words) - 14:03, 21 August 2024
  • Thumbnail for Standard error
    Standard error (category Statistical deviation and dispersion)
    be derived from the variance of a sum of independent random variables, given the definition of variance and some properties thereof. If x 1 , x 2 , …...
    20 KB (2,691 words) - 17:40, 10 June 2024
  • theorem (CLT) states that, in many situations, when independent and identically distributed random variables are added, their properly normalized sum tends...
    11 KB (1,667 words) - 03:30, 13 January 2024
  • Thumbnail for Exponential distribution
    Peter J. (2016). "Entropy of the sum of two independent, non-identically-distributed exponential random variables". arXiv:1609.02911 [cs.IT]. Ibe, Oliver...
    42 KB (6,567 words) - 10:39, 19 June 2024
  • Thumbnail for Normal distribution
    \ldots ,X_{n}} are independent and identically distributed random variables with the same arbitrary distribution, zero mean, and variance σ 2 {\textstyle...
    150 KB (22,473 words) - 19:55, 24 September 2024
  • Thumbnail for Erlang distribution
    {\displaystyle X,Y} are independent The Erlang distribution is the distribution of the sum of k independent and identically distributed random variables, each having...
    15 KB (1,944 words) - 02:39, 21 June 2024
  • Thumbnail for Probability theory
    {1}{n}}{\sum _{k=1}^{n}X_{k}}} of a sequence of independent and identically distributed random variables X k {\displaystyle X_{k}} converges towards their...
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  • Thumbnail for Random variable
    of checking equality of certain functions of independent, identically distributed (IID) random variables. However, the moment generating function exists...
    41 KB (6,421 words) - 21:14, 17 July 2024
  • statistics, a Gaussian random field (GRF) is a random field involving Gaussian probability density functions of the variables. A one-dimensional GRF is...
    2 KB (262 words) - 03:25, 13 March 2024
  • of properly normalized maxima of a sequence of independent and identically distributed random variables. Note that a limit distribution needs to exist...
    25 KB (3,706 words) - 09:22, 15 September 2024
  • (1)} That is: given a sequence of independent and identically distributed random variables, each having mean zero and positive variance, if additionally...
    14 KB (1,929 words) - 00:58, 26 May 2024
  • Thumbnail for Gamma distribution
    X_{1},X_{2},\ldots ,X_{n}} be n {\displaystyle n} independent and identically distributed random variables following an exponential distribution with rate...
    60 KB (8,717 words) - 19:52, 20 August 2024
  • number of independent identically-distributed random variables, where the number of terms to be added is itself a Poisson-distributed variable. The result...
    15 KB (2,292 words) - 19:59, 20 May 2024
  • Thumbnail for Random walk
    characterized by the steps being defined by independent and identically distributed random variables. Random walks can take place on a variety of spaces...
    55 KB (7,649 words) - 06:22, 21 September 2024
  • a breathalyzer connected to a vehicle's engine Independent and identically distributed random variables in probability theory Interaural intensity difference...
    1 KB (158 words) - 06:52, 25 December 2021
  • Thumbnail for Geometric distribution
    exist n {\displaystyle n} independent identically distributed random variables whose sum is also geometrically distributed. This is because the negative...
    35 KB (5,151 words) - 15:34, 20 September 2024
  • density, ƒn is its estimate based on a sample of n independent and identically distributed random variables. Here, E denotes the expected value with respect...
    1 KB (120 words) - 23:46, 4 February 2022
  • Thumbnail for Poisson distribution
    the sequence of inter-arrival times are independent and identically distributed exponential random variables having mean 1/λ.: 317–319  The cumulative...
    81 KB (11,248 words) - 16:53, 25 August 2024
  • 1\,\}} are independent and identically distributed random variables, with distribution function G, which are also independent of { N ( t ) : t ≥ 0 } . {\displaystyle...
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  • Thumbnail for Binomial distribution
    two Binomial distributed random variable X ~ B(n, p) and Y ~ B(m, p) is equivalent to the sum of n + m Bernoulli distributed random variables, which means...
    51 KB (7,515 words) - 06:45, 27 September 2024
  • possible data compression for data whose source is an independent identically-distributed random variable, and the operational meaning of the Shannon entropy...
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  • Thumbnail for Law of large numbers
    identically distributed (i.i.d.) random variables on [0,1]. Then let Xi = a+(b - a)Ui for i= 1, 2, ..., n. Then X1, X2, ..., Xn are independent and identically...
    45 KB (6,300 words) - 06:21, 26 September 2024
  • Kirkwood approximation Independent identically-distributed random variables Independent and identically-distributed random variables Statistical independence...
    11 KB (1,000 words) - 14:07, 2 May 2024
  • stochastic processes, such as random graphs. Suppose that a problem involves independent and identically-distributed random variables and that estimation of a...
    10 KB (1,551 words) - 03:20, 11 January 2024
  • Thumbnail for Central limit theorem
    of independent, identically distributed random variables is a mixing random process in discrete time; "mixing" means, roughly, that random variables temporally...
    65 KB (8,861 words) - 13:10, 26 September 2024
  • Martingale (betting system) (category Roulette and wheel games)
    assumption that the win–loss outcomes of each bet are independent and identically distributed random variables, an assumption which is valid in many realistic...
    13 KB (1,978 words) - 21:26, 16 September 2024