• Thumbnail for Independent and identically distributed random variables
    theory and statistics, a collection of random variables is independent and identically distributed (i.i.d., iid, or IID) if each random variable has the...
    14 KB (2,119 words) - 18:51, 10 February 2025
  • 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) - 20:51, 5 March 2025
  • Thumbnail for Gamma distribution
    parameterization, both offering insights into the behavior of gamma-distributed random variables. The gamma distribution is integral to modeling a range of phenomena...
    66 KB (9,095 words) - 15:06, 7 March 2025
  • 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 (11,215 words) - 18:40, 24 April 2025
  • 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 (2,774 words) - 13:52, 4 April 2025
  • 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) - 12:30, 16 December 2024
  • of properly normalized maxima of a sequence of independent and identically distributed random variables. Note that a limit distribution needs to exist...
    26 KB (3,823 words) - 21:58, 3 April 2025
  • Thumbnail for Log-normal distribution
    distribution of a random variable whose logarithm is normally distributed. Thus, if the random variable X is log-normally distributed, then Y = ln X has...
    90 KB (12,554 words) - 17:11, 19 April 2025
  • 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 (1,969 words) - 17:11, 17 March 2025
  • 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 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) - 08:40, 3 January 2025
  • 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]. Leemis, Lawrence...
    43 KB (6,647 words) - 17:34, 15 April 2025
  • 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...
    67 KB (9,171 words) - 23:45, 21 April 2025
  • 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...
    148 KB (22,626 words) - 17:00, 5 April 2025
  • 1\,\}} are independent and identically distributed random variables, with distribution function G, which are also independent of { N ( t ) : t ≥ 0 } . {\displaystyle...
    4 KB (834 words) - 03:46, 23 December 2024
  • result of a tossed coin Independent and identically distributed random variables, statistically independent and having the same probability distribution...
    2 KB (296 words) - 20:55, 20 April 2025
  • (1)} That is: given a sequence of independent and identically distributed random variables, each having mean zero and positive variance, if additionally...
    18 KB (2,645 words) - 19:41, 4 March 2025
  • 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
  • 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) - 04:29, 13 December 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...
    56 KB (7,703 words) - 01:28, 25 February 2025
  • Thumbnail for Negative binomial distribution
    Negative binomial distribution (category Factorial and binomial topics)
    distribution that models the number of failures in a sequence of independent and identically distributed Bernoulli trials before a specified/constant/fixed number...
    55 KB (8,217 words) - 17:05, 17 April 2025
  • 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...
    26 KB (3,602 words) - 11:44, 23 April 2025
  • a breathalyzer connected to a vehicle's engine Independent and identically distributed random variables in probability theory Interaural intensity difference...
    1 KB (157 words) - 10:47, 10 April 2025
  • Thumbnail for Random variable
    of checking equality of certain functions of independent, identically distributed (IID) random variables. However, the moment generating function exists...
    42 KB (6,634 words) - 07:07, 12 April 2025
  • 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 (6,384 words) - 19:40, 22 April 2025
  • 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) - 04:03, 7 April 2025
  • 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) - 15:31, 16 March 2025
  • Thumbnail for Bernoulli distribution
    independent, identically distributed (i.i.d.) random variables, all Bernoulli trials with success probability p, then their sum is distributed according...
    13 KB (2,196 words) - 11:09, 14 February 2025
  • stochastic processes, such as random graphs. Suppose that a problem involves independent and identically-distributed random variables and that estimation of a...
    10 KB (1,553 words) - 11:19, 19 November 2024