Communication

753 relations: Activation function, Actuarial present value, Additive smoothing, Adiabatic theorem, Admissible decision rule, Alexander Alexandrovich Chuprov, Algebra of random variables, Algebraic formula for the variance, Algorithmic cooling, Allan variance, Ambiguity aversion, Ancillary statistic, Arithmetico–geometric sequence, Ars Conjectandi, Arthur S. Reber, Asset pricing, Asymptotic analysis, Auction theory, Autocorrelation, Autocovariance, Average, Łukaszyk–Karmowski metric, Backcrossing, Backgammon, Bayes estimator, Bayesian-optimal mechanism, Bayesian-optimal pricing, Bell number, Bellman–Ford algorithm, Bennett's inequality, Bernoulli distribution, Bernoulli process, Bernstein polynomial, Bernstein's theorem on monotone functions, Berry–Esseen theorem, Bessel's correction, Best, worst and average case, Beta distribution, Beta-binomial distribution, Beverton–Holt model, Bhatia–Davis inequality, Bias, Bias (statistics), Bias of an estimator, Bias–variance tradeoff, Bid shading, Binary search tree, Binary symmetric channel, Binomial distribution, Binomial options pricing model, ..., Binomial sum variance inequality, Birnbaum–Saunders distribution, Birthday problem, Bit error rate, Black–Karasinski model, Black–Scholes model, Blackboard bold, Blackman–Tukey transformation, Blaise Pascal, Bluff (poker), Board game, Bogosort, Boltzmann distribution, Bond option, Bonferroni correction, Borell–TIS inequality, Box–Muller transform, Branching process, Brillouin and Langevin functions, Brownian bridge, Brownian motion, Brownian surface, Brute-force search, Buffon's noodle, Buzen's algorithm, Campbell's theorem (probability), Canonical correlation, Cantelli's inequality, Cantor distribution, Casino, Casino War, Catalog of articles in probability theory, Categorical distribution, Cauchy distribution, Causal decision theory, Center of mass, Central limit theorem, Central moment, Central tendency, Channel coordination, Characteristic function (probability theory), Chebyshev's inequality, Checking whether a coin is fair, Chester Ittner Bliss, Christiaan Huygens, Chvátal–Sankoff constants, Circular law, Circular layout, Clark–Ocone theorem, Cluster-expansion approach, CMA-ES, Coalescent theory, Cobweb model, Cognitive bias mitigation, Cokurtosis, Combinant, Comonotonicity, Completeness (statistics), Complex random vector, Compound Poisson distribution, Compound Poisson process, Computational phylogenetics, Computer security, Concentration inequality, Conditional expectation, Conditional mutual information, Conditional probability, Conditioning (probability), Continuity correction, Contraharmonic mean, Control variates, Convergence of random variables, Convex function, Convolution of probability distributions, Corner transfer matrix, Corporate finance, Correlation and dependence, Coskewness, Coupon collector's problem, Covariance, Covariance and correlation, Covariance matrix, Coverage probability, Cramér–Rao bound, Craps, Credit channel, Credit rationing, Crofton formula, Cross-correlation, Cross-covariance, Cross-validation (statistics), Crossing number inequality, Cumulant, Cumulative distribution function, Curie's law, Data transformation (statistics), Deal or No Deal, Deal or No Deal (South Africa), Decision theory, Decision tree, Degrees of freedom (statistics), Derivative (finance), Determinacy, Determination of equilibrium constants, Determinism, Devaux's Index of Project Performance, Diamond coconut model, Difference and Repetition, Differential game, Dirichlet process, Dirichlet-multinomial distribution, Discrete uniform distribution, Discrete-stable distribution, Distance correlation, Distance matrices in phylogeny, Distortion risk measure, Diversification (finance), DMRG of the Heisenberg model, DNA sequencing theory, Dobiński's formula, Dominated convergence theorem, Doob's martingale inequality, Doomsday argument, Draw (poker), Dudley's theorem, Due Column betting, Dummy variable (statistics), Dynamic financial analysis, Dynamic light scattering, Dynamical pictures, Dynkin's formula, E (disambiguation), E (mathematical constant), Eaton's inequality, Economics terminology that differs from common usage, Edward Witten, Effect size, Efficient frontier, Ehrenfest theorem, Eigenstate thermalization hypothesis, Electromagnetic reverberation chamber, Elo rating system, Empirical Bayes method, Empirical risk minimization, Energy distance, Entropic value at risk, Entropy (information theory), Erdős–Tetali theorem, Error function, Errors and residuals, Espérance, Estimation of covariance matrices, Estimation theory, Estimator, Etemadi's inequality, Euler–Maruyama method, EV, Event-related potential, EX, Exact test, Expectation, Expectation value (quantum mechanics), Expectation–maximization algorithm, Expected, Expected linear time MST algorithm, Expected return, Expected shortfall, Expected utility hypothesis, Expected value (disambiguation), Expected value of perfect information, Expectiminimax tree, Experimental uncertainty analysis, Exponential backoff, Exponential decay, Exponential distribution, Exponential utility, Extended Mathematical Programming (EMP), Extensive-form game, F-statistics, F-test, F-test of equality of variances, Factorial moment, Factorial moment generating function, Factorial moment measure, False discovery rate, Fano's inequality, FastICA, Fatou's lemma, Feature hashing, Feller-continuous process, Fermat number, Fernique's theorem, Fieller's theorem, Financial economics, Financial innovation, Fisher consistency, Fisher information, Fisher information metric, Fisher–Yates shuffle, Fitness (biology), FKG inequality, Fluid queue, Folded-t and half-t distributions, Forecast bias, Four Horsemen of the Apocalypse (blackjack), Fractional Brownian motion, Fréchet distribution, Full width at half maximum, Functional regression, Fundamental theorem of poker, G-expectation, Gambler's ruin, Gambling, Gambling mathematics, Game theory, Game without a value, Gauss's inequality, Gauss–Hermite quadrature, Gaussian free field, Gaussian function, Generalized linear model, Generalized method of moments, Generalized minimum-distance decoding, Genetic drift, Geometric Brownian motion, Geometric distribution, Geostatistics, Gibbs sampling, Glossary of elementary quantum mechanics, Glossary of poker terms, Glossary of probability and statistics, Godfried Toussaint, Golomb–Dickman constant, Goodness of fit, Goofspiel, Gordon–Loeb model, Government debt, Great Rationality Debate, Greatest common divisor, Greek letters used in mathematics, science, and engineering, Green measure, GRIM test, Groundhog Day, Group testing, Gumption trap, Hadamard test (quantum computation), Half-life, Hamiltonian (quantum mechanics), Hamiltonian Monte Carlo, Hardy–Weinberg principle, Harmonic mean, Hartree–Fock method, Hölder's inequality, Heilbronn triangle problem, Heisenberg picture, Helly–Bray theorem, Hermite distribution, Hermite polynomials, Heteroscedasticity, Hewitt–Savage zero–one law, Higgs mechanism, Hilbert–Pólya conjecture, Hitting time, Hodges–Lehmann estimator, Hoeffding's inequality, Hoeffding's lemma, Huffman coding, Hurst exponent, Hyperbolic absolute risk aversion, Hyperbolic secant distribution, Hysteresis (economics), IFRS 15, Importance sampling, Incentive compatibility, Inclusion–exclusion principle, Independence (probability theory), Index of coincidence, Indicator function, Infinite monkey theorem, Info-metrics, Information field theory, Information gain in decision trees, Information ratio, Information theory, Information theory and measure theory, Inner product space, Integral geometry, Integral representation theorem for classical Wiener space, Intensity measure, Interaction (statistics), Internal rate of return, Intertemporal budget constraint, Intertemporal portfolio choice, Intraclass correlation, Intrinsic value (finance), Inverse-variance weighting, Irrationality, Itô diffusion, Itô isometry, Αr35 RNA, Αr45 RNA, Αr9 RNA, J. Laurie Snell, James–Stein estimator, Jensen's inequality, Johan de Witt, John Muth, Kalman filter, KCBS pentagram, Kelly criterion, Kemeny's constant, Kendall rank correlation coefficient, Khintchine inequality, Kinetic imaging, Kingman's subadditive ergodic theorem, Klee–Minty cube, KMS state, Kolmogorov's inequality, Kolmogorov's three-series theorem, Kolmogorov's two-series theorem, Kriging, Kuiper belt, Kullback–Leibler divergence, Kurtosis, L-estimator, L-moment, Lack-of-fit sum of squares, Laplace transform, Laplace–Stieltjes transform, Large deviations of Gaussian random functions, Large deviations theory, Las Vegas algorithm, Latin letters used in mathematics, Lattice model (finance), Laughlin wavefunction, Law of averages, Law of large numbers, Law of the unconscious statistician, Law of total cumulance, Law of total expectation, Lévy process, Lévy's continuity theorem, Least mean squares filter, Least squares, Lilliefors test, Linear least squares (mathematics), Linear map, Linear partial information, Linear prediction, Linear regression, Linear-feedback shift register, Linear–quadratic–Gaussian control, Liouville's theorem (Hamiltonian), List of dimensionless quantities, List of fractals by Hausdorff dimension, List of letters used in mathematics and science, List of mathematic operators, List of mathematical symbols, List of mathematical symbols by subject, List of paradoxes, List of probability distributions, List of probability topics, List of statistics articles, Litigation risk analysis, Location test, Location–scale family, Log-logistic distribution, Logical matrix, Logistic regression, Loop-erased random walk, Loss function, Lottery, Lottery wheeling, M/G/1 queue, Marginal distribution, Markov chain, Markov partition, Markov random field, Markov's inequality, Martingale (betting system), Martingale (probability theory), Martingale central limit theorem, Martingale difference sequence, Matched filter, Matching pennies, Mathematical finance, 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Moment-generating function, Momentum-transfer cross section, Monte Carlo method, Monte Carlo methods for option pricing, Monte Carlo methods in finance, Moran process, Morton's theorem, Mu (letter), Multi-objective optimization, Multidimensional Chebyshev's inequality, Multilevel Monte Carlo method, Multinomial distribution, Multiple comparisons problem, Multiple correlation, Multivariate kernel density estimation, Multivariate random variable, Mutual information, Natural evolution strategy, Negative freeroll, Negative probability, Network performance, Newsvendor model, Nicola Acocella, NL (complexity), Node influence metric, Non-critical string theory, Nonlinear expectation, Nonparametric skew, Normal distribution, Normal order, Normalizing constant, Normally distributed and uncorrelated does not imply independent, Notation in probability and statistics, Observed information, Ocean fertilization, Odds, Omitted-variable bias, One-way analysis of variance, Operations management, Operator (mathematics), Operator (physics), Optical equivalence theorem, Optimal binary search tree, Optimal decision, Optimal design, Option (finance), Option-adjusted spread, Optional stopping theorem, Ornstein–Uhlenbeck operator, Orthogonality, Outline of discrete mathematics, Outline of probability, PageRank, Paired difference test, Pairwise error probability, Paley–Zygmund inequality, Palm calculus, Pareto distribution, Parlay (gambling), Particle in a box, Partition function (mathematics), Partition function (statistical mechanics), Patience sorting, Pattern recognition, Paul Magriel, Pearson correlation coefficient, PERT distribution, Perturbation theory (quantum mechanics), Pickands–Balkema–de Haan theorem, Picking sequence, Pill puzzle, Planarity, Planck constant, Point process notation, Poisson distribution, Poisson point process, Poisson regression, Poker, Poker strategy, Polynomial least squares, Population dynamics of fisheries, Position operator, Pot odds, Potential future exposure, Precautionary savings, Prediction interval, Principle of maximum entropy, Prior probability, Private Securities Litigation Reform Act, Probabilistic method, Probabilistic metric space, Probability bounds analysis, Probability density function, Probability distribution, Probability distribution fitting, Probability measure, Probability of success, Probability theory, Probability-generating function, Problem of points, Psychometric Entrance Test, Q-learning, Quadratic form (statistics), Quantile function, Quantities of information, Quantum correlation, Quantum field theory, Quantum limit, Quantum mechanics of time travel, Quantum nonlocality, Quantum statistical mechanics, Quantum-optical spectroscopy, Quasiprobability distribution, Quasispecies model, Random binary tree, Random permutation, Random variable, Random walk, Randomization function, Randomized algorithms as zero-sum games, Rankit, Rao–Blackwell theorem, Rational agent, Rational pricing, Redundancy (information theory), Reference range, Regression toward the mean, Rencontres numbers, Renewal theory, Rental harmony, Resampled efficient frontier, Restricted Boltzmann machine, Ricker model, Riemann–Stieltjes integral, Risk, Risk aversion, Risk aversion (psychology), Risk neutral preferences, Risk-free bond, Risk-neutral measure, Risk-seeking, RNPV, Robbins lemma, Robbins' problem, Robust measures of scale, Root mean square, Roulette, Rounding, Roy's safety-first criterion, Rule of succession, Runge–Kutta method (SDE), Russian roulette, Said Gafurov, Scale invariance, Schrödinger method, Schuette–Nesbitt formula, Score (statistics), Scoring rule, Secretary problem, Self-information, Sequence analysis, Sexual dimorphism measures, Shapiro–Wilk test, Shapley–Folkman lemma, Sharpe ratio, Signal-to-noise ratio, Signalling (economics), Silverpit crater, Single-parameter utility, Skellam distribution, Skewness, Skorokhod integral, Skorokhod's embedding theorem, Smith–Waterman algorithm, Solomonoff's theory of inductive inference, Solved game, Sorites paradox, Sourav Pal, Spectral density, Spectral risk measure, Spoof (game), Squared deviations from the mean, St. Petersburg paradox, Stack-sortable permutation, Stag hunt, Standard deviation, Standard normal deviate, Standard score, Standardized moment, Stationary process, Statistical manifold, Statistics, Stein's lemma, Sten Wahlund, Stimulus–response model, Stirling numbers of the second kind, Stochastic control, Stochastic differential equation, Stochastic geometry models of wireless networks, Stochastic processes and boundary value problems, Stochastic volatility, Stock, Student's t-distribution, Student's t-test, Studentized range, Studentized residual, Subjective expected utility, Suit combination, Superselection, Survival analysis, Swaption, Taguchi methods, Tail value at risk, Tajima's D, Taleb distribution, Taylor series, Texas hold 'em starting hands, Thermal quantum field theory, Three-point estimation, Tightness of measures, Tikhonov regularization, Total absolute curvature, Translation operator (quantum mechanics), Trimmed estimator, Trusted computing base, Tukey's test of additivity, Two envelopes problem, Two-moment decision model, Two-point conversion, Unbiased estimation of standard deviation, Unbiased rendering, Uncertainty principle, Unified neutral theory of biodiversity, Uniform convergence in probability, Uniform distribution (continuous), Universal code (data compression), Universal hashing, Ursell function, V-statistic, Value (poker), Variable-length code, Variance, Variational Bayesian methods, Variational method (quantum mechanics), Variational Monte Carlo, Vector autoregression, Video poker, Virtual valuation, Vitale's random Brunn–Minkowski inequality, Von Neumann–Morgenstern utility theorem, Vuong's closeness test, Vysochanskij–Petunin inequality, Wald's equation, Wasserstein metric, Wassily Hoeffding, Watertown (city), New York, Weibull distribution, Weight function, Welfare cost of business cycles, Wick product, Wiener deconvolution, Wiener process, Wiener–Khinchin theorem, Wigner quasiprobability distribution, Wilcoxon signed-rank test, William Allen Whitworth, Winner's curse, Witch of Agnesi, Work stealing, Yahtzee, Yao's principle, Youden's J statistic, Z-factor, Z-test, Zero-point energy, Zero-sum game, Zero-truncated Poisson distribution, ZPP (complexity), 100-year flood. Expand index (703 more) » « Shrink index

Activation function

In artificial neural networks, the activation function of a node defines the output of that node given an input or set of inputs.

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Actuarial present value

The actuarial present value (APV) is the expected value of the present value of a contingent cash flow stream (i.e. a series of payments which may or may not be made).

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Additive smoothing

In statistics, additive smoothing, also called Laplace smoothing (not to be confused with Laplacian smoothing), or Lidstone smoothing, is a technique used to smooth categorical data.

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Adiabatic theorem

The adiabatic theorem is a concept in quantum mechanics.

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Admissible decision rule

In statistical decision theory, an admissible decision rule is a rule for making a decision such that there is not any other rule that is always "better" than it (or at least sometimes better and never worse), in the precise sense of "better" defined below.

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Alexander Alexandrovich Chuprov

Alexander Alexandrovich Chuprov (or Tschuprov) (Russian: Алекса́ндр Александро́вич Чупро́в) (Mosal'sk, February 18, 1874 - Geneva, April 19, 1926) Russian statistician who worked on mathematical statistics, sample survey theory and demography.

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Algebra of random variables

The algebra of random variables provides rules for the symbolic manipulation of random variables, while avoiding delving too deeply into the mathematically sophisticated ideas of probability theory.

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Algebraic formula for the variance

In probability theory and statistics, there are several algebraic formulae for the variance available for deriving the variance of a random variable.

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Algorithmic cooling

Algorithmic cooling is an algorithmic method for transferring heat (or entropy) from some qubits to others or outside the system and into the environment, which results in a cooling effect.

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Allan variance

The Allan variance (AVAR), also known as two-sample variance, is a measure of frequency stability in clocks, oscillators and amplifiers, named after David W. Allan and expressed mathematically as \sigma_y^2(\tau).

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Ambiguity aversion

In decision theory and economics, ambiguity aversion (also known as uncertainty aversion) is a preference for known risks over unknown risks.

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Ancillary statistic

In statistics, an ancillary statistic is a statistic whose sampling distribution does not depend on the parameters of the model.

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Arithmetico–geometric sequence

In mathematics, an arithmetico–geometric sequence is the result of the term-by-term multiplication of a geometric progression with the corresponding terms of an arithmetic progression.

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Ars Conjectandi

Ars Conjectandi (Latin for "The Art of Conjecturing") is a book on combinatorics and mathematical probability written by Jacob Bernoulli and published in 1713, eight years after his death, by his nephew, Niklaus Bernoulli.

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Arthur S. Reber

Arthur S. Reber (born 1940) is an American cognitive psychologist.

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Asset pricing

In financial economics, asset pricing refers to a formal treatment and development of two main pricing principles, outlined below.

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Asymptotic analysis

In mathematical analysis, asymptotic analysis, also known as asymptotics, is a method of describing limiting behavior.

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Auction theory

Auction theory is an applied branch of economics which deals with how people act in auction markets and researches the properties of auction markets.

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Autocorrelation

Autocorrelation, also known as serial correlation, is the correlation of a signal with a delayed copy of itself as a function of delay.

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Autocovariance

In probability theory and statistics, given a stochastic process X.

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Average

In colloquial language, an average is a middle or typical number of a list of numbers.

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Łukaszyk–Karmowski metric

In mathematics, the Łukaszyk–Karmowski metric is a function defining a distance between two random variables or two random vectors.

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Backcrossing

Backcrossing is a crossing of a hybrid with one of its parents or an individual genetically similar to its parent, in order to achieve offspring with a genetic identity which is closer to that of the parent.

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Backgammon

Backgammon is one of the oldest known board games.

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Bayes estimator

In estimation theory and decision theory, a Bayes estimator or a Bayes action is an estimator or decision rule that minimizes the posterior expected value of a loss function (i.e., the posterior expected loss).

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Bayesian-optimal mechanism

A Bayesian-optimal mechanism (BOM) is a mechanism in which the designer does not know the valuations of the agents for whom the mechanism is designed, but he knows that they are random variables and he knows the probability distribution of these variables.

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Bayesian-optimal pricing

Bayesian-optimal pricing (BO pricing) is a kind of algorithmic pricing in which a seller determines the sell-prices based on probabilistic assumptions on the valuations of the buyers.

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Bell number

In combinatorial mathematics, the Bell numbers count the possible partitions of a set.

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Bellman–Ford algorithm

The Bellman–Ford algorithm is an algorithm that computes shortest paths from a single source vertex to all of the other vertices in a weighted digraph.

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Bennett's inequality

In probability theory, Bennett's inequality provides an upper bound on the probability that the sum of independent random variables deviates from its expected value by more than any specified amount.

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Bernoulli distribution

In probability theory and statistics, the Bernoulli distribution, named after Swiss mathematician Jacob Bernoulli, is the discrete probability distribution of a random variable which takes the value 1 with probability p and the value 0 with probability q.

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Bernoulli process

In probability and statistics, a Bernoulli process is a finite or infinite sequence of binary random variables, so it is a discrete-time stochastic process that takes only two values, canonically 0 and 1.

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Bernstein polynomial

In the mathematical field of numerical analysis, a Bernstein polynomial, named after Sergei Natanovich Bernstein, is a polynomial in the Bernstein form, that is a linear combination of Bernstein basis polynomials.

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Bernstein's theorem on monotone functions

In real analysis, a branch of mathematics, Bernstein's theorem states that every real-valued function on the half-line.

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Berry–Esseen theorem

In probability theory, the central limit theorem states that, under certain circumstances, the probability distribution of the scaled mean of a random sample converges to a normal distribution as the sample size increases to infinity.

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Bessel's correction

In statistics, Bessel's correction is the use of n − 1 instead of n in the formula for the sample variance and sample standard deviation, where n is the number of observations in a sample.

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Best, worst and average case

In computer science, best, worst, and average cases of a given algorithm express what the resource usage is at least, at most and on average, respectively.

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Beta distribution

In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval parametrized by two positive shape parameters, denoted by α and β, that appear as exponents of the random variable and control the shape of the distribution.

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Beta-binomial distribution

In probability theory and statistics, the beta-binomial distribution is a family of discrete probability distributions on a finite support of non-negative integers arising when the probability of success in each of a fixed or known number of Bernoulli trials is either unknown or random.

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Beverton–Holt model

The Beverton–Holt model is a classic discrete-time population model which gives the expected number n t+1 (or density) of individuals in generation t + 1 as a function of the number of individuals in the previous generation, Here R0 is interpreted as the proliferation rate per generation and K.

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Bhatia–Davis inequality

In mathematics, the Bhatia–Davis inequality, named after Rajendra Bhatia and Chandler Davis, is an upper bound on the variance σ² of any bounded probability distribution on the real line.

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Bias

Bias is disproportionate weight in favour of or against one thing, person, or group compared with another, usually in a way considered to be unfair.

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Bias (statistics)

Statistical bias is a feature of a statistical technique or of its results whereby the expected value of the results differs from the true underlying quantitative parameter being estimated.

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Bias of an estimator

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

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Bias–variance tradeoff

In statistics and machine learning, the bias–variance tradeoff is the property of a set of predictive models whereby models with a lower bias in parameter estimation have a higher variance of the parameter estimates across samples, and vice versa.

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Bid shading

In an auction, bid shading describes the practice of a bidder placing a bid that is below what they believe a good is worth.

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Binary search tree

In computer science, binary search trees (BST), sometimes called ordered or sorted binary trees, are a particular type of container: data structures that store "items" (such as numbers, names etc.) in memory.

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Binary symmetric channel

A binary symmetric channel (or BSC) is a common communications channel model used in coding theory and information theory.

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Binomial distribution

In probability theory and statistics, the binomial distribution with parameters n and p is the discrete probability distribution of the number of successes in a sequence of n independent experiments, each asking a yes–no question, and each with its own boolean-valued outcome: a random variable containing a single bit of information: success/yes/true/one (with probability p) or failure/no/false/zero (with probability q.

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Binomial options pricing model

In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options.

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Binomial sum variance inequality

The binomial sum variance inequality states that the variance of the sum of binomially distributed random variables will always be less than or equal to the variance of a binomial variable with the same ''n'' and ''p'' parameters.

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Birnbaum–Saunders distribution

The Birnbaum–Saunders distribution, also known as the fatigue life distribution, is a probability distribution used extensively in reliability applications to model failure times.

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Birthday problem

In probability theory, the birthday problem or birthday paradox concerns the probability that, in a set of randomly chosen people, some pair of them will have the same birthday.

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Bit error rate

In digital transmission, the number of bit errors is the number of received bits of a data stream over a communication channel that have been altered due to noise, interference, distortion or bit synchronization errors.

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Black–Karasinski model

In financial mathematics, the Black–Karasinski model is a mathematical model of the term structure of interest rates; see short rate model.

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Black–Scholes model

The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments.

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Blackboard bold

Blackboard bold is a typeface style that is often used for certain symbols in mathematical texts, in which certain lines of the symbol (usually vertical or near-vertical lines) are doubled.

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Blackman–Tukey transformation

In electrical and electronic engineering, transformation from time domain to another domain such as frequency domain is used to focus more on details of the waveform.

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Blaise Pascal

Blaise Pascal (19 June 1623 – 19 August 1662) was a French mathematician, physicist, inventor, writer and Catholic theologian.

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Bluff (poker)

In the card game of poker, a bluff is a bet or raise made with a hand which is not thought to be the best hand.

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Board game

A board game is a tabletop game that involves counters or moved or placed on a pre-marked surface or "board", according to a set of rules.

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Bogosort

In computer science, bogosort (also permutation sort, stupid sort, slowsort,. shotgun sort or monkey sort) is a highly ineffective sorting function based on the generate and test paradigm.

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Boltzmann distribution

In statistical mechanics and mathematics, a Boltzmann distribution (also called Gibbs distribution Translated by J.B. Sykes and M.J. Kearsley. See section 28) is a probability distribution, probability measure, or frequency distribution of particles in a system over various possible states.

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Bond option

In finance, a bond option is an option to buy or sell a bond at a certain price on or before the option expiry date.

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Bonferroni correction

In statistics, the Bonferroni correction is one of several methods used to counteract the problem of multiple comparisons.

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Borell–TIS inequality

In mathematics and probability, the Borell–TIS inequality is a result bounding the probability of a deviation of the uniform norm of a centred Gaussian stochastic process above its expected value.

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Box–Muller transform

The Box–Muller transform, by George Edward Pelham Box and Mervin Edgar Muller, is a pseudo-random number sampling method for generating pairs of independent, standard, normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers.

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Branching process

In probability theory, a branching process is a type of mathematical object known as a stochastic process, which consists of collections of random variables.

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Brillouin and Langevin functions

The Brillouin and Langevin functions are a pair of special functions that appear when studying an idealized paramagnetic material in statistical mechanics.

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Brownian bridge

A Brownian bridge is a continuous-time stochastic process B(t) whose probability distribution is the conditional probability distribution of a Wiener process W(t) (a mathematical model of Brownian motion) subject to the condition that W(T).

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Brownian motion

Brownian motion or pedesis (from πήδησις "leaping") is the random motion of particles suspended in a fluid (a liquid or a gas) resulting from their collision with the fast-moving molecules in the fluid.

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Brownian surface

A Brownian surface is a fractal surface generated via a fractal elevation function.

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Brute-force search

In computer science, brute-force search or exhaustive search, also known as generate and test, is a very general problem-solving technique that consists of systematically enumerating all possible candidates for the solution and checking whether each candidate satisfies the problem's statement.

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Buffon's noodle

In geometric probability, the problem of Buffon's noodle is a variation on the well-known problem of Buffon's needle, named after Georges-Louis Leclerc, Comte de Buffon who lived in the 18th century.

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Buzen's algorithm

In queueing theory, a discipline within the mathematical theory of probability, Buzen's algorithm (or convolution algorithm) is an algorithm for calculating the normalization constant G(N) in the Gordon–Newell theorem.

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Campbell's theorem (probability)

In probability theory and statistics, Campbell's theorem or the Campbell-Hardy theorem can refer to a particular equation or set of results relating to the expectation of a function summed over a point process to an integral involving the mean measure of the point process, which allows for the calculation of expected value and variance of the random sum.

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Canonical correlation

In statistics, canonical-correlation analysis (CCA) is a way of inferring information from cross-covariance matrices.

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Cantelli's inequality

In probability theory, Cantelli's inequality, named after Francesco Paolo Cantelli, is a generalization of Chebyshev's inequality in the case of a single "tail".

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Cantor distribution

The Cantor distribution is the probability distribution whose cumulative distribution function is the Cantor function.

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Casino

A casino is a facility which houses and accommodates certain types of gambling activities.

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Casino War

Casino War is a proprietary casino table game based on the game of War.

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Catalog of articles in probability theory

This page lists articles related to probability theory.

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Categorical distribution

In probability theory and statistics, a categorical distribution (also called a generalized Bernoulli distribution, multinoulli distribution) is a discrete probability distribution that describes the possible results of a random variable that can take on one of K possible categories, with the probability of each category separately specified.

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Cauchy distribution

The Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution.

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Causal decision theory

Causal decision theory is a mathematical theory intended to determine the set of rational choices in a given situation.

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Center of mass

In physics, the center of mass of a distribution of mass in space is the unique point where the weighted relative position of the distributed mass sums to zero, or the point where if a force is applied it moves in the direction of the force without rotating.

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Central limit theorem

In probability theory, the central limit theorem (CLT) establishes that, in some situations, when independent random variables are added, their properly normalized sum tends toward a normal distribution (informally a "bell curve") even if the original variables themselves are not normally distributed.

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Central moment

In probability theory and statistics, a central moment is a moment of a probability distribution of a random variable about the random variable's mean; that is, it is the expected value of a specified integer power of the deviation of the random variable from the mean.

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Central tendency

In statistics, a central tendency (or measure of central tendency) is a central or typical value for a probability distribution.

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Channel coordination

Channel coordination (or supply chain coordination) aims at improving supply chain performance by aligning the plans and the objectives of individual enterprises.

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Characteristic function (probability theory)

In probability theory and statistics, the characteristic function of any real-valued random variable completely defines its probability distribution.

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Chebyshev's inequality

In probability theory, Chebyshev's inequality (also spelled as Tchebysheff's inequality, Нера́венство Чебышёва, also called Bienaymé-Chebyshev inequality) guarantees that, for a wide class of probability distributions, no more than a certain fraction of values can be more than a certain distance from the mean.

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Checking whether a coin is fair

In statistics, the question of checking whether a coin is fair is one whose importance lies, firstly, in providing a simple problem on which to illustrate basic ideas of statistical inference and, secondly, in providing a simple problem that can be used to compare various competing methods of statistical inference, including decision theory.

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Chester Ittner Bliss

Chester Ittner Bliss was primarily a biologist, who is best known for his contributions to statistics.

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Christiaan Huygens

Christiaan Huygens (Hugenius; 14 April 1629 – 8 July 1695) was a Dutch physicist, mathematician, astronomer and inventor, who is widely regarded as one of the greatest scientists of all time and a major figure in the scientific revolution.

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Chvátal–Sankoff constants

In mathematics, the Chvátal–Sankoff constants are mathematical constants that describe the lengths of longest common subsequences of random strings.

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Circular law

In probability theory, more specifically the study of random matrices, the circular law is the distribution of eigenvalues of an random matrix with independent and identically distributed entries in the limit.

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Circular layout

In graph drawing, a circular layout is a style of drawing that places the vertices of a graph on a circle, often evenly spaced so that they form the vertices of a regular polygon.

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Clark–Ocone theorem

In mathematics, the Clark–Ocone theorem (also known as the Clark–Ocone–Haussmann theorem or formula) is a theorem of stochastic analysis.

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Cluster-expansion approach

The cluster-expansion approach is a technique in quantum mechanics that systematically truncates the BBGKY hierarchy problem that arises when quantum dynamics of interacting systems is solved.

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CMA-ES

CMA-ES stands for Covariance Matrix Adaptation Evolution Strategy.

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Coalescent theory

Coalescent theory is a model of how gene variants sampled from a population may have originated from a common ancestor.

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Cobweb model

The cobweb model or cobweb theory is an economic model that explains why prices might be subject to periodic fluctuations in certain types of markets.

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Cognitive bias mitigation

Cognitive bias mitigation is the prevention and reduction of the negative effects of cognitive biases – unconscious, automatic influences on human judgment and decision making that reliably produce reasoning errors.

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Cokurtosis

In probability theory and statistics, cokurtosis is a measure of how much two random variables change together.

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Combinant

In the mathematical theory of probability, the combinants cn of a random variable X are defined via the combinant-generating function G(t), which is defined from the moment generating function M(z) as which can be expressed directly in terms of a random variable X as wherever this expectation exists.

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Comonotonicity

In probability theory, comonotonicity mainly refers to the perfect positive dependence between the components of a random vector, essentially saying that they can be represented as increasing functions of a single random variable.

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Completeness (statistics)

In statistics, completeness is a property of a statistic in relation to a model for a set of observed data.

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Complex random vector

In probability theory and statistics, a complex random vector is typically a tuple of complex-valued random variables, and generally is a random variable taking values in a vector space over the field of complex numbers.

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Compound Poisson distribution

In probability theory, a compound Poisson distribution is the probability distribution of the sum of a number of independent identically-distributed random variables, where the number of terms to be added is itself a Poisson-distributed variable.

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Compound Poisson process

A compound Poisson process is a continuous-time (random) stochastic process with jumps.

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Computational phylogenetics

Computational phylogenetics is the application of computational algorithms, methods, and programs to phylogenetic analyses.

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Computer security

Cybersecurity, computer security or IT security is the protection of computer systems from theft of or damage to their hardware, software or electronic data, as well as from disruption or misdirection of the services they provide.

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Concentration inequality

In probability theory, concentration inequalities provide bounds on how a random variable deviates from some value (typically, its expected value).

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Conditional expectation

In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value – the value it would take “on average” over an arbitrarily large number of occurrences – given that a certain set of "conditions" is known to occur.

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Conditional mutual information

In probability theory, particularly information theory, the conditional mutual information is, in its most basic form, the expected value of the mutual information of two random variables given the value of a third.

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Conditional probability

In probability theory, conditional probability is a measure of the probability of an event (some particular situation occurring) given that (by assumption, presumption, assertion or evidence) another event has occurred.

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Conditioning (probability)

Beliefs depend on the available information.

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Continuity correction

In probability theory, a continuity correction is an adjustment that is made when a discrete distribution is approximated by a continuous distribution.

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Contraharmonic mean

In mathematics, a contraharmonic mean is a function complementary to the harmonic mean.

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Control variates

The control variates method is a variance reduction technique used in Monte Carlo methods.

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Convergence of random variables

In probability theory, there exist several different notions of convergence of random variables.

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Convex function

In mathematics, a real-valued function defined on an ''n''-dimensional interval is called convex (or convex downward or concave upward) if the line segment between any two points on the graph of the function lies above or on the graph, in a Euclidean space (or more generally a vector space) of at least two dimensions.

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Convolution of probability distributions

The convolution of probability distributions arises in probability theory and statistics as the operation in terms of probability distributions that corresponds to the addition of independent random variables and, by extension, to forming linear combinations of random variables.

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Corner transfer matrix

In statistical mechanics, the corner transfer matrix describes the effect of adding a quadrant to a lattice.

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Corporate finance

Corporate finance is the area of finance dealing with the sources of funding and the capital structure of corporations, the actions that managers take to increase the value of the firm to the shareholders, and the tools and analysis used to allocate financial resources.

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Correlation and dependence

In statistics, dependence or association is any statistical relationship, whether causal or not, between two random variables or bivariate data.

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Coskewness

In probability theory and statistics, coskewness is a measure of how much three random variables change together.

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Coupon collector's problem

In probability theory, the coupon collector's problem describes the "collect all coupons and win" contests.

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Covariance

In probability theory and statistics, covariance is a measure of the joint variability of two random variables.

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Covariance and correlation

In probability theory and statistics, the mathematical concepts of covariance and correlation are very similar.

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Covariance matrix

In probability theory and statistics, a covariance matrix (also known as dispersion matrix or variance–covariance matrix) is a matrix whose element in the i, j position is the covariance between the i-th and j-th elements of a random vector.

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Coverage probability

In statistics, the coverage probability of a technique for calculating a confidence interval is the proportion of the time that the interval contains the true value of interest.

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Cramér–Rao bound

In estimation theory and statistics, the Cramér–Rao bound (CRB), Cramér–Rao lower bound (CRLB), Cramér–Rao inequality, Frechet–Darmois–Cramér–Rao inequality, or information inequality expresses a lower bound on the variance of unbiased estimators of a deterministic (fixed, though unknown) parameter.

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Craps

Craps is a dice game in which the players make wagers on the outcome of the roll, or a series of rolls, of a pair of dice.

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Credit channel

The credit channel mechanism of monetary policy describes the theory that a central bank's policy changes affect the amount of credit that banks issue to firms and consumers for purchases, which in turn affects the real economy.

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Credit rationing

Credit rationing is the limiting by lenders of the supply of additional credit to borrowers who demand funds, even if the latter are willing to pay higher interest rates.

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Crofton formula

In mathematics, the Crofton formula, named after Morgan Crofton (1826–1915), is a classic result of integral geometry relating the length of a curve to the expected number of times a "random" line intersects it.

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Cross-correlation

In signal processing, cross-correlation is a measure of similarity of two series as a function of the displacement of one relative to the other.

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Cross-covariance

In probability and statistics, given two stochastic processes X.

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Cross-validation (statistics)

Cross-validation, sometimes called rotation estimation, or out-of-sample testing is any of various similar model validation techniques for assessing how the results of a statistical analysis will generalize to an independent data set.

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Crossing number inequality

In the mathematics of graph drawing, the crossing number inequality or crossing lemma gives a lower bound on the minimum number of crossings of a given graph, as a function of the number of edges and vertices of the graph.

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Cumulant

In probability theory and statistics, the cumulants of a probability distribution are a set of quantities that provide an alternative to the moments of the distribution.

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Cumulative distribution function

In probability theory and statistics, the cumulative distribution function (CDF, also cumulative density function) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. In the case of a continuous distribution, it gives the area under the probability density function from minus infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables.

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Curie's law

In a paramagnetic material, the magnetization of the material is (approximately) directly proportional to an applied magnetic field.

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Data transformation (statistics)

In statistics, data transformation is the application of a deterministic mathematical function to each point in a data set — that is, each data point zi is replaced with the transformed value yi.

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Deal or No Deal

Deal or No Deal is the name of several closely related television game shows, the first of which (launching the format) was the Dutch Miljoenenjacht (Hunt for Millions) produced by Dutch producer Endemol.

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Deal or No Deal (South Africa)

In 2007, M-Net South Africa began a version of Deal or No Deal.

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Decision theory

Decision theory (or the theory of choice) is the study of the reasoning underlying an agent's choices.

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Decision tree

A decision tree is a decision support tool that uses a tree-like graph or model of decisions and their possible consequences, including chance event outcomes, resource costs, and utility.

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Degrees of freedom (statistics)

In statistics, the number of degrees of freedom is the number of values in the final calculation of a statistic that are free to vary.

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Derivative (finance)

In finance, a derivative is a contract that derives its value from the performance of an underlying entity.

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Determinacy

Determinacy is a subfield of set theory, a branch of mathematics, that examines the conditions under which one or the other player of a game has a winning strategy, and the consequences of the existence of such strategies.

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Determination of equilibrium constants

Equilibrium constants are determined in order to quantify chemical equilibria.

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Determinism

Determinism is the philosophical theory that all events, including moral choices, are completely determined by previously existing causes.

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Devaux's Index of Project Performance

Devaux's Index of Project Performance (usually known as the DIPP) is a project management performance metric formulated by Stephen Devaux as part of the total project control (TPC) approach to project and program value analysis.

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Diamond coconut model

The Diamond coconut model is an economic model constructed by the American economist and 2010 Nobel laureate Peter Diamond which analyzes how a search economy in which traders cannot find partners instantaneously operates.

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Difference and Repetition

Difference and Repetition (Différence et Répétition) is a 1968 book by philosopher Gilles Deleuze, originally published in France.

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Differential game

In game theory, differential games are a group of problems related to the modeling and analysis of conflict in the context of a dynamical system.

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Dirichlet process

In probability theory, Dirichlet processes (after Peter Gustav Lejeune Dirichlet) are a family of stochastic processes whose realizations are probability distributions.

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Dirichlet-multinomial distribution

In probability theory and statistics, the Dirichlet-multinomial distribution is a family of discrete multivariate probability distributions on a finite support of non-negative integers.

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Discrete uniform distribution

In probability theory and statistics, the discrete uniform distribution is a symmetric probability distribution whereby a finite number of values are equally likely to be observed; every one of n values has equal probability 1/n.

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Discrete-stable distribution

The discrete-stable distributions are a class of probability distributions with the property that the sum of several random variables from such a distribution is distributed according to the same family.

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Distance correlation

In statistics and in probability theory, distance correlation or distance covariance is a measure of dependence between two paired random vectors of arbitrary, not necessarily equal, dimension.

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Distance matrices in phylogeny

Distance matrices are used in phylogeny as non-parametric distance methods and were originally applied to phenetic data using a matrix of pairwise distances.

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Distortion risk measure

In financial mathematics, a distortion risk measure is a type of risk measure which is related to the cumulative distribution function of the return of a financial portfolio.

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Diversification (finance)

In finance, diversification is the process of allocating capital in a way that reduces the exposure to any one particular asset or risk.

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DMRG of the Heisenberg model

Within the study of the quantum many-body problem in physics, the DMRG analysis of the Heisenberg model is an important theoretical example applying techniques of the density matrix renormalization group (DMRG) to the Heisenberg model of a chain of spins.

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DNA sequencing theory

DNA sequencing theory is the broad body of work that attempts to lay analytical foundations for determining the order of specific nucleotides in a sequence of DNA, otherwise known as DNA sequencing.

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Dobiński's formula

In combinatorial mathematics, Dobiński’s formula states that the n-th Bell number Bn (i.e., the number of partitions of a set of size n) equals The formula is named after G. Dobiński, who published it in 1877.

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Dominated convergence theorem

In measure theory, Lebesgue's dominated convergence theorem provides sufficient conditions under which almost everywhere convergence of a sequence of functions implies convergence in the L1 norm.

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Doob's martingale inequality

In mathematics, Doob's martingale inequality is a result in the study of stochastic processes.

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Doomsday argument

The Doomsday argument (DA) is a probabilistic argument that claims to predict the number of future members of the human species given an estimate of the total number of humans born so far.

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Draw (poker)

A poker player is drawing if they have a hand that is incomplete and needs further cards to become valuable.

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Dudley's theorem

In probability theory, Dudley’s theorem is a result relating the expected upper bound and regularity properties of a Gaussian process to its entropy and covariance structure.

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Due Column betting

'Due-column Betting' (also: 'due column betting') is a type of fixed-profit betting strategy whereby a bettor increases the amount he wagers on a single proposition after each successive loss.

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Dummy variable (statistics)

In statistics and econometrics, particularly in regression analysis, a dummy variable (also known as an indicator variable, design variable, Boolean indicator, binary variable, or qualitative variable) is one that takes the value 0 or 1 to indicate the absence or presence of some categorical effect that may be expected to shift the outcome.

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Dynamic financial analysis

Dynamic financial analysis (DFA) is a simulation approach that looks at an insurance enterprise's risks holistically as opposed to traditional actuarial analysis, which analyzes risks individually.

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Dynamic light scattering

Dynamic light scattering (DLS) is a technique in physics that can be used to determine the size distribution profile of small particles in suspension or polymers in solution.

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Dynamical pictures

In quantum mechanics, dynamical pictures (or representations) are the multiple equivalent ways to mathematically formulate the dynamics of a quantum system.

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Dynkin's formula

In mathematics — specifically, in stochastic analysis — Dynkin's formula is a theorem giving the expected value of any suitably smooth statistic of an Itō diffusion at a stopping time.

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E (disambiguation)

E is the fifth letter of the Latin alphabet.

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E (mathematical constant)

The number is a mathematical constant, approximately equal to 2.71828, which appears in many different settings throughout mathematics.

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Eaton's inequality

In probability theory, Eaton's inequality is a bound on the largest values of a linear combination of bounded random variables.

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Economics terminology that differs from common usage

In any technical subject, words commonly used in everyday life acquire very specific technical meanings, and confusion can arise when someone is uncertain of the intended meaning of a word.

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Edward Witten

Edward Witten (born August 26, 1951) is an American theoretical physicist and professor of mathematical physics at the Institute for Advanced Study in Princeton, New Jersey.

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Effect size

In statistics, an effect size is a quantitative measure of the magnitude of a phenomenon.

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Efficient frontier

In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the 'efficient' parts of the risk-return spectrum.

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Ehrenfest theorem

The Ehrenfest theorem, named after Paul Ehrenfest, an Austrian theoretical physicist at Leiden University, relates the time derivative of the expectation values of the position and momentum operators x and p to the expectation value of the force F.

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Eigenstate thermalization hypothesis

The Eigenstate Thermalization Hypothesis (or ETH) is a set of ideas which purports to explain when and why an isolated quantum mechanical system can be accurately described using equilibrium statistical mechanics.

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Electromagnetic reverberation chamber

An electromagnetic reverberation chamber (also known as a reverb chamber (RVC) or mode-stirred chamber (MSC)) is an environment for electromagnetic compatibility (EMC) testing and other electromagnetic investigations.

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Elo rating system

The Elo rating system is a method for calculating the relative skill levels of players in zero-sum games such as chess.

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Empirical Bayes method

Empirical Bayes methods are procedures for statistical inference in which the prior distribution is estimated from the data.

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Empirical risk minimization

Empirical risk minimization (ERM) is a principle in statistical learning theory which defines a family of learning algorithms and is used to give theoretical bounds on their performance.

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Energy distance

Energy distance is a statistical distance between probability distributions.

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Entropic value at risk

In financial mathematics and stochastic optimization, the concept of risk measure is used to quantify the risk involved in a random outcome or risk position.

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Entropy (information theory)

Information entropy is the average rate at which information is produced by a stochastic source of data.

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Erdős–Tetali theorem

In additive number theory, an area of mathematics, the Erdős–Tetali theorem is an existence theorem concerning economical additive basis of every order.

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Error function

In mathematics, the error function (also called the Gauss error function) is a special function (non-elementary) of sigmoid shape that occurs in probability, statistics, and partial differential equations describing diffusion.

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Errors and residuals

In statistics and optimization, errors and residuals are two closely related and easily confused measures of the deviation of an observed value of an element of a statistical sample from its "theoretical value".

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Espérance

Espérance is one of the two French words that can be translated into "hope", the other being "espoir".

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Estimation of covariance matrices

In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated.

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Estimation theory

Estimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component.

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Estimator

In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished.

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Etemadi's inequality

In probability theory, Etemadi's inequality is a so-called "maximal inequality", an inequality that gives a bound on the probability that the partial sums of a finite collection of independent random variables exceed some specified bound.

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Euler–Maruyama method

In Itô calculus, the Euler–Maruyama method (also called the Euler method) is a method for the approximate numerical solution of a stochastic differential equation (SDE).

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EV

Ev or EV may refer to.

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Event-related potential

An event-related potential (ERP) is the measured brain response that is the direct result of a specific sensory, cognitive, or motor event.

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EX

EX, Ex or The Ex may refer to.

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Exact test

In statistics, an exact (significance) test is a test where all assumptions, upon which the derivation of the distribution of the test statistic is based, are met as opposed to an approximate test (in which the approximation may be made as close as desired by making the sample size big enough).

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Expectation

Expectation or Expectations may refer to.

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Expectation value (quantum mechanics)

In quantum mechanics, the expectation value is the probabilistic expected value of the result (measurement) of an experiment.

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Expectation–maximization algorithm

In statistics, an expectation–maximization (EM) algorithm is an iterative method to find maximum likelihood or maximum a posteriori (MAP) estimates of parameters in statistical models, where the model depends on unobserved latent variables.

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Expected

Expected may refer to.

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Expected linear time MST algorithm

A randomized algorithm for computing the minimum spanning forest of a weighted graph with no isolated vertices.

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Expected return

The expected return (or expected gain) on a financial investment is the expected value of its return (of the profit on the investment).

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Expected shortfall

Expected shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio.

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Expected utility hypothesis

In economics, game theory, and decision theory the expected utility hypothesis, concerning people's preferences with regard to choices that have uncertain outcomes (gambles), states that if specific axioms are satisfied, the subjective value associated with an individual's gamble is the statistical expectation of that individual's valuations of the outcomes of that gamble.

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Expected value (disambiguation)

Expected value is a term used in probability theory and statistics.

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Expected value of perfect information

In decision theory, the expected value of perfect information (EVPI) is the price that one would be willing to pay in order to gain access to perfect information.

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Expectiminimax tree

An expectiminimax tree is a specialized variation of a minimax game tree for use in artificial intelligence systems that play two-player zero-sum games such as backgammon, in which the outcome depends on a combination of the player's skill and chance elements such as dice rolls.

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Experimental uncertainty analysis

Experimental uncertainty analysis is a technique that analyses a derived quantity, based on the uncertainties in the experimentally measured quantities that are used in some form of mathematical relationship ("model") to calculate that derived quantity.

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Exponential backoff

Exponential backoff is an algorithm that uses feedback to multiplicatively decrease the rate of some process, in order to gradually find an acceptable rate.

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Exponential decay

A quantity is subject to exponential decay if it decreases at a rate proportional to its current value.

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Exponential distribution

No description.

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Exponential utility

In economics and finance, exponential utility refers to a specific form of the utility function, used in some contexts because of its convenience when risk (sometimes referred to as uncertainty) is present, in which case expected utility is maximized.

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Extended Mathematical Programming (EMP)

Algebraic modeling languages like AIMMS, AMPL, GAMS, MPL and others have been developed to facilitate the description of a problem in mathematical terms and to link the abstract formulation with data-management systems on the one hand and appropriate algorithms for solution on the other.

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Extensive-form game

An extensive-form game is a specification of a game in game theory, allowing (as the name suggests) for the explicit representation of a number of key aspects, like the sequencing of players' possible moves, their choices at every decision point, the (possibly imperfect) information each player has about the other player's moves when they make a decision, and their payoffs for all possible game outcomes.

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F-statistics

In population genetics, F-statistics (also known as fixation indices) describe the statistically expected level of heterozygosity in a population; more specifically the expected degree of (usually) a reduction in heterozygosity when compared to Hardy–Weinberg expectation.

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F-test

An F-test is any statistical test in which the test statistic has an ''F''-distribution under the null hypothesis.

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F-test of equality of variances

In statistics, an F-test of equality of variances is a test for the null hypothesis that two normal populations have the same variance.

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Factorial moment

In probability theory, the factorial moment is a mathematical quantity defined as the expectation or average of the falling factorial of a random variable.

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Factorial moment generating function

In probability theory and statistics, the factorial moment generating function of the probability distribution of a real-valued random variable X is defined as for all complex numbers t for which this expected value exists.

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Factorial moment measure

In probability and statistics, a factorial moment measure is a mathematical quantity, function or, more precisely, measure that is defined in relation to mathematical objects known as point processes, which are types of stochastic processes often used as mathematical models of physical phenomena representable as randomly positioned points in time, space or both.

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False discovery rate

The false discovery rate (FDR) is a method of conceptualizing the rate of type I errors in null hypothesis testing when conducting multiple comparisons.

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Fano's inequality

In information theory, Fano's inequality (also known as the Fano converse and the Fano lemma) relates the average information lost in a noisy channel to the probability of the categorization error.

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FastICA

FastICA is an efficient and popular algorithm for independent component analysis invented by Aapo Hyvärinen at Helsinki University of Technology.

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Fatou's lemma

In mathematics, Fatou's lemma establishes an inequality relating the Lebesgue integral of the limit inferior of a sequence of functions to the limit inferior of integrals of these functions.

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Feature hashing

In machine learning, feature hashing, also known as the hashing trick (by analogy to the kernel trick), is a fast and space-efficient way of vectorizing features, i.e. turning arbitrary features into indices in a vector or matrix.

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Feller-continuous process

In mathematics, a Feller-continuous process is a continuous-time stochastic process for which the expected value of suitable statistics of the process at a given time in the future depend continuously on the initial condition of the process.

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Fermat number

In mathematics a Fermat number, named after Pierre de Fermat who first studied them, is a positive integer of the form where n is a nonnegative integer.

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Fernique's theorem

In mathematics — specifically, in measure theory — Fernique's theorem is a result about Gaussian measures on Banach spaces.

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Fieller's theorem

In statistics, Fieller's theorem allows the calculation of a confidence interval for the ratio of two means.

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Financial economics

Financial economics is the branch of economics characterized by a "concentration on monetary activities", in which "money of one type or another is likely to appear on both sides of a trade".

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Financial innovation

Financial innovation is the act of creating new financial instruments as well as new financial technologies, institutions, and markets.

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Fisher consistency

In statistics, Fisher consistency, named after Ronald Fisher, is a desirable property of an estimator asserting that if the estimator were calculated using the entire population rather than a sample, the true value of the estimated parameter would be obtained.

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Fisher information

In mathematical statistics, the Fisher information (sometimes simply called information) is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information.

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Fisher information metric

In information geometry, the Fisher information metric is a particular Riemannian metric which can be defined on a smooth statistical manifold, i.e., a smooth manifold whose points are probability measures defined on a common probability space.

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Fisher–Yates shuffle

The Fisher–Yates shuffle is an algorithm for generating a random permutation of a finite sequence—in plain terms, the algorithm shuffles the sequence.

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Fitness (biology)

Fitness (often denoted w or ω in population genetics models) is the quantitative representation of natural and sexual selection within evolutionary biology.

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FKG inequality

In mathematics, the Fortuin–Kasteleyn–Ginibre (FKG) inequality is a correlation inequality, a fundamental tool in statistical mechanics and probabilistic combinatorics (especially random graphs and the probabilistic method), due to.

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Fluid queue

In queueing theory, a discipline within the mathematical theory of probability, a fluid queue (fluid model, fluid flow model or stochastic fluid model) is a mathematical model used to describe the fluid level in a reservoir subject to randomly determined periods of filling and emptying.

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Folded-t and half-t distributions

In statistics, the folded-t and half-t distributions are derived from Student's ''t''-distribution by taking the absolute values of variates.

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Forecast bias

A forecast bias occurs when there are consistent differences between actual outcomes and previously generated forecasts of those quantities; that is: forecasts may have a general tendency to be too high or too low.

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Four Horsemen of the Apocalypse (blackjack)

Four Horsemen of the Apocalypse is the name given by gambling authors"" by Jeff Haney, Las Vegas Sun, 4 January 2008 to the four U.S. Army engineers who first discovered in the 1950s the best playing strategy in the casino game of Blackjack that can be formulated on the basis of the player's and the dealer's cards.

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Fractional Brownian motion

In probability theory, fractional Brownian motion (fBm), also called a fractal Brownian motion, is a generalization of Brownian motion.

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Fréchet distribution

The Fréchet distribution, also known as inverse Weibull distribution, is a special case of the generalized extreme value distribution.

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Full width at half maximum

Full width at half maximum (FWHM) is an expression of the extent of function given by the difference between the two extreme values of the independent variable at which the dependent variable is equal to half of its maximum value.

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Functional regression

Functional regression is a version of regression analysis when responses or covariates include functional data.

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Fundamental theorem of poker

The fundamental theorem of poker is a principle first articulated by David Sklansky that he believes expresses the essential nature of poker as a game of decision-making in the face of incomplete information.

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G-expectation

In probability theory, the g-expectation is a nonlinear expectation based on a backwards stochastic differential equation (BSDE) originally developed by Shige Peng.

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Gambler's ruin

The term gambler's ruin is a statistical concept expressed in a variety of forms.

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Gambling

Gambling is the wagering of money or something of value (referred to as "the stakes") on an event with an uncertain outcome with the primary intent of winning money or material goods.

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Gambling mathematics

The mathematics of gambling are a collection of probability applications encountered in games of chance and can be included in game theory.

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Game theory

Game theory is "the study of mathematical models of conflict and cooperation between intelligent rational decision-makers".

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Game without a value

In the mathematical theory of games, in particular the study of zero-sum continuous games, not every game has a minimax value.

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Gauss's inequality

In probability theory, Gauss's inequality (or the Gauss inequality) gives an upper bound on the probability that a unimodal random variable lies more than any given distance from its mode.

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Gauss–Hermite quadrature

In numerical analysis, Gauss–Hermite quadrature is a form of Gaussian quadrature for approximating the value of integrals of the following kind: In this case where n is the number of sample points used.

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Gaussian free field

In probability theory and statistical mechanics, the Gaussian free field (GFF) is a Gaussian random field, a central model of random surfaces (random height functions).

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Gaussian function

In mathematics, a Gaussian function, often simply referred to as a Gaussian, is a function of the form: for arbitrary real constants, and.

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Generalized linear model

In statistics, the generalized linear model (GLM) is a flexible generalization of ordinary linear regression that allows for response variables that have error distribution models other than a normal distribution.

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Generalized method of moments

In econometrics and statistics, the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models.

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Generalized minimum-distance decoding

In coding theory, generalized minimum-distance (GMD) decoding provides an efficient algorithm for decoding concatenated codes, which is based on using an errors-and-erasures decoder for the outer code.

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Genetic drift

Genetic drift (also known as allelic drift or the Sewall Wright effect) is the change in the frequency of an existing gene variant (allele) in a population due to random sampling of organisms.

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Geometric Brownian motion

A geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion (also called a Wiener process) with drift.

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Geometric distribution

In probability theory and statistics, the geometric distribution is either of two discrete probability distributions.

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Geostatistics

Geostatistics is a branch of statistics focusing on spatial or spatiotemporal datasets.

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Gibbs sampling

In statistics, Gibbs sampling or a Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm for obtaining a sequence of observations which are approximated from a specified multivariate probability distribution, when direct sampling is difficult.

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Glossary of elementary quantum mechanics

This is a glossary for the terminology often encountered in undergraduate quantum mechanics courses.

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Glossary of poker terms

The following is a glossary of poker terms used in the card game of poker.

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Glossary of probability and statistics

Most of the terms listed in Wikipedia glossaries are already defined and explained within Wikipedia itself.

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Godfried Toussaint

Godfried T. Toussaint is a Canadian Computer Scientist, a Professor of Computer Science, and the Head of the Computer Science Program at New York University Abu Dhabi (NYUAD) in Abu Dhabi, United Arab Emirates.

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Golomb–Dickman constant

In mathematics, the Golomb–Dickman constant arises in the theory of random permutations and in number theory.

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Goodness of fit

The goodness of fit of a statistical model describes how well it fits a set of observations.

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Goofspiel

Goofspiel, also known as The Game of Pure Strategy or GOPS, is a card game for two or more players.

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Gordon–Loeb model

The Gordon–Loeb /ˈgȯr-dən ˈlōb/ Model is a mathematical economic model analyzing the optimal investment level in information security.

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Government debt

Government debt (also known as public interest, public debt, national debt and sovereign debt) is the debt owed by a government.

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Great Rationality Debate

The Rationality Debate—also called the Great Rationality Debate—is the question of whether humans are rational or not.

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Greatest common divisor

In mathematics, the greatest common divisor (gcd) of two or more integers, which are not all zero, is the largest positive integer that divides each of the integers.

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Greek letters used in mathematics, science, and engineering

Greek letters are used in mathematics, science, engineering, and other areas where mathematical notation is used as symbols for constants, special functions, and also conventionally for variables representing certain quantities.

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Green measure

In mathematics — specifically, in stochastic analysis — the Green measure is a measure associated to an Itō diffusion.

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GRIM test

The granularity-related inconsistency of means (GRIM) test is a simple statistical test used to identify inconsistencies in the analysis of granular data sets.

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Groundhog Day

Groundhog Day, (Pennsylvania German: Grund'sau dåk, Grundsaudaag, Grundsow Dawg, Murmeltiertag; Nova Scotia: Daks Day) is a popular tradition celebrated in the United States and Canada on February 2.

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Group testing

In statistics and combinatorial mathematics, group testing is any procedure that breaks up the task of identifying certain objects into tests on groups of items, rather than on individual ones.

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Gumption trap

A gumption trap is an event or mindset that can cause a person to lose enthusiasm and become discouraged from starting or continuing a project.

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Hadamard test (quantum computation)

In quantum computation the Hadamard test is a method used to create a random variable whose expected value is the expected real part of the observed value of a state with respect to some unitary operator.

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Half-life

Half-life (symbol t1⁄2) is the time required for a quantity to reduce to half its initial value.

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Hamiltonian (quantum mechanics)

In quantum mechanics, a Hamiltonian is an operator corresponding to the total energy of the system in most of the cases.

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Hamiltonian Monte Carlo

In mathematics and physics, Hamiltonian Monte Carlo algorithm (originally known as hybrid Monte Carlo), is a Markov chain Monte Carlo method for obtaining a sequence of random samples from a probability distribution for which direct sampling is difficult.

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Hardy–Weinberg principle

The Hardy–Weinberg principle, also known as the Hardy–Weinberg equilibrium, model, theorem, or law, states that allele and genotype frequencies in a population will remain constant from generation to generation in the absence of other evolutionary influences.

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Harmonic mean

In mathematics, the harmonic mean (sometimes called the subcontrary mean) is one of several kinds of average, and in particular one of the Pythagorean means.

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Hartree–Fock method

In computational physics and chemistry, the Hartree–Fock (HF) method is a method of approximation for the determination of the wave function and the energy of a quantum many-body system in a stationary state.

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Hölder's inequality

In mathematical analysis, Hölder's inequality, named after Otto Hölder, is a fundamental inequality between integrals and an indispensable tool for the study of ''Lp'' spaces.

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Heilbronn triangle problem

In discrete geometry and discrepancy theory, the Heilbronn triangle problem is a problem of placing points within a region in the plane, in order to avoid triangles of small area.

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Heisenberg picture

In physics, the Heisenberg picture (also called the Heisenberg representation) is a formulation (largely due to Werner Heisenberg in 1925) of quantum mechanics in which the operators (observables and others) incorporate a dependency on time, but the state vectors are time-independent, an arbitrary fixed basis rigidly underlying the theory.

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Helly–Bray theorem

In probability theory, the Helly–Bray theorem relates the weak convergence of cumulative distribution functions to the convergence of expectations of certain measurable functions.

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Hermite distribution

In probability theory and statistics, the Hermite distribution, named after Charles Hermite, is a discrete probability distribution used to model count data with more than one parameter.

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Hermite polynomials

In mathematics, the Hermite polynomials are a classical orthogonal polynomial sequence.

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Heteroscedasticity

In statistics, a collection of random variables is heteroscedastic (or heteroskedastic; from Ancient Greek hetero “different” and skedasis “dispersion”) if there are sub-populations that have different variabilities from others.

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Hewitt–Savage zero–one law

The Hewitt–Savage zero–one law is a theorem in probability theory, similar to Kolmogorov's zero–one law and the Borel–Cantelli lemma, that specifies that a certain type of event will either almost surely happen or almost surely not happen.

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Higgs mechanism

In the Standard Model of particle physics, the Higgs mechanism is essential to explain the generation mechanism of the property "mass" for gauge bosons.

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Hilbert–Pólya conjecture

In mathematics, the Hilbert–Pólya conjecture is a possible approach to the Riemann hypothesis, by means of spectral theory.

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Hitting time

In the study of stochastic processes in mathematics, a hitting time (or first hit time) is the first time at which a given process "hits" a given subset of the state space.

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Hodges–Lehmann estimator

In statistics, the Hodges–Lehmann estimator is a robust and nonparametric estimator of a population's location parameter.

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Hoeffding's inequality

In probability theory, Hoeffding's inequality provides an upper bound on the probability that the sum of bounded independent random variables deviates from its expected value by more than a certain amount.

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Hoeffding's lemma

In probability theory, Hoeffding's lemma is an inequality that bounds the moment-generating function of any bounded random variable.

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Huffman coding

In computer science and information theory, a Huffman code is a particular type of optimal prefix code that is commonly used for lossless data compression.

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Hurst exponent

The Hurst exponent is used as a measure of long-term memory of time series.

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Hyperbolic absolute risk aversion

In finance, economics, and decision theory, hyperbolic absolute risk aversion (HARA) (Chapter I of his Ph.D. dissertation; Chapter 5 in his Continuous-Time Finance).

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Hyperbolic secant distribution

In probability theory and statistics, the hyperbolic secant distribution is a continuous probability distribution whose probability density function and characteristic function are proportional to the hyperbolic secant function.

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Hysteresis (economics)

In economics, hysteresis (derived from the Greek verb ύστερέω, meaning "that which comes later") refers to effects that persist after the initial causes giving rise to the effects are removed.

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IFRS 15

IFRS 15 is an International Financial Reporting Standard (IFRS) promulgated by the International Accounting Standards Board (IASB) providing guidance on accounting for revenue from contracts with customers.

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Importance sampling

In statistics, importance sampling is a general technique for estimating properties of a particular distribution, while only having samples generated from a different distribution than the distribution of interest.

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Incentive compatibility

A mechanism is called incentive-compatible (IC) if every participant can achieve the best outcome to him/herself just by acting according to his/her true preferences.

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Inclusion–exclusion principle

In combinatorics (combinatorial mathematics), the inclusion–exclusion principle is a counting technique which generalizes the familiar method of obtaining the number of elements in the union of two finite sets; symbolically expressed as where A and B are two finite sets and |S| indicates the cardinality of a set S (which may be considered as the number of elements of the set, if the set is finite).

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Independence (probability theory)

In probability theory, two events are independent, statistically independent, or stochastically independent if the occurrence of one does not affect the probability of occurrence of the other.

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Index of coincidence

In cryptography, coincidence counting is the technique (invented by William F. Friedman) of putting two texts side-by-side and counting the number of times that identical letters appear in the same position in both texts.

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Indicator function

In mathematics, an indicator function or a characteristic function is a function defined on a set X that indicates membership of an element in a subset A of X, having the value 1 for all elements of A and the value 0 for all elements of X not in A. It is usually denoted by a symbol 1 or I, sometimes in boldface or blackboard boldface, with a subscript specifying the subset.

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Infinite monkey theorem

The infinite monkey theorem states that a monkey hitting keys at random on a typewriter keyboard for an infinite amount of time will almost surely type a given text, such as the complete works of William Shakespeare.

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Info-metrics

Info-metrics is an interdisciplinary approach to scientific modeling, inference and efficient information processing.

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Information field theory

Information field theory (IFT) is a Bayesian statistical field theory relating to signal reconstruction, cosmography, and other related areas.

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Information gain in decision trees

In information theory and machine learning, information gain is a synonym for Kullback–Leibler divergence.

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Information ratio

The information ratio, also known as appraisal ratio, is a measure of the risk-adjusted return of a financial security (or asset or portfolio).

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Information theory

Information theory studies the quantification, storage, and communication of information.

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Information theory and measure theory

This article discusses how information theory (a branch of mathematics studying the transmission, processing and storage of information) is related to measure theory (a branch of mathematics related to integration and probability).

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Inner product space

In linear algebra, an inner product space is a vector space with an additional structure called an inner product.

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Integral geometry

In mathematics, integral geometry is the theory of measures on a geometrical space invariant under the symmetry group of that space.

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Integral representation theorem for classical Wiener space

In mathematics, the integral representation theorem for classical Wiener space is a result in the fields of measure theory and stochastic analysis.

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Intensity measure

In probability theory, an intensity measure is a measure that is derived from a random measure.

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Interaction (statistics)

In statistics, an interaction may arise when considering the relationship among three or more variables, and describes a situation in which the simultaneous influence of two variables on a third is not additive.

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Internal rate of return

The internal rate of return (IRR) is a method of calculating rate of return.

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Intertemporal budget constraint

In economics and finance, an intertemporal budget constraint is a constraint faced by a decision maker who is making choices for both the present and the future.

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Intertemporal portfolio choice

Intertemporal portfolio choice is the process of allocating one's investable wealth to various assets, especially financial assets, repeatedly over time, in such a way as to optimize some criterion.

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Intraclass correlation

In statistics, the intraclass correlation, or the intraclass correlation coefficient (ICC), is an inferential statistic that can be used when quantitative measurements are made on units that are organized into groups.

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Intrinsic value (finance)

In finance, intrinsic value refers to the value of a company, stock, currency or product determined through fundamental analysis without reference to its market value.

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Inverse-variance weighting

In statistics, inverse-variance weighting is a method of aggregating two or more random variables to minimize the variance of the weighted average.

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Irrationality

Irrationality is cognition, thinking, talking, or acting without inclusion of rationality.

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Itô diffusion

In mathematics — specifically, in stochastic analysis — an Itô diffusion is a solution to a specific type of stochastic differential equation.

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Itô isometry

In mathematics, the Itô isometry, named after Kiyoshi Itô, is a crucial fact about Itô stochastic integrals.

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Αr35 RNA

αr35 is a family of bacterial small non-coding RNAs with representatives in a reduced group of α-proteobacteria from the order Rhizobiales.

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Αr45 RNA

αr45 is a family of bacterial small non-coding RNAs with representatives in a broad group of α-proteobacteria from the order Rhizobiales.

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Αr9 RNA

αr9 is a family of bacterial small non-coding RNAs with representatives in a broad group of α-proteobacteria from the order Rhizobiales.

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J. Laurie Snell

James Laurie Snell, often cited as J. Laurie Snell, (January 15, 1925 in Wheaton, Illinois – March 19, 2011 in Hanover, New Hampshire) was an American mathematician.

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James–Stein estimator

The James–Stein estimator is a biased estimator of the mean of Gaussian random vectors.

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Jensen's inequality

In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function.

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Johan de Witt

Johan de Witt or Jan de Witt, heer van Zuid- en Noord-Linschoten, Snelrewaard, Hekendorp and IJsselveere (24 September 1625 – 20 August 1672) was a key figure in Dutch politics in the mid-17th century, when its flourishing sea trade in a period of globalisation made the United Provinces a leading European power during the Dutch Golden Age.

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John Muth

John Fraser Muth (September 27, 1930 – October 23, 2005) was an American economist.

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Kalman filter

Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe.

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KCBS pentagram

In quantum foundations, the KCBS pentagram was discovered by Alexander Klyachko, M. Ali Can, Sinem Binicioglu, and Alexander Shumovsky as an example disproving noncontextual hidden variable models.

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Kelly criterion

In probability theory and intertemporal portfolio choice, the Kelly criterion, Kelly strategy, Kelly formula, or Kelly bet is a formula used to determine the optimal size of a series of bets in order to maximise the logarithm of wealth.

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Kemeny's constant

In probability theory, Kemeny’s constant is the expected number of time steps required for a Markov chain to transition from a starting state i to a random destination state sampled from the Markov chain's stationary distribution.

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Kendall rank correlation coefficient

In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's tau coefficient (after the Greek letter τ), is a statistic used to measure the ordinal association between two measured quantities.

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Khintchine inequality

In mathematics, the Khintchine inequality, named after Aleksandr Khinchin and spelled in multiple ways in the Roman alphabet, is a theorem from probability, and is also frequently used in analysis.

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Kinetic imaging

Kinetic imaging is an imaging technology developed by Szabolcs Osváth and Krisztián Szigeti in the Department of Biophysics and Radiation Biology at Semmelweis University (Budapest, Hungary).

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Kingman's subadditive ergodic theorem

In mathematics, Kingman's subadditive ergodic theorem is one of several ergodic theorems.

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Klee–Minty cube

The Klee–Minty cube or Klee–Minty polytope (named after Victor Klee and) is a unit hypercube of variable dimension whose corners have been perturbed.

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KMS state

In the statistical mechanics of quantum mechanical systems and quantum field theory, the properties of a system in thermal equilibrium can be described by a mathematical object called a Kubo–Martin–Schwinger state or, more commonly, a KMS state: a state satisfying the KMS condition.

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Kolmogorov's inequality

In probability theory, Kolmogorov's inequality is a so-called "maximal inequality" that gives a bound on the probability that the partial sums of a finite collection of independent random variables exceed some specified bound.

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Kolmogorov's three-series theorem

In probability theory, Kolmogorov's Three-Series Theorem, named after Andrey Kolmogorov, gives a criterion for the almost sure convergence of an infinite series of random variables in terms of the convergence of three different series involving properties of their probability distributions.

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Kolmogorov's two-series theorem

In probability theory, Kolmogorov's two-series theorem is a result about the convergence of random series.

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Kriging

In statistics, originally in geostatistics, kriging or Gaussian process regression is a method of interpolation for which the interpolated values are modeled by a Gaussian process governed by prior covariances, as opposed to a piecewise-polynomial spline chosen to optimize smoothness of the fitted values.

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Kuiper belt

The Kuiper belt, occasionally called the Edgeworth–Kuiper belt, is a circumstellar disc in the outer Solar System, extending from the orbit of Neptune (at 30 AU) to approximately 50 AU from the Sun.

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Kullback–Leibler divergence

In mathematical statistics, the Kullback–Leibler divergence (also called relative entropy) is a measure of how one probability distribution diverges from a second, expected probability distribution.

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Kurtosis

In probability theory and statistics, kurtosis (from κυρτός, kyrtos or kurtos, meaning "curved, arching") is a measure of the "tailedness" of the probability distribution of a real-valued random variable.

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L-estimator

In statistics, an L-estimator is an estimator which is an L-statistic – a linear combination of order statistics of the measurements.

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L-moment

In statistics, L-moments are a sequence of statistics used to summarize the shape of a probability distribution.

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Lack-of-fit sum of squares

In statistics, a sum of squares due to lack of fit, or more tersely a lack-of-fit sum of squares, is one of the components of a partition of the sum of squares of residuals in an analysis of variance, used in the numerator in an F-test of the null hypothesis that says that a proposed model fits well.

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Laplace transform

In mathematics, the Laplace transform is an integral transform named after its discoverer Pierre-Simon Laplace.

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Laplace–Stieltjes transform

The Laplace–Stieltjes transform, named for Pierre-Simon Laplace and Thomas Joannes Stieltjes, is an integral transform similar to the Laplace transform.

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Large deviations of Gaussian random functions

A random function – of either one variable (a random process), or two or more variables (a random field) – is called Gaussian if every finite-dimensional distribution is a multivariate normal distribution.

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Large deviations theory

In probability theory, the theory of large deviations concerns the asymptotic behaviour of remote tails of sequences of probability distributions.

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Las Vegas algorithm

In computing, a Las Vegas algorithm is a randomized algorithm that always gives correct results; that is, it always produces the correct result or it informs about the failure.

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Latin letters used in mathematics

Many letters of the Latin alphabet, both capital and small, are used in mathematics, science and engineering to denote by convention specific or abstracted constants, variables of a certain type, units, multipliers, physical entities.

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Lattice model (finance)

In finance, a lattice model is a technique applied to the valuation of derivatives, where a discrete time model is required.

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Laughlin wavefunction

In condensed matter physics, the Laughlin wavefunction is an ansatz, proposed by Robert Laughlin for the ground state of a two-dimensional electron gas placed in a uniform background magnetic field in the presence of a uniform jellium background when the filling factor (Quantum Hall effect) of the lowest Landau level is \nu.

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Law of averages

The law of averages is the law that a particular outcome or event is inevitable or certain simply because it is statistically possible.

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Law of large numbers

In probability theory, the law of large numbers (LLN) is a theorem that describes the result of performing the same experiment a large number of times.

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Law of the unconscious statistician

In probability theory and statistics, the law of the unconscious statistician (sometimes abbreviated LOTUS) is a theorem used to calculate the expected value of a function g(X) of a random variable X when one knows the probability distribution of X but one does not explicitly know the distribution of g(X).

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Law of total cumulance

In probability theory and mathematical statistics, the law of total cumulance is a generalization to cumulants of the law of total probability, the law of total expectation, and the law of total variance.

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Law of total expectation

The proposition in probability theory known as the law of total expectation, the law of iterated expectations, the tower rule, and the smoothing theorem, among other names, states that if X is a random variable whose expected value \operatorname(X) is defined, and Y is any random variable on the same probability space, then i.e., the expected value of the conditional expected value of X given Y is the same as the expected value of X. One special case states that if _i is a finite or countable partition of the sample space, then.

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Lévy process

In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random and independent, and statistically identical over different time intervals of the same length.

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Lévy's continuity theorem

To probability theory, Lévy’s continuity theorem (or Lévy's convergence theoremWilliams (1991, section 18.1)), named after the French mathematician Paul Lévy, connects convergence in distribution of the sequence of random variables with pointwise convergence of their characteristic functions.

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Least mean squares filter

Least mean squares (LMS) algorithms are a class of adaptive filter used to mimic a desired filter by finding the filter coefficients that relate to producing the least mean square of the error signal (difference between the desired and the actual signal).

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Least squares

The method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns.

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Lilliefors test

In statistics, the Lilliefors test is a normality test based on the Kolmogorov–Smirnov test.

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Linear least squares (mathematics)

In statistics and mathematics, linear least squares is an approach to fitting a mathematical or statistical model to data in cases where the idealized value provided by the model for any data point is expressed linearly in terms of the unknown parameters of the model.

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Linear map

In mathematics, a linear map (also called a linear mapping, linear transformation or, in some contexts, linear function) is a mapping between two modules (including vector spaces) that preserves (in the sense defined below) the operations of addition and scalar multiplication.

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Linear partial information

Linear partial information (LPI) is a method of making decisions based on insufficient or fuzzy information.

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Linear prediction

Linear prediction is a mathematical operation where future values of a discrete-time signal are estimated as a linear function of previous samples.

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Linear regression

In statistics, linear regression is a linear approach to modelling the relationship between a scalar response (or dependent variable) and one or more explanatory variables (or independent variables).

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Linear-feedback shift register

In computing, a linear-feedback shift register (LFSR) is a shift register whose input bit is a linear function of its previous state.

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Linear–quadratic–Gaussian control

In control theory, the linear–quadratic–Gaussian (LQG) control problem is one of the most fundamental optimal control problems.

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Liouville's theorem (Hamiltonian)

In physics, Liouville's theorem, named after the French mathematician Joseph Liouville, is a key theorem in classical statistical and Hamiltonian mechanics.

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List of dimensionless quantities

This is a list of well-known dimensionless quantities illustrating their variety of forms and applications.

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List of fractals by Hausdorff dimension

Benoit Mandelbrot has stated that "A fractal is by definition a set for which the Hausdorff-Besicovitch dimension strictly exceeds the topological dimension." Presented here is a list of fractals ordered by increasing Hausdorff dimension, with the purpose of visualizing what it means for a fractal to have a low or a high dimension.

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List of letters used in mathematics and science

Latin and Greek letters are used in mathematics, science, engineering, and other areas where mathematical notation is used as symbols for constants, special functions, and also conventionally for variables representing certain quantities.

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List of mathematic operators

In mathematics, an operator or transform is a function from one space of functions to another.

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List of mathematical symbols

This is a list of symbols used in all branches of mathematics to express a formula or to represent a constant.

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List of mathematical symbols by subject

This list of mathematical symbols by subject shows a selection of the most common symbols that are used in modern mathematical notation within formulas, grouped by mathematical topic.

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List of paradoxes

This is a list of paradoxes, grouped thematically.

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List of probability distributions

Many probability distributions that are important in theory or applications have been given specific names.

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List of probability topics

This is a list of probability topics, by Wikipedia page.

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List of statistics articles

No description.

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Litigation risk analysis

Litigation risk analysis is a subset of decision tree analysis and is the application of decision tree analysis to litigation and lawsuits.

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Location test

A location test is a statistical hypothesis test that compares the location parameter of a statistical population to a given constant, or that compares the location parameters of two statistical populations to each other.

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Location–scale family

In probability theory, especially in mathematical statistics, a location–scale family is a family of probability distributions parametrized by a location parameter and a non-negative scale parameter.

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Log-logistic distribution

No description.

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Logical matrix

A logical matrix, binary matrix, relation matrix, Boolean matrix, or (0,1) matrix is a matrix with entries from the Boolean domain Such a matrix can be used to represent a binary relation between a pair of finite sets.

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Logistic regression

In statistics, the logistic model (or logit model) is a statistical model that is usually taken to apply to a binary dependent variable.

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Loop-erased random walk

In mathematics, loop-erased random walk is a model for a random simple path with important applications in combinatorics and, in physics, quantum field theory.

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Loss function

In mathematical optimization, statistics, econometrics, decision theory, machine learning and computational neuroscience, a loss function or cost function is a function that maps an event or values of one or more variables onto a real number intuitively representing some "cost" associated with the event.

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Lottery

A lottery is a form of gambling that involves the drawing of numbers for a prize.

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Lottery wheeling

Lottery wheeling (also known as lottery system, lottery wheel, lottery wheeling system) is used by individual players and syndicates to distribute a subset of the possible lottery numbers across multiple tickets to ensure that at least one of these tickets will contain a winning combination if several draws are in this subset.

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M/G/1 queue

In queueing theory, a discipline within the mathematical theory of probability, an M/G/1 queue is a queue model where arrivals are Markovian (modulated by a Poisson process), service times have a General distribution and there is a single server.

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Marginal distribution

In probability theory and statistics, the marginal distribution of a subset of a collection of random variables is the probability distribution of the variables contained in the subset.

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Markov chain

A Markov chain is "a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event".

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Markov partition

A Markov partition is a tool used in dynamical systems theory, allowing the methods of symbolic dynamics to be applied to the study of hyperbolic dynamics.

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Markov random field

In the domain of physics and probability, a Markov random field (often abbreviated as MRF), Markov network or undirected graphical model is a set of random variables having a Markov property described by an undirected graph.

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Markov's inequality

In probability theory, Markov's inequality gives an upper bound for the probability that a non-negative function of a random variable is greater than or equal to some positive constant.

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Martingale (betting system)

A martingale is any of a class of betting strategies that originated from and were popular in 18th century France.

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Martingale (probability theory)

In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time in the realized sequence, the expectation of the next value in the sequence is equal to the present observed value even given knowledge of all prior observed values.

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Martingale central limit theorem

In probability theory, the central limit theorem says that, under certain conditions, the sum of many independent identically-distributed random variables, when scaled appropriately, converges in distribution to a standard normal distribution.

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Martingale difference sequence

In probability theory, a martingale difference sequence (MDS) is related to the concept of the martingale.

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Matched filter

In signal processing, a matched filter is obtained by correlating a known signal, or template, with an unknown signal to detect the presence of the template in the unknown signal.

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Matching pennies

Matching pennies is the name for a simple game used in game theory.

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Mathematical finance

Mathematical finance, also known as quantitative finance, is a field of applied mathematics, concerned with mathematical modeling of financial markets.

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Mathematical formulation of quantum mechanics

The mathematical formulations of quantum mechanics are those mathematical formalisms that permit a rigorous description of quantum mechanics.

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Matrix normal distribution

In statistics, the matrix normal distribution or matrix Gaussian distribution is a probability distribution that is a generalization of the multivariate normal distribution to matrix-valued random variables.

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MAXEkSAT

MAXEkSAT is a problem in computational complexity theory that is a maximization version of the Boolean satisfiability problem 3SAT.

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Maximum entropy probability distribution

In statistics and information theory, a maximum entropy probability distribution has entropy that is at least as great as that of all other members of a specified class of probability distributions.

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Maximum entropy thermodynamics

In physics, maximum entropy thermodynamics (colloquially, MaxEnt thermodynamics) views equilibrium thermodynamics and statistical mechanics as inference processes.

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Maximum likelihood estimation

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model, given observations.

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Maximum satisfiability problem

In computational complexity theory, the maximum satisfiability problem (MAX-SAT) is the problem of determining the maximum number of clauses, of a given Boolean formula in conjunctive normal form, that can be made true by an assignment of truth values to the variables of the formula.

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Maxwell's theorem

In probability theory, Maxwell's theorem, named in honor of James Clerk Maxwell, states that if the probability distribution of a vector-valued random variable X.

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Maxwell–Boltzmann distribution

In physics (in particular in statistical mechanics), the Maxwell–Boltzmann distribution is a particular probability distribution named after James Clerk Maxwell and Ludwig Boltzmann.

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Mean

In mathematics, mean has several different definitions depending on the context.

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Mean absolute difference

The mean absolute difference (univariate) is a measure of statistical dispersion equal to the average absolute difference of two independent values drawn from a probability distribution.

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Mean dependence

In probability theory, a random variable Y is said to be mean independent of random variable X if and only if its conditional mean E(Y | X.

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Mean free path

In physics, the mean free path is the average distance traveled by a moving particle (such as an atom, a molecule, a photon) between successive impacts (collisions), which modify its direction or energy or other particle properties.

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Mean integrated squared error

In statistics, the mean integrated squared error (MISE) is used in density estimation.

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Mean square quantization error

Mean square quantization error (MSQE) is a figure of merit for the process of analog to digital conversion.

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Mean squared error

In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is, the average squared difference between the estimated values and what is estimated.

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Mean time between failures

Mean time between failures (MTBF) is the predicted elapsed time between inherent failures of a mechanical or electronic system, during normal system operation.

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Mean value analysis

In queueing theory, a discipline within the mathematical theory of probability, mean value analysis (MVA) is a recursive technique for computing expected queue lengths, waiting time at queueing nodes and throughput in equilibrium for a closed separable system of queues.

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Mean-preserving spread

In probability and statistics, a mean-preserving spread (MPS) is a change from one probability distribution A to another probability distribution B, where B is formed by spreading out one or more portions of A's probability density function or probability mass function while leaving the mean (the expected value) unchanged.

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Measurement in quantum mechanics

The framework of quantum mechanics requires a careful definition of measurement.

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Measurement uncertainty

In metrology, measurement uncertainty is a non-negative parameter characterizing the dispersion of the values attributed to a measured quantity.

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Membership function (mathematics)

The membership function of a fuzzy set is a generalization of the indicator function in classical sets.

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Menstrual synchrony

Menstrual synchrony, also called the McClintock effect is an alleged process whereby women who begin living together in close proximity experience their menstrual cycle onsets (the onset of menstruation or menses) becoming more synchronized together in time than when previously living apart.

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Method of moments (statistics)

In statistics, the method of moments is a method of estimation of population parameters.

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Metropolis-adjusted Langevin algorithm

In computational statistics, the Metropolis-adjusted Langevin algorithm (MALA) is a Markov chain Monte Carlo (MCMC) method for obtaining random samples – sequences of random observations – from a probability distribution for which direct sampling is difficult.

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Metropolis–Hastings algorithm

In statistics and in statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of random samples from a probability distribution for which direct sampling is difficult.

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Milstein method

In mathematics, the Milstein method is a technique for the approximate numerical solution of a stochastic differential equation.

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Minimax

Minimax (sometimes MinMax or MM) is a decision rule used in decision theory, game theory, statistics and philosophy for minimizing the possible loss for a worst case (maximum loss) scenario.

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Minimax estimator

In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) \theta \in \Theta from observations x \in \mathcal, an estimator (estimation rule) \delta^M \,\! is called minimax if its maximal risk is minimal among all estimators of \theta \,\!.

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Minimum chi-square estimation

In statistics, minimum chi-square estimation is a method of estimation of unobserved quantities based on observed data.

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Minimum mean square error

In statistics and signal processing, a minimum mean square error (MMSE) estimator is an estimation method which minimizes the mean square error (MSE), which is a common measure of estimator quality, of the fitted values of a dependent variable.

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Misunderstandings of p-values

Misunderstandings of ''p''-values are common in scientific research and scientific education.

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Mixture model

In statistics, a mixture model is a probabilistic model for representing the presence of subpopulations within an overall population, without requiring that an observed data set should identify the sub-population to which an individual observation belongs.

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Model specification

In regression analysis, model specification is the process of developing a regression model.

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Modern portfolio theory

Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk.

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Modified lognormal power-law distribution

The Modified Lognormal Power-Law (MLP) function is a three parameter function that can be used to model data that have characteristics of a log-normal distribution and a power law behavior.

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Moment (mathematics)

In mathematics, a moment is a specific quantitative measure, used in both mechanics and statistics, of the shape of a set of points.

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Moment measure

In probability and statistics, a moment measure is a mathematical quantity, function or, more precisely, measure that is defined in relation to mathematical objects known as point processes, which are types of stochastic processes often used as mathematical models of physical phenomena representable as randomly positioned points in time, space or both.

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Moment-generating function

In probability theory and statistics, the moment-generating function of a real-valued random variable is an alternative specification of its probability distribution.

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Momentum-transfer cross section

In physics, and especially scattering theory, the momentum-transfer cross section (sometimes known as the momentum-transport cross section) is an effective scattering cross section useful for describing the average momentum transferred from a particle when it collides with a target.

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Monte Carlo method

Monte Carlo methods (or Monte Carlo experiments) are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results.

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Monte Carlo methods for option pricing

In mathematical finance, a Monte Carlo option model uses Monte Carlo methods Although the term 'Monte Carlo method' was coined by Stanislaw Ulam in the 1940s, some trace such methods to the 18th century French naturalist Buffon, and a question he asked about the results of dropping a needle randomly on a striped floor or table.

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Monte Carlo methods in finance

Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining the distribution of their value over the range of resultant outcomes.

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Moran process

A Moran process or Moran model is a simple stochastic process used in biology to describe finite populations.

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Morton's theorem

Morton's theorem is a poker principle articulated by Andy Morton in a Usenet poker newsgroup.

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Mu (letter)

Mu (uppercase Μ, lowercase μ; Ancient Greek μῦ, μι or μυ—both) or my is the 12th letter of the Greek alphabet.

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Multi-objective optimization

Multi-objective optimization (also known as multi-objective programming, vector optimization, multicriteria optimization, multiattribute optimization or Pareto optimization) is an area of multiple criteria decision making, that is concerned with mathematical optimization problems involving more than one objective function to be optimized simultaneously.

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Multidimensional Chebyshev's inequality

In probability theory, the multidimensional Chebyshev's inequality is a generalization of Chebyshev's inequality, which puts a bound on the probability of the event that a random variable differs from its expected value by more than a specified amount.

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Multilevel Monte Carlo method

Multilevel Monte Carlo (MLMC) methods in numerical analysis are algorithms for computing expectations that arise in stochastic simulations.

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Multinomial distribution

In probability theory, the multinomial distribution is a generalization of the binomial distribution.

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Multiple comparisons problem

In statistics, the multiple comparisons, multiplicity or multiple testing problem occurs when one considers a set of statistical inferences simultaneously or infers a subset of parameters selected based on the observed values.

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Multiple correlation

In statistics, the coefficient of multiple correlation is a measure of how well a given variable can be predicted using a linear function of a set of other variables.

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Multivariate kernel density estimation

Kernel density estimation is a nonparametric technique for density estimation i.e., estimation of probability density functions, which is one of the fundamental questions in statistics.

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Multivariate random variable

In probability, and statistics, a multivariate random variable or random vector is a list of mathematical variables each of whose value is unknown, either because the value has not yet occurred or because there is imperfect knowledge of its value.

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Mutual information

In probability theory and information theory, the mutual information (MI) of two random variables is a measure of the mutual dependence between the two variables.

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Natural evolution strategy

Natural evolution strategies (NES) are a family of numerical optimization algorithms for black-box problems.

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Negative freeroll

Negative freeroll is a term used in poker.

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Negative probability

The probability of the outcome of an experiment is never negative, but quasiprobability distributions can be defined that allow a negative probability, or quasiprobability for some events.

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Network performance

Network performance refers to measures of service quality of a network as seen by the customer.

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Newsvendor model

The newsvendor (or newsboy or single-periodWilliam J. Stevenson, Operations Management. 10th edition, 2009; page 581 or perishable) model is a mathematical model in operations management and applied economics used to determine optimal inventory levels.

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Nicola Acocella

Nicola Acocella (born 3 July 1939) is an Italian economist and academic, Emeritus Professor of Economic Policy since 2014.

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NL (complexity)

In computational complexity theory, NL (Nondeterministic Logarithmic-space) is the complexity class containing decision problems which can be solved by a nondeterministic Turing machine using a logarithmic amount of memory space.

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Node influence metric

In graph theory and network analysis, node influence metrics are measures that rank or quantify the influence of every node (also called vertex) within a graph.

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Non-critical string theory

The non-critical string theory describes the relativistic string without enforcing the critical dimension.

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Nonlinear expectation

In probability theory, a nonlinear expectation is a nonlinear generalization of the expectation.

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Nonparametric skew

In statistics and probability theory, the nonparametric skew is a statistic occasionally used with random variables that take real values.

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Normal distribution

In probability theory, the normal (or Gaussian or Gauss or Laplace–Gauss) distribution is a very common continuous probability distribution.

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Normal order

In quantum field theory a product of quantum fields, or equivalently their creation and annihilation operators, is usually said to be normal ordered (also called Wick order) when all creation operators are to the left of all annihilation operators in the product.

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Normalizing constant

The concept of a normalizing constant arises in probability theory and a variety of other areas of mathematics.

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Normally distributed and uncorrelated does not imply independent

In probability theory, two random variables being linearly uncorrelated does not imply their independence (however, for some measures of non-linear correlation such as the distance correlation, uncorrelated implies independent).

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Notation in probability and statistics

Probability theory and statistics have some commonly used conventions, in addition to standard mathematical notation and mathematical symbols.

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Observed information

In statistics, the observed information, or observed Fisher information, is the negative of the second derivative (the Hessian matrix) of the "log-likelihood" (the logarithm of the likelihood function).

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Ocean fertilization

Ocean fertilization or ocean nourishment is a type of climate engineering based on the purposeful introduction of nutrients to the upper ocean to increase marine food production and to remove carbon dioxide from the atmosphere.

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Odds

Odds are a numerical expression, usually expressed as a pair of numbers, used in both gambling and statistics.

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Omitted-variable bias

In statistics, omitted-variable bias (OVB) occurs when a statistical model incorrectly leaves out one or more relevant variables.

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One-way analysis of variance

In statistics, one-way analysis of variance (abbreviated one-way ANOVA) is a technique that can be used to compare means of two or more samples (using the F distribution).

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Operations management

Operations management is an area of management concerned with designing and controlling the process of production and redesigning business operations in the production of goods or services.

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Operator (mathematics)

In mathematics, an operator is generally a mapping that acts on the elements of a space to produce other elements of the same space.

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Operator (physics)

In physics, an operator is a function over a space of physical states to another space of physical states.

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Optical equivalence theorem

The optical equivalence theorem in quantum optics asserts an equivalence between the expectation value of an operator in Hilbert space and the expectation value of its associated function in the phase space formulation with respect to a quasiprobability distribution.

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Optimal binary search tree

In computer science, an optimal binary search tree (Optimal BST), sometimes called a weight-balanced binary tree, is a binary search tree which provides the smallest possible search time (or expected search time) for a given sequence of accesses (or access probabilities).

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Optimal decision

An optimal decision is a decision that leads to at least as good a known or expected outcome as all other available decision options.

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Optimal design

In the design of experiments, optimal designs (or optimum designs) are a class of experimental designs that are optimal with respect to some statistical criterion.

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Option (finance)

In finance, an option is a contract which gives the buyer (the owner or holder of the option) the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price on a specified date, depending on the form of the option.

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Option-adjusted spread

Option-adjusted spread (OAS) is the yield spread which has to be added to a benchmark yield curve to discount a security's payments to match its market price, using a dynamic pricing model that accounts for embedded options.

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Optional stopping theorem

In probability theory, the optional stopping theorem (or Doob's optional sampling theorem) says that, under certain conditions, the expected value of a martingale at a stopping time is equal to its initial expected value.

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Ornstein–Uhlenbeck operator

In mathematics, the Ornstein–Uhlenbeck operator is a generalization of the Laplace operator to an infinite-dimensional setting.

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Orthogonality

In mathematics, orthogonality is the generalization of the notion of perpendicularity to the linear algebra of bilinear forms.

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Outline of discrete mathematics

Discrete mathematics is the study of mathematical structures that are fundamentally discrete rather than continuous.

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Outline of probability

Probability is a measure of the likeliness that an event will occur.

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PageRank

PageRank (PR) is an algorithm used by Google Search to rank websites in their search engine results.

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Paired difference test

In statistics, a paired difference test is a type of location test that is used when comparing two sets of measurements to assess whether their population means differ.

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Pairwise error probability

Pairwise error probability is the error probability that for a transmitted signal (X) its corresponding but distorted version (\widehat) will be received.

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Paley–Zygmund inequality

In mathematics, the Paley–Zygmund inequality bounds the probability that a positive random variable is small, in terms of its mean and variance (i.e., its first two moments).

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Palm calculus

In the study of stochastic processes, Palm calculus, named after Swedish teletrafficist Conny Palm, is the study of the relationship between probabilities conditioned on a specified event and time-average probabilities.

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Pareto distribution

No description.

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Parlay (gambling)

A parlay, accumulator, or combo bet is a single bet that links together two or more individual wagers and is dependent on all of those wagers winning together.

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Particle in a box

In quantum mechanics, the particle in a box model (also known as the infinite potential well or the infinite square well) describes a particle free to move in a small space surrounded by impenetrable barriers.

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Partition function (mathematics)

The partition function or configuration integral, as used in probability theory, information theory and dynamical systems, is a generalization of the definition of a partition function in statistical mechanics.

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Partition function (statistical mechanics)

In physics, a partition function describes the statistical properties of a system in thermodynamic equilibrium.

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Patience sorting

In computer science, patience sorting is a sorting algorithm inspired by, and named after, the card game patience.

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Pattern recognition

Pattern recognition is a branch of machine learning that focuses on the recognition of patterns and regularities in data, although it is in some cases considered to be nearly synonymous with machine learning.

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Paul Magriel

Paul David Magriel Jr. (pronounced Ma-grill) (July 1, 1946 – March 5, 2018) was an American professional backgammon player, poker player, and author based in Las Vegas, Nevada.

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Pearson correlation coefficient

In statistics, the Pearson correlation coefficient (PCC, pronounced), also referred to as Pearson's r, the Pearson product-moment correlation coefficient (PPMCC) or the bivariate correlation, is a measure of the linear correlation between two variables X and Y. It has a value between +1 and −1, where 1 is total positive linear correlation, 0 is no linear correlation, and −1 is total negative linear correlation.

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PERT distribution

In probability and statistics, the PERT distribution is a family of continuous probability distributions defined by the minimum (a), most likely (b) and maximum (c) values that a variable can take.

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Perturbation theory (quantum mechanics)

In quantum mechanics, perturbation theory is a set of approximation schemes directly related to mathematical perturbation for describing a complicated quantum system in terms of a simpler one.

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Pickands–Balkema–de Haan theorem

The Pickands–Balkema–de Haan theorem is often called the second theorem in extreme value theory.

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Picking sequence

A picking sequence is a protocol for fair item assignment.

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Pill puzzle

The pill jar puzzle is a probability puzzle, which asks the expected value of the number of half-pills remaining when the last whole pill is popped from a jar initially containing whole pills and the way to proceed is by removing a pill from the bottle at random.

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Planarity

Planarity is a puzzle computer game by John Tantalo, based on a concept by Mary Radcliffe at Western Michigan University.

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Planck constant

The Planck constant (denoted, also called Planck's constant) is a physical constant that is the quantum of action, central in quantum mechanics.

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Point process notation

In probability and statistics, point process notation comprises the range of mathematical notation used to symbolically represent random objects known as point processes, which are used in related fields such as stochastic geometry, spatial statistics and continuum percolation theory and frequently serve as mathematical models of random phenomena, representable as points, in time, space or both.

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Poisson distribution

In probability theory and statistics, the Poisson distribution (in English often rendered), named after French mathematician Siméon Denis Poisson, is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time or space if these events occur with a known constant rate and independently of the time since the last event.

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Poisson point process

In probability, statistics and related fields, a Poisson point process or Poisson process (also called a Poisson random measure, Poisson random point field or Poisson point field) is a type of random mathematical object that consists of points randomly located on a mathematical space.

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Poisson regression

In statistics, Poisson regression is a generalized linear model form of regression analysis used to model count data and contingency tables.

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Poker

Poker is a family of card games that combines gambling, strategy, and skill.

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Poker strategy

Poker is a popular card game that combines elements of chance and strategy.

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Polynomial least squares

In mathematical statistics, polynomial least squares comprises a broad range of statistical methods for estimating an underlying polynomial that describes observations.

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Population dynamics of fisheries

A fishery is an area with an associated fish or aquatic population which is harvested for its commercial or recreational value.

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Position operator

In quantum mechanics, the position operator is the operator that corresponds to the position observable of a particle.

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Pot odds

In poker, pot odds are the ratio of the current size of the pot to the cost of a contemplated call.

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Potential future exposure

Potential Future Exposure (PFE) is the maximum expected credit exposure over a specified period of time calculated at some level of confidence (i.e. at a given quantile).

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Precautionary savings

Precautionary saving is saving (non-expenditure of a portion of income) that occurs in response to uncertainty regarding future income.

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Prediction interval

In statistical inference, specifically predictive inference, a prediction interval is an estimate of an interval in which a future observation will fall, with a certain probability, given what has already been observed.

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Principle of maximum entropy

The principle of maximum entropy states that the probability distribution which best represents the current state of knowledge is the one with largest entropy, in the context of precisely stated prior data (such as a proposition that expresses testable information).

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Prior probability

In Bayesian statistical inference, a prior probability distribution, often simply called the prior, of an uncertain quantity is the probability distribution that would express one's beliefs about this quantity before some evidence is taken into account.

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Private Securities Litigation Reform Act

The Private Securities Litigation Reform Act of 1995, Pub.

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Probabilistic method

The probabilistic method is a nonconstructive method, primarily used in combinatorics and pioneered by Paul Erdős, for proving the existence of a prescribed kind of mathematical object.

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Probabilistic metric space

A probabilistic metric space is a generalization of metric spaces where the distance has no longer values in non-negative real numbers, but in distribution functions.

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Probability bounds analysis

Probability bounds analysis (PBA) is a collection of methods of uncertainty propagation for making qualitative and quantitative calculations in the face of uncertainties of various kinds.

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Probability density function

In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function, whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample.

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Probability distribution

In probability theory and statistics, a probability distribution is a mathematical function that provides the probabilities of occurrence of different possible outcomes in an experiment.

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Probability distribution fitting

Probability distribution fitting or simply distribution fitting is the fitting of a probability distribution to a series of data concerning the repeated measurement of a variable phenomenon.

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Probability measure

In mathematics, a probability measure is a real-valued function defined on a set of events in a probability space that satisfies measure properties such as countable additivity.

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Probability of success

The probability of success (POS) is a statistics concept commonly used in the pharmaceutical industry including by health authorities to support decision making.

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Probability theory

Probability theory is the branch of mathematics concerned with probability.

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Probability-generating function

In probability theory, the probability generating function of a discrete random variable is a power series representation (the generating function) of the probability mass function of the random variable.

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Problem of points

The problem of points, also called the problem of division of the stakes, is a classical problem in probability theory.

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Psychometric Entrance Test

The Psychometric Entrance Test (PET, colloquially known in Hebrew as "the Psychometric"—ha-Psikhometri, הפסיכומטרי) is a standardized test in Israel, generally taken as a higher education entrance exam.

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Q-learning

Q-learning is a reinforcement learning technique used in machine learning.

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Quadratic form (statistics)

In multivariate statistics, if \varepsilon is a vector of n random variables, and \Lambda is an n-dimensional symmetric matrix, then the scalar quantity \varepsilon^T\Lambda\varepsilon is known as a quadratic form in \varepsilon.

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Quantile function

In probability and statistics, the quantile function specifies, for a given probability in the probability distribution of a random variable, the value at which the probability of the random variable is less than or equal to the given probability.

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Quantities of information

The mathematical theory of information is based on probability theory and statistics, and measures information with several quantities of information.

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Quantum correlation

In Bell test experiments, the term quantum correlation has come to mean the expectation value of the product of the outcomes on the two sides.

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Quantum field theory

In theoretical physics, quantum field theory (QFT) is the theoretical framework for constructing quantum mechanical models of subatomic particles in particle physics and quasiparticles in condensed matter physics.

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Quantum limit

A quantum limit in physics is a limit on measurement accuracy at quantum scales.

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Quantum mechanics of time travel

Until recently, most studies on time travel are based upon classical general relativity.

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Quantum nonlocality

In theoretical physics, quantum nonlocality most commonly refers to the phenomenon by which measurements made at a microscopic level contradict a collection of notions known as local realism that are regarded as intuitively true in classical mechanics.

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Quantum statistical mechanics

Quantum statistical mechanics is statistical mechanics applied to quantum mechanical systems.

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Quantum-optical spectroscopy

Quantum-optical spectroscopyKira, M.; Koch, S. (2006).

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Quasiprobability distribution

A quasiprobability distribution is a mathematical object similar to a probability distribution but which relaxes some of Kolmogorov's axioms of probability theory.

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Quasispecies model

The quasispecies model is a description of the process of the Darwinian evolution of certain self-replicating entities within the framework of physical chemistry.

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Random binary tree

In computer science and probability theory, a random binary tree is a binary tree selected at random from some probability distribution on binary trees.

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Random permutation

A random permutation is a random ordering of a set of objects, that is, a permutation-valued random variable.

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Random variable

In probability and statistics, a random variable, random quantity, aleatory variable, or stochastic variable is a variable whose possible values are outcomes of a random phenomenon.

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Random walk

A random walk is a mathematical object, known as a stochastic or random process, that describes a path that consists of a succession of random steps on some mathematical space such as the integers.

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Randomization function

In computer science, a randomization function or randomizing function is an algorithm or procedure that implements a randomly chosen function between two specific sets, suitable for use in a randomized algorithm.

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Randomized algorithms as zero-sum games

Randomized algorithms are algorithms that employ a degree of randomness as part of their logic.

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Rankit

In statistics, rankits of a set of data are the expected values of the order statistics of a sample from the standard normal distribution the same size as the data.

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Rao–Blackwell theorem

In statistics, the Rao–Blackwell theorem, sometimes referred to as the Rao–Blackwell–Kolmogorov theorem, is a result which characterizes the transformation of an arbitrarily crude estimator into an estimator that is optimal by the mean-squared-error criterion or any of a variety of similar criteria.

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Rational agent

In economics, game theory, decision theory, and artificial intelligence, a rational agent is an agent that has clear preferences, models uncertainty via expected values of variables or functions of variables, and always chooses to perform the action with the optimal expected outcome for itself from among all feasible actions.

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Rational pricing

Rational pricing is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage-free price of the asset as any deviation from this price will be "arbitraged away".

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Redundancy (information theory)

In Information theory, redundancy measures the fractional difference between the entropy of an ensemble, and its maximum possible value \log(|\mathcal_X|).

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Reference range

In health-related fields, a reference range or reference interval is the range of values for a physiologic measurement in healthy persons (for example, the amount of creatinine in the blood, or the partial pressure of oxygen).

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Regression toward the mean

In statistics, regression toward (or to) the mean is the phenomenon that if a variable is extreme on its first measurement, it will tend to be closer to the average on its second measurement—and if it is extreme on its second measurement, it will tend to have been closer to the average on its first.

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Rencontres numbers

In combinatorial mathematics, the rencontres numbers are a triangular array of integers that enumerate permutations of the set with specified numbers of fixed points: in other words, partial derangements.

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Renewal theory

Renewal theory is the branch of probability theory that generalizes Poisson processes for arbitrary holding times.

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Rental harmony

Rental harmony is a kind of a fair division problem in which indivisible items and a fixed monetary cost have to be divided simultaneously.

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Resampled efficient frontier

In investment portfolio construction, an investor or analyst is faced with determining which asset classes, such as domestic fixed income, domestic equity, foreign fixed income, and foreign equity, to invest in and what proportion of the total portfolio should be of each asset class.

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Restricted Boltzmann machine

A restricted Boltzmann machine (RBM) is a generative stochastic artificial neural network that can learn a probability distribution over its set of inputs.

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Ricker model

The Ricker model, named after Bill Ricker, is a classic discrete population model which gives the expected number N t+1 (or density) of individuals in generation t + 1 as a function of the number of individuals in the previous generation, Here r is interpreted as an intrinsic growth rate and k as the carrying capacity of the environment.

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Riemann–Stieltjes integral

In mathematics, the Riemann–Stieltjes integral is a generalization of the Riemann integral, named after Bernhard Riemann and Thomas Joannes Stieltjes.

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Risk

Risk is the potential of gaining or losing something of value.

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Risk aversion

In economics and finance, risk aversion is the behavior of humans (especially consumers and investors), when exposed to uncertainty, in attempting to lower that uncertainty.

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Risk aversion (psychology)

Risk-aversion is a preference for a sure outcome over a gamble with higher or equal expected value.

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Risk neutral preferences

In economics and finance, risk neutral preferences are preferences that are neither risk averse nor risk seeking.

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Risk-free bond

A risk-free bond is a theoretical bond that repays interest and principal with absolute certainty.

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Risk-neutral measure

In mathematical finance, a risk-neutral measure (also called an equilibrium measure, or equivalent martingale measure) is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure.

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Risk-seeking

In economics and finance, a risk-seeker or risk-lover is a person who has a preference for risk.

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RNPV

In finance, rNPV ("risk-adjusted net present value") or eNPV ("expected NPV") is a method to value risky future cash flows.

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Robbins lemma

In statistics, the Robbins lemma, named after Herbert Robbins, states that if X is a random variable having a Poisson distribution with parameter λ, and f is any function for which the expected value E(f(X)) exists, then Robbins introduced this proposition while developing empirical Bayes methods.

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Robbins' problem

In probability theory, Robbins' problem of optimal stopping, named after Herbert Robbins, is sometimes referred to as the fourth secretary problem or the problem of minimizing the expected rank with full information.

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Robust measures of scale

In statistics, a robust measure of scale is a robust statistic that quantifies the statistical dispersion in a set of numerical data.

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Root mean square

In statistics and its applications, the root mean square (abbreviated RMS or rms) is defined as the square root of the mean square (the arithmetic mean of the squares of a set of numbers).

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Roulette

Roulette is a casino game named after the French word meaning little wheel.

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Rounding

Rounding a numerical value means replacing it by another value that is approximately equal but has a shorter, simpler, or more explicit representation; for example, replacing $ with $, or the fraction 312/937 with 1/3, or the expression with.

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Roy's safety-first criterion

Roy's safety-first criterion is a risk management technique that allows an investor to select one portfolio rather than another based on the criterion that the probability of the portfolio's return falling below a minimum desired threshold is minimized.

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Rule of succession

In probability theory, the rule of succession is a formula introduced in the 18th century by Pierre-Simon Laplace in the course of treating the sunrise problem.

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Runge–Kutta method (SDE)

In mathematics of stochastic systems, the Runge–Kutta method is a technique for the approximate numerical solution of a stochastic differential equation.

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Russian roulette

Russian Roulette (русская рулетка, russkaya ruletka) is a potentially lethal game of chance in which a player places a single round in a revolver, spins the cylinder, places the muzzle against his or her head, and pulls the trigger.

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Said Gafurov

Gafurov (Gafourov), Said Zakirovich (born 1967) is a Russian economist, sociologist, orientalist, politician, bureaucrat and opera critic.

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Scale invariance

In physics, mathematics, statistics, and economics, scale invariance is a feature of objects or laws that do not change if scales of length, energy, or other variables, are multiplied by a common factor, thus represent a universality.

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Schrödinger method

In combinatorial mathematics and probability theory, the Schrödinger method, named after the Austrian physicist Erwin Schrödinger, is used to solve some problems of distribution and occupancy.

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Schuette–Nesbitt formula

In mathematics, the Schuette–Nesbitt formula is a generalization of the inclusion–exclusion principle.

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Score (statistics)

In statistics, the score, score function, efficient score or informant indicates how sensitive a likelihood function \mathcal L(\theta; X) is to its parameter \theta.

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Scoring rule

In decision theory, a score function, or scoring rule, measures the accuracy of probabilistic predictions.

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Secretary problem

The secretary problem is a famous problem that demonstrates a scenario involving the optimal stopping theory.

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Self-information

In information theory, self-information or surprisal is the surprise when a random variable is sampled.

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Sequence analysis

In bioinformatics, sequence analysis is the process of subjecting a DNA, RNA or peptide sequence to any of a wide range of analytical methods to understand its features, function, structure, or evolution.

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Sexual dimorphism measures

Although the subject of sexual dimorphism is not in itself controversial, the measures by which it is assessed differ widely.

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Shapiro–Wilk test

The Shapiro–Wilk test is a test of normality in frequentist statistics.

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Shapley–Folkman lemma

The Shapley–Folkman lemma is a result in convex geometry with applications in mathematical economics that describes the Minkowski addition of sets in a vector space.

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Sharpe ratio

In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) is a way to examine the performance of an investment by adjusting for its risk.

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Signal-to-noise ratio

Signal-to-noise ratio (abbreviated SNR or S/N) is a measure used in science and engineering that compares the level of a desired signal to the level of background noise.

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Signalling (economics)

In contract theory, signalling (or signaling; see spelling differences) is the idea that one party (termed the agent) credibly conveys some information about itself to another party (the principal).

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Silverpit crater

Silverpit crater is a buried sub-sea structure under the North Sea off the coast of the island of Great Britain.

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Single-parameter utility

In mechanism design, an agent is said to have single-parameter utility if his valuation of the possible outcomes can be represented by a single number.

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Skellam distribution

The Skellam distribution is the discrete probability distribution of the difference N_1-N_2 of two statistically independent random variables N_1 and N_2, each Poisson-distributed with respective expected values \mu_1 and \mu_2 It is useful in describing the statistics of the difference of two images with simple photon noise, as well as describing the point spread distribution in sports where all scored points are equal, such as baseball, hockey and soccer.

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Skewness

In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a real-valued random variable about its mean.

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Skorokhod integral

In mathematics, the Skorokhod integral, often denoted δ, is an operator of great importance in the theory of stochastic processes.

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Skorokhod's embedding theorem

In mathematics and probability theory, Skorokhod's embedding theorem is either or both of two theorems that allow one to regard any suitable collection of random variables as a Wiener process (Brownian motion) evaluated at a collection of stopping times.

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Smith–Waterman algorithm

The Smith–Waterman algorithm performs local sequence alignment; that is, for determining similar regions between two strings of nucleic acid sequences or protein sequences.

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Solomonoff's theory of inductive inference

Ray Solomonoff's theory of universal inductive inference is a theory of prediction based on logical observations, such as predicting the next symbol based upon a given series of symbols.

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Solved game

A solved game is a game whose outcome (win, lose or draw) can be correctly predicted from any position, assuming that both players play perfectly.

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Sorites paradox

The sorites paradox (sometimes known as the paradox of the heap) is a paradox that arises from vague predicates.

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Sourav Pal

Sourav Pal is one of the pioneers in the area of quantum chemistry.

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Spectral density

The power spectrum S_(f) of a time series x(t) describes the distribution of power into frequency components composing that signal.

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Spectral risk measure

A Spectral risk measure is a risk measure given as a weighted average of outcomes where bad outcomes are, typically, included with larger weights.

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Spoof (game)

Spoof is a strategy game, typically played as a gambling game, often in bars and pubs where the loser buys the other participants a round of drinks.

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Squared deviations from the mean

Squared deviations from the mean (SDM) are involved in various calculations.

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St. Petersburg paradox

The St.

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Stack-sortable permutation

In mathematics and computer science, a stack-sortable permutation (also called a tree permutation) is a permutation whose elements may be sorted by an algorithm whose internal storage is limited to a single stack data structure.

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Stag hunt

In game theory, the stag hunt is a game that describes a conflict between safety and social cooperation.

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Standard deviation

In statistics, the standard deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values.

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Standard normal deviate

A standard normal deviate (or standard normal variable) is a normally distributed random variable with expected value 0 and variance 1.

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Standard score

In statistics, the standard score is the signed number of standard deviations by which the value of an observation or data point differs from the mean value of what is being observed or measured.

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Standardized moment

In probability theory and statistics, the standardized moment of a probability distribution is a moment (normally a higher degree central moment) that is normalized.

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Stationary process

In mathematics and statistics, a stationary process (a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional joint probability distribution does not change when shifted in time.

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Statistical manifold

In mathematics, a statistical manifold is a Riemannian manifold, each of whose points is a probability distribution.

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Statistics

Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data.

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Stein's lemma

Stein's lemma, named in honor of Charles Stein, is a theorem of probability theory that is of interest primarily because of its applications to statistical inference — in particular, to James–Stein estimation and empirical Bayes methods — and its applications to portfolio choice theory.

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Sten Wahlund

Sten Gösta William Wahlund (1901 — 1976) was a Swedish human geneticist and politician.

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Stimulus–response model

The stimulus–response model is a characterization of a statistical unit (such as a neuron) as a black box model, predicting a quantitative response to a quantitative stimulus, for example one administered by a researcher.

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Stirling numbers of the second kind

In mathematics, particularly in combinatorics, a Stirling number of the second kind (or Stirling partition number) is the number of ways to partition a set of n objects into k non-empty subsets and is denoted by S(n,k) or \textstyle \lbrace\rbrace.

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Stochastic control

Stochastic control or stochastic optimal control is a subfield of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system.

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Stochastic differential equation

A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process.

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Stochastic geometry models of wireless networks

In mathematics and telecommunications, stochastic geometry models of wireless networks refer to mathematical models based on stochastic geometry that are designed to represent aspects of wireless networks.

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Stochastic processes and boundary value problems

In mathematics, some boundary value problems can be solved using the methods of stochastic analysis.

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Stochastic volatility

In statistics, stochastic volatility models are those in which the variance of a stochastic process is itself randomly distributed.

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Stock

The stock (also capital stock) of a corporation is constituted of the equity stock of its owners.

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Student's t-distribution

In probability and statistics, Student's t-distribution (or simply the t-distribution) is any member of a family of continuous probability distributions that arises when estimating the mean of a normally distributed population in situations where the sample size is small and population standard deviation is unknown.

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Student's t-test

The t-test is any statistical hypothesis test in which the test statistic follows a Student's ''t''-distribution under the null hypothesis.

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Studentized range

In statistics, the studentized range is the difference between the largest and smallest data in a sample measured in units of sample standard deviations, so long as the standard deviation used is independent of the data.

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Studentized residual

In statistics, a studentized residual is the quotient resulting from the division of a residual by an estimate of its standard deviation.

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Subjective expected utility

In decision theory, subjective expected utility is the attractiveness of an economic opportunity as perceived by a decision-maker in the presence of risk.

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Suit combination

In the card game contract bridge, a suit combination is a specific set of cards of a particular suit visible in declarer's and dummy's hands at the onset of the play of the cards.

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Superselection

In quantum mechanics, superselection extends the concept of selection rules.

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Survival analysis

Survival analysis is a branch of statistics for analyzing the expected duration of time until one or more events happen, such as death in biological organisms and failure in mechanical systems.

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Swaption

A swaption is an option granting its owner the right but not the obligation to enter into an underlying swap.

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Taguchi methods

Taguchi methods (タグチメソッド) are statistical methods, or sometimes called robust design methods, developed by Genichi Taguchi to improve the quality of manufactured goods, and more recently also applied to engineering, biotechnology, marketing and advertising.

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Tail value at risk

Tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated with the more general value at risk.

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Tajima's D

Tajima's D is a population genetic test statistic created by and named after the Japanese researcher Fumio Tajima.

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Taleb distribution

In economics and finance, a Taleb distribution is the statistical profile of an investment which normally provides a payoff of small positive returns, while carrying a small but significant risk of catastrophic losses.

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Taylor series

In mathematics, a Taylor series is a representation of a function as an infinite sum of terms that are calculated from the values of the function's derivatives at a single point.

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Texas hold 'em starting hands

In the poker game of Texas hold 'em, a starting hand consists of two hole cards, which belong solely to the player and remain hidden from the other players.

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Thermal quantum field theory

In theoretical physics, thermal quantum field theory (thermal field theory for short) or finite temperature field theory is a set of methods to calculate expectation values of physical observables of a quantum field theory at finite temperature.

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Three-point estimation

The three-point estimation technique is used in management and information systems applications for the construction of an approximate probability distribution representing the outcome of future events, based on very limited information.

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Tightness of measures

In mathematics, tightness is a concept in measure theory.

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Tikhonov regularization

Tikhonov regularization, named for Andrey Tikhonov, is the most commonly used method of regularization of ill-posed problems.

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Total absolute curvature

In differential geometry, the total absolute curvature of a smooth curve is a number defined by integrating the absolute value of the curvature around the curve.

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Translation operator (quantum mechanics)

In quantum mechanics, a translation operator is defined as an operator which shifts particles and fields by a certain amount in a certain direction.

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Trimmed estimator

In statistics, a trimmed estimator is an estimator derived from another estimator by excluding some of the extreme values, a process called truncation.

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Trusted computing base

The trusted computing base (TCB) of a computer system is the set of all hardware, firmware, and/or software components that are critical to its security, in the sense that bugs or vulnerabilities occurring inside the TCB might jeopardize the security properties of the entire system.

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Tukey's test of additivity

In statistics, Tukey's test of additivity, named for John Tukey, is an approach used in two-way ANOVA (regression analysis involving two qualitative factors) to assess whether the factor variables are additively related to the expected value of the response variable.

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Two envelopes problem

The two envelopes problem, also known as the exchange paradox, is a brain teaser, puzzle, or paradox in logic, probability, and recreational mathematics.

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Two-moment decision model

In decision theory, economics, and finance, a two-moment decision model is a model that describes or prescribes the process of making decisions in a context in which the decision-maker is faced with random variables whose realizations cannot be known in advance, and in which choices are made based on knowledge of two moments of those random variables.

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Two-point conversion

In American and Canadian football, a two-point conversion or two-point convert is a play a team attempts instead of kicking a one-point conversion immediately after it scores a touchdown.

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Unbiased estimation of standard deviation

In statistics and in particular statistical theory, unbiased estimation of a standard deviation is the calculation from a statistical sample of an estimated value of the standard deviation (a measure of statistical dispersion) of a population of values, in such a way that the expected value of the calculation equals the true value.

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Unbiased rendering

In computer graphics, unbiased rendering refers to a rendering technique that does not introduce any systematic error, or bias, into the radiance approximation.

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Uncertainty principle

In quantum mechanics, the uncertainty principle (also known as Heisenberg's uncertainty principle) is any of a variety of mathematical inequalities asserting a fundamental limit to the precision with which certain pairs of physical properties of a particle, known as complementary variables, such as position x and momentum p, can be known.

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Unified neutral theory of biodiversity

The unified neutral theory of biodiversity and biogeography (here "Unified Theory" or "UNTB") is a hypothesis and the title of a monograph by ecologist Stephen Hubbell.

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Uniform convergence in probability

Uniform convergence in probability is a form of convergence in probability in statistical asymptotic theory and probability theory.

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Uniform distribution (continuous)

In probability theory and statistics, the continuous uniform distribution or rectangular distribution is a family of symmetric probability distributions such that for each member of the family, all intervals of the same length on the distribution's support are equally probable.

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Universal code (data compression)

In data compression, a universal code for integers is a prefix code that maps the positive integers onto binary codewords, with the additional property that whatever the true probability distribution on integers, as long as the distribution is monotonic (i.e., p(i) ≥ p(i + 1) for all positive i), the expected lengths of the codewords are within a constant factor of the expected lengths that the optimal code for that probability distribution would have assigned.

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Universal hashing

In mathematics and computing universal hashing (in a randomized algorithm or data structure) refers to selecting a hash function at random from a family of hash functions with a certain mathematical property (see definition below).

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Ursell function

In statistical mechanics, an Ursell function or connected correlation function, is a cumulant of a random variable.

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V-statistic

V-statistics are a class of statistics named for Richard von Mises who developed their asymptotic distribution theory in a fundamental paper in 1947.

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Value (poker)

In poker, the strength of a hand (how likely it is to be the best according to the rules of the game being played) is often called its value; however, in the context of poker strategy the term is more often used to describe a betting tactic, a bet for value.

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Variable-length code

In coding theory a variable-length code is a code which maps source symbols to a variable number of bits.

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Variance

In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its mean.

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Variational Bayesian methods

Variational Bayesian methods are a family of techniques for approximating intractable integrals arising in Bayesian inference and machine learning.

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Variational method (quantum mechanics)

In quantum mechanics, the variational method is one way of finding approximations to the lowest energy eigenstate or ground state, and some excited states.

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Variational Monte Carlo

In computational physics, variational Monte Carlo (VMC) is a quantum Monte Carlo method that applies the variational method to approximate the ground state of a quantum system.

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Vector autoregression

Vector autoregression (VAR) is a stochastic process model used to capture the linear interdependencies among multiple time series.

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Video poker

Video poker is a casino game based on five-card draw poker.

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Virtual valuation

In auction theory, particularly Bayesian-optimal mechanism design, a virtual valuation of an agent is a function that measures the surplus that can be extracted from that agent.

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Vitale's random Brunn–Minkowski inequality

In mathematics, Vitale's random Brunn–Minkowski inequality is a theorem due to Richard Vitale that generalizes the classical Brunn–Minkowski inequality for compact subsets of n-dimensional Euclidean space Rn to random compact sets.

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Von Neumann–Morgenstern utility theorem

In decision theory, the von Neumann-Morgenstern utility theorem shows that, under certain axioms of rational behavior, a decision-maker faced with risky (probabilistic) outcomes of different choices will behave as if he or she is maximizing the expected value of some function defined over the potential outcomes at some specified point in the future.

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Vuong's closeness test

In statistics, the Vuong closeness test is likelihood-ratio-based test for model selection using the Kullback-Leibler information criterion.

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Vysochanskij–Petunin inequality

In probability theory, the Vysochanskij–Petunin inequality gives a lower bound for the probability that a random variable with finite variance lies within a certain number of standard deviations of the variable's mean, or equivalently an upper bound for the probability that it lies further away.

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Wald's equation

In probability theory, Wald's equation, Wald's identity or Wald's lemma is an important identity that simplifies the calculation of the expected value of the sum of a random number of random quantities.

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Wasserstein metric

In mathematics, the Wasserstein or Kantorovich-Rubinstein metric or distance is a distance function defined between probability distributions on a given metric space M. Intuitively, if each distribution is viewed as a unit amount of "dirt" piled on M, the metric is the minimum "cost" of turning one pile into the other, which is assumed to be the amount of dirt that needs to be moved times the distance it has to be moved.

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Wassily Hoeffding

Wassily Hoeffding (June 12, 1914 – February 28, 1991) was a Finnish statistician and probabilist.

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Watertown (city), New York

Watertown is a city in the state of New York and the county seat of Jefferson County.

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Weibull distribution

No description.

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Weight function

A weight function is a mathematical device used when performing a sum, integral, or average to give some elements more "weight" or influence on the result than other elements in the same set.

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Welfare cost of business cycles

In macroeconomics, the cost of business cycles is the decrease in social welfare, if any, caused by business cycle fluctuations.

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Wick product

In probability theory, the Wick product is a particular way of defining an adjusted product of a set of random variables.

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Wiener deconvolution

In mathematics, Wiener deconvolution is an application of the Wiener filter to the noise problems inherent in deconvolution.

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Wiener process

In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener.

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Wiener–Khinchin theorem

In applied mathematics, the Wiener–Khinchin theorem, also known as the Wiener–Khintchine theorem and sometimes as the Wiener–Khinchin–Einstein theorem or the Khinchin–Kolmogorov theorem, states that the autocorrelation function of a wide-sense-stationary random process has a spectral decomposition given by the power spectrum of that process.

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Wigner quasiprobability distribution

The Wigner quasiprobability distribution (also called the Wigner function or the Wigner–Ville distribution after Eugene Wigner and Jean-André Ville) is a quasiprobability distribution.

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Wilcoxon signed-rank test

The Wilcoxon signed-rank test is a non-parametric statistical hypothesis test used to compare two related samples, matched samples, or repeated measurements on a single sample to assess whether their population mean ranks differ (i.e. it is a paired difference test).

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William Allen Whitworth

William Allen Whitworth (1 February 1840 – 12 March 1905) was an English mathematician and a priest in the Church of England.

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Winner's curse

The winner's curse is a phenomenon that may occur in common value auctions, wherein the winner will tend to overpay due to emotional reasons or incomplete information.

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Witch of Agnesi

In mathematics, the Witch of Agnesi is a cubic plane curve defined from two diametrically opposite points of a circle.

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Work stealing

In parallel computing, work stealing is a scheduling strategy for multithreaded computer programs.

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Yahtzee

Yahtzee is a dice game made by Milton Bradley (now owned by Hasbro), which was first marketed as Yatzie by the National Association Service of Toledo, Ohio, in the early 1940s.

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Yao's principle

In computational complexity theory, Yao's principle or Yao's minimax principle states that the expected cost of a randomized algorithm on the worst case input, is no better than a worst-case random probability distribution of the deterministic algorithm which performs best for that distribution.

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Youden's J statistic

Youden's J statistic (also called Youden's index) is a single statistic that captures the performance of a dichotomous diagnostic test.

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Z-factor

The Z-factor is a measure of statistical effect size.

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Z-test

A Z-test is any statistical test for which the distribution of the test statistic under the null hypothesis can be approximated by a normal distribution.

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Zero-point energy

Zero-point energy (ZPE) or ground state energy is the lowest possible energy that a quantum mechanical system may have.

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Zero-sum game

In game theory and economic theory, a zero-sum game is a mathematical representation of a situation in which each participant's gain or loss of utility is exactly balanced by the losses or gains of the utility of the other participants.

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Zero-truncated Poisson distribution

In probability theory, the zero-truncated Poisson (ZTP) distribution is a certain discrete probability distribution whose support is the set of positive integers.

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ZPP (complexity)

In complexity theory, ZPP (zero-error probabilistic polynomial time) is the complexity class of problems for which a probabilistic Turing machine exists with these properties.

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100-year flood

A one-hundred-year flood is a flood event that has a 1% probability of occurring in any given year.

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E value, E(X), Expect value, Expectation (mathematics), Expectation (statistics), Expectation Operator, Expectation Value, Expectation number, Expectation operator, Expectation value, Expected Monetary Value, Expected Value, Expected monetary value, Expected number, Expected payout, Expected values, Iterated expectation, Linearity of expectation, Mathematical expectancy, Mathematical expectation, Sklansky Buck, Unconditional expectation.

References

[1] https://en.wikipedia.org/wiki/Expected_value

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