true distribution
91Gibbs sampling — In statistics and in statistical physics, Gibbs sampling or a Gibbs sampler is an algorithm to generate a sequence of samples from the joint probability distribution of two or more random variables. The purpose of such a sequence is to… …
92Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… …
93Statistical inference — In statistics, statistical inference is the process of drawing conclusions from data that are subject to random variation, for example, observational errors or sampling variation.[1] More substantially, the terms statistical inference,… …
94Student's t-test — A t test is any statistical hypothesis test in which the test statistic follows a Student s t distribution if the null hypothesis is supported. It is most commonly applied when the test statistic would follow a normal distribution if the value of …
95Malmquist bias — For other uses of Malmquist, see Malmquist (disambiguation). The Malmquist bias refers to an effect in observational astronomy which leads to the preferential detection of intrinsically bright objects. It was first popularized in 1922 by Swedish… …
96Information theory — Not to be confused with Information science. Information theory is a branch of applied mathematics and electrical engineering involving the quantification of information. Information theory was developed by Claude E. Shannon to find fundamental… …
97Cross entropy — In information theory, the cross entropy between two probability distributions measures the average number of bits needed to identify an event from a set of possibilities, if a coding scheme is used based on a given probability distribution q,… …
98Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …
99Cumulative frequency analysis — is the applcation of estimation theory to exceedance probability (or equivalently to its complement). The complement, the non exceedance probability concerns the frequency of occurrence of values of a phenomenon staying below a reference value.… …
100Pearson's chi-squared test — (χ2) is the best known of several chi squared tests – statistical procedures whose results are evaluated by reference to the chi squared distribution. Its properties were first investigated by Karl Pearson in 1900.[1] In contexts where it is… …
