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  2. Bootstrapping (statistics) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(statistics)

    Bootstrapping (statistics) Bootstrapping is a procedure for estimating the distribution of an estimator by resampling (often with replacement) one's data or a model estimated from the data. [1] Bootstrapping assigns measures of accuracy (bias, variance, confidence intervals, prediction error, etc.) to sample estimates. [2][3] This technique ...

  3. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    Pearson's correlation coefficient, when applied to a population, is commonly represented by the Greek letter ρ (rho) and may be referred to as the population correlation coefficient or the population Pearson correlation coefficient. Given a pair of random variables (for example, Height and Weight), the formula for ρ[10] is [11] where.

  4. Wilcoxon signed-rank test - Wikipedia

    en.wikipedia.org/wiki/Wilcoxon_signed-rank_test

    The Wilcoxon signed-rank test is a non-parametric rank test for statistical hypothesis testing used either to test the location of a population based on a sample of data, or to compare the locations of two populations using two matched samples. [1] The one-sample version serves a purpose similar to that of the one-sample Student's t -test. [2]

  5. Binomial distribution - Wikipedia

    en.wikipedia.org/wiki/Binomial_distribution

    The formula can be understood as ... The Bayes estimator is asymptotically efficient and as the sample size ... The addition of 0.5 is the continuity correction; the ...

  6. Kalman filter - Wikipedia

    en.wikipedia.org/wiki/Kalman_filter

    The unscented Kalman filter (UKF) [64] uses a deterministic sampling technique known as the unscented transformation (UT) to pick a minimal set of sample points (called sigma points) around the mean. The sigma points are then propagated through the nonlinear functions, from which a new mean and covariance estimate are then formed.

  7. Log-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Log-normal_distribution

    Since the sample mean and variance are independent, and the sum of normally distributed variables is also normal, we get that: ^ + ˙ (+, + ()) Based on the above, standard confidence intervals for + can be constructed (using a Pivotal quantity) as: ^ + + And since confidence intervals are preserved for monotonic transformations, we get that

  8. Maximum likelihood estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_likelihood_estimation

    Maximum likelihood estimation. In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model, the observed data is most probable.

  9. Oklahoma rodeo company blames tainted feed for killing as ...

    www.aol.com/news/oklahoma-rodeo-company-blames...

    A nearly century-old Oklahoma company that supplies stock for rodeos had as many as 70 horses die a week ago after receiving what an owner believes was tainted feed. Rhett Beutler, co-owner of ...