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  2. 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]

  3. 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 ...

  4. Chebyshev's inequality - Wikipedia

    en.wikipedia.org/wiki/Chebyshev's_inequality

    To illustrate this let the sample size N = 100 and let k = 3. Chebyshev's inequality states that at most approximately 11.11% of the distribution will lie at least three standard deviations away from the mean. Kabán's version of the inequality for a finite sample states that at most approximately 12.05% of the sample lies outside these limits.

  5. Pearson correlation coefficient - Wikipedia

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

    Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.

  6. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    Conversely, if is a normal deviate with parameters and , then this distribution can be re-scaled and shifted via the formula = / to convert it to the standard normal distribution. This variate is also called the standardized form of X {\textstyle X} .

  7. Gaussian quadrature - Wikipedia

    en.wikipedia.org/wiki/Gaussian_quadrature

    For the integral of a Gaussian function, see Gaussian integral. [−1, 1] (–1) + (1) = –10 ⁄ composite. () = 73 – 82 – 3 + 3. In numerical analysis, an n -point Gaussian quadrature rule, named after Carl Friedrich Gauss, [1] is a quadrature rule constructed to yield an exact result for polynomials of degree 2n − 1 or less by a ...

  8. Quantitative genetics - Wikipedia

    en.wikipedia.org/wiki/Quantitative_genetics

    [Here, and following, the 2N refers to the previously defined sample size, not to any "islands adjusted" version.] After simplification, [ 37 ] i s l a n d s Δ f = ( 1 − m ) 2 2 N − m 2 ( 2 N − 1 ) {\displaystyle ^{\mathsf {islands}}\Delta f={\frac {\left(1-m\right)^{2}}{2N-m^{2}\left(2N-1\right)}}} Notice that when m = 0 this reduces to ...

  9. Pi - Wikipedia

    en.wikipedia.org/wiki/Pi

    The sample mean of | W 200 | is μ = 56/5, and so 2(200)μ −2 ≈ 3.19 is within 0.05 of π. Another way to calculate π using probability is to start with a random walk , generated by a sequence of (fair) coin tosses: independent random variables X k such that X k ∈ {−1,1} with equal probabilities.