Philosophy of mathematicsThe philosophy of mathematics is the branch of philosophy that studies the assumptions, foundations, and implications of mathematics. It aims to understand the nature and methods of mathematics, and find out the place of mathematics in people's lives. The logical and structural nature of mathematics makes this branch of philosophy broad and unique. The philosophy of mathematics has two major themes: mathematical realism and mathematical anti-realism. The origin of mathematics is of arguments and disagreements.
Probability distributionIn probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if X is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of X would take the value 0.5 (1 in 2 or 1/2) for X = heads, and 0.
Half-normal distributionIn probability theory and statistics, the half-normal distribution is a special case of the folded normal distribution. Let follow an ordinary normal distribution, . Then, follows a half-normal distribution. Thus, the half-normal distribution is a fold at the mean of an ordinary normal distribution with mean zero. Using the parametrization of the normal distribution, the probability density function (PDF) of the half-normal is given by where .
CovarianceIn probability theory and statistics, covariance is a measure of the joint variability of two random variables. If the greater values of one variable mainly correspond with the greater values of the other variable, and the same holds for the lesser values (that is, the variables tend to show similar behavior), the covariance is positive. In the opposite case, when the greater values of one variable mainly correspond to the lesser values of the other, (that is, the variables tend to show opposite behavior), the covariance is negative.
Stable distributionIn probability theory, a distribution is said to be stable if a linear combination of two independent random variables with this distribution has the same distribution, up to location and scale parameters. A random variable is said to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after Paul Lévy, the first mathematician to have studied it. Of the four parameters defining the family, most attention has been focused on the stability parameter, (see panel).
F-distributionIn probability theory and statistics, the F-distribution or F-ratio, also known as Snedecor's F distribution or the Fisher–Snedecor distribution (after Ronald Fisher and George W. Snedecor), is a continuous probability distribution that arises frequently as the null distribution of a test statistic, most notably in the analysis of variance (ANOVA) and other F-tests. The F-distribution with d1 and d2 degrees of freedom is the distribution of where and are independent random variables with chi-square distributions with respective degrees of freedom and .
Complex normal distributionIn probability theory, the family of complex normal distributions, denoted or , characterizes complex random variables whose real and imaginary parts are jointly normal. The complex normal family has three parameters: location parameter μ, covariance matrix , and the relation matrix . The standard complex normal is the univariate distribution with , , and . An important subclass of complex normal family is called the circularly-symmetric (central) complex normal and corresponds to the case of zero relation matrix and zero mean: and .
Chi-squared distributionIn probability theory and statistics, the chi-squared distribution (also chi-square or -distribution) with degrees of freedom is the distribution of a sum of the squares of independent standard normal random variables. The chi-squared distribution is a special case of the gamma distribution and is one of the most widely used probability distributions in inferential statistics, notably in hypothesis testing and in construction of confidence intervals.
Truncated normal distributionIn probability and statistics, the truncated normal distribution is the probability distribution derived from that of a normally distributed random variable by bounding the random variable from either below or above (or both). The truncated normal distribution has wide applications in statistics and econometrics. Suppose has a normal distribution with mean and variance and lies within the interval . Then conditional on has a truncated normal distribution. Its probability density function, , for , is given by and by otherwise.
Independence (probability theory)Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes. Two events are independent, statistically independent, or stochastically independent if, informally speaking, the occurrence of one does not affect the probability of occurrence of the other or, equivalently, does not affect the odds. Similarly, two random variables are independent if the realization of one does not affect the probability distribution of the other.
Sample mean and covarianceThe sample mean (sample average) or empirical mean (empirical average), and the sample covariance or empirical covariance are statistics computed from a sample of data on one or more random variables. The sample mean is the average value (or mean value) of a sample of numbers taken from a larger population of numbers, where "population" indicates not number of people but the entirety of relevant data, whether collected or not. A sample of 40 companies' sales from the Fortune 500 might be used for convenience instead of looking at the population, all 500 companies' sales.
Symmetric matrixIn linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally, Because equal matrices have equal dimensions, only square matrices can be symmetric. The entries of a symmetric matrix are symmetric with respect to the main diagonal. So if denotes the entry in the th row and th column then for all indices and Every square diagonal matrix is symmetric, since all off-diagonal elements are zero. Similarly in characteristic different from 2, each diagonal element of a skew-symmetric matrix must be zero, since each is its own negative.
