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centered random variable

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  • Random access machine — In computer science, random access machine (RAM) is an abstract machine in the general class of register machines. The RAM is very similar to the counter machine but with the added capability of indirect addressing of its registers. Like the… …   Wikipedia

  • Convergence of random variables — In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to …   Wikipedia

  • Gramian matrix — In linear algebra, the Gramian matrix (or Gram matrix or Gramian) of a set of vectors v 1,dots, v n in an inner product space is the symmetric matrix of inner products, whose entries are given by G {ij}=(v i|v j).An important application is to… …   Wikipedia

  • Karhunen-Loève theorem — In the theory of stochastic processes, the Karhunen Loève theorem (named after Kari Karhunen and Michel Loève) is a representation of a stochastic process as an infinite linear combination of orthogonal functions, analogous to a Fourier series… …   Wikipedia

  • Confidence interval — This article is about the confidence interval. For Confidence distribution, see Confidence Distribution. In statistics, a confidence interval (CI) is a particular kind of interval estimate of a population parameter and is used to indicate the… …   Wikipedia

  • Covariance matrix — A bivariate Gaussian probability density function centered at (0,0), with covariance matrix [ 1.00, .50 ; .50, 1.00 ] …   Wikipedia

  • Point process — In statistics and probability theory, a point process is a type of random process for which any one realisation consists of a set of isolated points either in time or geographical space, or in even more general spaces. For example, the occurrence …   Wikipedia

  • Mean difference — The mean difference is a measure of statistical dispersion equal to the average absolute difference of two independent values drawn from a probability distribution. A related statistic is the relative mean difference, which is the mean difference …   Wikipedia

  • Fourier transform — Fourier transforms Continuous Fourier transform Fourier series Discrete Fourier transform Discrete time Fourier transform Related transforms The Fourier transform is a mathematical operation that decomposes a function into its constituent… …   Wikipedia

  • Parameter — For other uses, see Parameter (disambiguation). Parameter from Ancient Greek παρά also “para” meaning “beside, subsidiary” and μέτρον also “metron” meaning “measure”, can be interpreted in mathematics, logic, linguistics, environmental science[1] …   Wikipedia

  • Multivariate normal distribution — MVN redirects here. For the airport with that IATA code, see Mount Vernon Airport. Probability density function Many samples from a multivariate (bivariate) Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the… …   Wikipedia

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