normally distributed random variable

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• Sum of normally distributed random variables — In probability theory, if X and Y are independent random variables that are normally distributed, then X + Y is also normally distributed; i.e. if :X sim N(mu, sigma^2),and :Y sim N( u, au^2),and X and Y are independent, then:Z = X + Y sim N(mu + …   Wikipedia

• Normally distributed and uncorrelated does not imply independent — In probability theory, two random variables being uncorrelated does not imply their independence. In some contexts, uncorrelatedness implies at least pairwise independence (as when the random variables involved have Bernoulli distributions). It… …   Wikipedia

• distributed — adjective Date: 1968 1. characterized by a statistical distribution of a particular kind < a normally distributed random variable > 2. of, relating to, or being a computer network in which at least some of the processing is done by the individual …   New Collegiate Dictionary

• Data Validation and Reconciliation — Industrial process data validation and reconciliation or short data validation and reconciliation (DVR) is a technology which is using process information and mathematical methods in order to automatically correct measurements in industrial… …   Wikipedia

• Noncentral t-distribution — Noncentral Student s t Probability density function parameters: degrees of freedom noncentrality parameter support …   Wikipedia

• statistics — /steuh tis tiks/, n. 1. (used with a sing. v.) the science that deals with the collection, classification, analysis, and interpretation of numerical facts or data, and that, by use of mathematical theories of probability, imposes order and… …   Universalium

• Elo rating system — Chess Go The Elo rating system is a method for calculating the …   Wikipedia

• Geometric Brownian motion — A geometric Brownian motion (GBM) (occasionally, exponential Brownian motion) is a continuous time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion, or a Wiener process. It is applicable to… …   Wikipedia

• Continuity correction — In probability theory, if a random variable X has a binomial distribution with parameters n and p, i.e., X is distributed as the number of successes in n independent Bernoulli trials with probability p of success on each trial, then for any x ∈… …   Wikipedia

• Stein's lemma — Stein s lemma, named in honor of Charles Stein, is a theorem of probability theory that is of interest primarily because of its application to statistical inference mdash; in particular, its application to James Stein estimation and empirical… …   Wikipedia

• Shewhart individuals control chart — Individuals and moving range control chart Originally proposed by Walter A. Shewhart Process observations Rational subgroup size n = 1 Measurement type Average quality characteristic per unit Quality characteristic type …   Wikipedia