Math-Stat_L2

Probability Density Function (PDF)

A function that describes the likelihood of a random variable to take on a particular value.

Cumulative Distribution Function (CDF)

A function that shows the probability that a random variable takes on a value less than or equal to x.

Order Statistics

Statistics that provide the maximum or minimum value from a sample of random variables.

Uniform Distribution

A type of distribution in which all outcomes are equally likely within a specific interval.

Random Variables

Variables whose values are subject to random variations, determined by chance.

Integration

The mathematical process used to calculate the area under the curve of a function, often used to find probabilities.

Expectation (or Expected Value)

The average value of a random variable; the long-term average of all possible values.

Support (of a distribution)

The range of values that a random variable can take.

Maximum of Random Variables

The largest value among a set of random variables.

Minimum of Random Variables

The smallest value among a set of random variables.

Percentiles

Values below which a certain percentage of observations fall.

Combinatorial Problem

A problem related to the counting, arrangement, and combination of objects.

Density Function in R

A function in R used to calculate the probability density of a random variable.

Quantile Function

The inverse of the CDF, it gives the value corresponding to a specific percentile.

Random Number Generation

The process of generating a sequence of numbers that cannot be reasonably predicted.

Parameterization

The process of defining a distribution by specifying its parameters.

Exponential Distribution

A continuous probability distribution commonly used to model time until an event occurs.

Histogram

A graphical representation of the distribution of numerical data.