English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. K. A. Borovkov. 1994.
Jeffreys prior — In Bayesian probability, the Jeffreys prior (called after Harold Jeffreys) is a non informative prior distribution proportional to the square rootof the Fisher information:: p( heta) propto sqrt{I( heta | y)}and is invariant under… … Wikipedia
Prior probability — Bayesian statistics Theory Bayesian probability Probability interpretations Bayes theorem Bayes rule · Bayes factor Bayesian inference Bayesian network Prior · Posterior · Likelihood … Wikipedia
Exponential distribution — Not to be confused with the exponential families of probability distributions. Exponential Probability density function Cumulative distribution function para … Wikipedia
Kullback–Leibler divergence — In probability theory and information theory, the Kullback–Leibler divergence[1][2][3] (also information divergence, information gain, relative entropy, or KLIC) is a non symmetric measure of the difference between two probability distributions P … Wikipedia
Lindley's paradox — describes a counterintuitive situation in statistics in which the Bayesian and frequentist approaches to a hypothesis testing problem give opposite results for certain choices of the prior distribution. The problem of the disagreement between the … Wikipedia
Bayes' theorem — In probability theory, Bayes theorem (often called Bayes law after Thomas Bayes) relates the conditional and marginal probabilities of two random events. It is often used to compute posterior probabilities given observations. For example, a… … Wikipedia
List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… … Wikipedia
Credible interval — Bayesian statistics Theory Bayesian probability Probability interpretations Bayes theorem Bayes rule · Bayes factor Bayesian inference Bayesian network Prior · Posterior · Likelihood … Wikipedia
Bayes factor — In statistics, the use of Bayes factors is a Bayesian alternative to classical hypothesis testing.cite journal | author = Goodman S | title = Toward evidence based medical statistics. 1: The P value fallacy | journal = Ann Intern Med | volume =… … Wikipedia
Fiducial inference — was a form of statistical inference put forward by R A Fisher in an attempt to perform inverse probability without prior probability distributions.A fiducial interval may be used instead of a confidence interval or a Bayesian credible interval in … Wikipedia
Hierarchical Bayes model — The hierarchical Bayes method is one of the most important topics in modern Bayesian analysis. It is a powerful tool for expressing rich statistical models that more fully reflect a given problem than a simpler model could. Given data x,! and… … Wikipedia
