Sufficient statistic
In statistics, a statistic is sufficient with respect to a statistical model and its associated unknown parameter if "no other statistic that can be calculated from the same sample provides any additi
Algebraic statistics
Algebraic statistics is the use of algebra to advance statistics. Algebra has been useful for experimental design, parameter estimation, and hypothesis testing. Traditionally, algebraic statistics has
Uncertainty quantification
Uncertainty quantification (UQ) is the science of quantitative characterization and reduction of uncertainties in both computational and real world applications. It tries to determine how likely certa
Completeness (statistics)
In statistics, completeness is a property of a statistic in relation to a model for a set of observed data. In essence, it ensures that the distributions corresponding to different values of the param
Classical test theory
Classical test theory (CTT) is a body of related psychometric theory that predicts outcomes of psychological testing such as the difficulty of items or the ability of test-takers. It is a theory of te
Generalizability theory
Generalizability theory, or G theory, is a statistical framework for conceptualizing, investigating, and designing reliable observations. It is used to determine the reliability (i.e., reproducibility
Statistical population
In statistics, a population is a set of similar items or events which is of interest for some question or experiment. A statistical population can be a group of existing objects (e.g. the set of all s
Decoupling (probability)
In probability and statistics, decoupling is a reduction of a sample statistic to an average of the statistic evaluated on several independent sequences of the random variable. This sum, conditioned o
Design of experiments
The design of experiments (DOE, DOX, or experimental design) is the design of any task that aims to describe and explain the variation of information under conditions that are hypothesized to reflect
Average variance extracted
In statistics (classical test theory), average variance extracted (AVE) is a measure of the amount of variance that is captured by a construct in relation to the amount of variance due to measurement
Empirical characteristic function
Let be independent, identically distributed real-valued random variables with common characteristic function . The empirical characteristic function (ECF) defined as is an unbiased and consistent esti
Generalized renewal process
In the mathematical theory of probability, a generalized renewal process (GRP) or G-renewal process is a stochastic point process used to model failure/repair behavior of repairable systems in reliabi
Statistical model
A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of sample data (and similar data from a larger population). A statistical model rep
Statistical theory
The theory of statistics provides a basis for the whole range of techniques, in both study design and data analysis, that are used within applications of statistics. The theory covers approaches to st
Mathematical statistics
Mathematical statistics is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques whi
Pivotal quantity
In statistics, a pivotal quantity or pivot is a function of observations and unobservable parameters such that the function's probability distribution does not depend on the unknown parameters (includ
Uncertain data
In computer science, uncertain data is data that contains noise that makes it deviate from the correct, intended or original values. In the age of big data, uncertainty or data veracity is one of the
Goodness of fit
The goodness of fit of a statistical model describes how well it fits a set of observations. Measures of goodness of fit typically summarize the discrepancy between observed values and the values expe
Quadratic form (statistics)
In multivariate statistics, if is a vector of random variables, and is an -dimensional symmetric matrix, then the scalar quantity is known as a quadratic form in .
Directional statistics
Directional statistics (also circular statistics or spherical statistics) is the subdiscipline of statistics that deals with directions (unit vectors in Euclidean space, Rn), axes (lines through the o
Extreme value theory
Extreme value theory or extreme value analysis (EVA) is a branch of statistics dealing with the extreme deviations from the median of probability distributions. It seeks to assess, from a given ordere
Negative log predictive density
In statistics, the negative log predictive density (NLPD) is a measure of error between a model's predictions and associated true values. A smaller value is better. Importantly the NLPD assesses the q
Observational equivalence
Observational equivalence is the property of two or more underlying entities being indistinguishable on the basis of their observable implications. Thus, for example, two scientific theories are obser
Theory of conjoint measurement
The theory of conjoint measurement (also known as conjoint measurement or additive conjoint measurement) is a general, formal theory of continuous quantity. It was independently discovered by the Fren
MAGIC criteria
The MAGIC criteria are a set of guidelines put forth by Robert Abelson in his book Statistics as Principled Argument. In this book he posits that the goal of statistical analysis should be to make com
Degrees of freedom (statistics)
In statistics, the number of degrees of freedom is the number of values in the final calculation of a statistic that are free to vary. Estimates of statistical parameters can be based upon different a
Statistical assumption
Statistics, like all mathematical disciplines, does not infer valid conclusions from nothing. Inferring interesting conclusions about real statistical populations almost always requires some backgroun
Statistical interference
When two probability distributions overlap, statistical interference exists. Knowledge of the distributions can be used to determine the likelihood that one parameter exceeds another, and by how much.
Multivalued treatment
In statistics, in particular in the design of experiments, a multi-valued treatment is a treatment that can take on more than two values. It is related to the dose-response model in the medical litera
Big O in probability notation
The order in probability notation is used in probability theory and statistical theory in direct parallel to the big-O notation that is standard in mathematics. Where the big-O notation deals with the
Conditional expectation
In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value – the value it would take “on average” over an arbitraril
Ancillary statistic
An ancillary statistic is a measure of a sample whose distribution (or whose pmf or pdf) does not depend on the parameters of the model. An ancillary statistic is a pivotal quantity that is also a sta
Optimal design
In the design of experiments, optimal designs (or optimum designs) are a class of experimental designs that are optimal with respect to some statistical criterion. The creation of this field of statis