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If s_x is the standard deviation of a set of samples x_i and x^_ their mean, then the variation coefficient is defined as V=(s_x)/(x^_).

The z-score associated with the ith observation of a random variable x is given by z_i=(x_i-x^_)/sigma, where x^_ is the mean and sigma the standard deviation of all ...

A sequence of random variates X_0, X_1, ... is called absolutely fair if for n=1, 2, ..., <X_1>=0 and <X_(n+1)|X_1,...,X_n>=0 (Feller 1971, p. 210).

In probability, an event with Lebesgue measure 1.

An experiment in which s trials are made of an event, with probability p of success in any given trial.

An idealized coin consists of a circular disk of zero thickness which, when thrown in the air and allowed to fall, will rest with either side face up ("heads" H or "tails" T) ...

If x_1/n_1 and x_2/n_2 are the observed proportions from standard normally distributed samples with proportion of success theta, then the probability that ...

An event is a certain subset of a probability space. Events are therefore collections of outcomes on which probabilities have been assigned. Events are sometimes assumed to ...

Two events A and B are called independent if their probabilities satisfy P(AB)=P(A)P(B) (Papoulis 1984, p. 40).

F_k[P_N(k)](x)=F_k[exp(-N|k|^beta)](x), where F is the Fourier transform of the probability P_N(k) for N-step addition of random variables. Lévy showed that beta in (0,2) for ...