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A time series x_1, x_2, ... is nonstationary if, for some m, the joint probability distribution of x_i, x_(i+1), ..., x_(i+m-1) is dependent on the time index i.

An outcome is a subset of a probability space. Experimental outcomes are not uniquely determined from the description of an experiment, and must be agreed upon to avoid ...

Poisson's theorem gives the estimate (n!)/(k!(n-k)!)p^kq^(n-k)∼e^(-np)((np)^k)/(k!) for the probability of an event occurring k times in n trials with n>>1, p<<1, and np ...

A test for determining the probability that a given result could not have occurred by chance (its significance).

Consider (1) If the probability distribution is governed by a Markov process, then P_3(y_1,t_1;y_2,t_2|y_3,t_3) = P_2(y_2,t_2|y_3,t_3) (2) = P_2(y_2|y_3,t_3-t_2). (3) ...

Surrogate data are artificially generated data which mimic statistical properties of real data. Isospectral surrogates have identical power spectra as real data but with ...

The probability law on the space of continuous functions g with g(0)=0, induced by the Wiener process.

The Buffon-Laplace needle problem asks to find the probability P(l,a,b) that a needle of length l will land on at least one line, given a floor with a grid of equally spaced ...

Let two players each have a finite number of pennies (say, n_1 for player one and n_2 for player two). Now, flip one of the pennies (from either player), with each player ...

A Poisson process is a process satisfying the following properties: 1. The numbers of changes in nonoverlapping intervals are independent for all intervals. 2. The ...