Multimodal distributionIn statistics, a multimodal distribution is a probability distribution with more than one mode. These appear as distinct peaks (local maxima) in the probability density function, as shown in Figures 1 and 2. Categorical, continuous, and discrete data can all form multimodal distributions. Among univariate analyses, multimodal distributions are commonly bimodal. When the two modes are unequal the larger mode is known as the major mode and the other as the minor mode. The least frequent value between the modes is known as the antimode.
Mixture distributionIn probability and statistics, a mixture distribution is the probability distribution of a random variable that is derived from a collection of other random variables as follows: first, a random variable is selected by chance from the collection according to given probabilities of selection, and then the value of the selected random variable is realized. The underlying random variables may be random real numbers, or they may be random vectors (each having the same dimension), in which case the mixture distribution is a multivariate distribution.
UnimodalityIn mathematics, unimodality means possessing a unique mode. More generally, unimodality means there is only a single highest value, somehow defined, of some mathematical object. In statistics, a unimodal probability distribution or unimodal distribution is a probability distribution which has a single peak. The term "mode" in this context refers to any peak of the distribution, not just to the strict definition of mode which is usual in statistics. If there is a single mode, the distribution function is called "unimodal".
Mode (statistics)The mode is the value that appears most often in a set of data values. If X is a discrete random variable, the mode is the value x at which the probability mass function takes its maximum value (i.e, x=argmaxxi P(X = xi)). In other words, it is the value that is most likely to be sampled. Like the statistical mean and median, the mode is a way of expressing, in a (usually) single number, important information about a random variable or a population.
Kernel density estimationIn statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on kernels as weights. KDE answers a fundamental data smoothing problem where inferences about the population are made, based on a finite data sample. In some fields such as signal processing and econometrics it is also termed the Parzen–Rosenblatt window method, after Emanuel Parzen and Murray Rosenblatt, who are usually credited with independently creating it in its current form.
HistogramA histogram is an approximate representation of the distribution of numerical data. The term was first introduced by Karl Pearson. To construct a histogram, the first step is to "bin" (or "bucket") the range of values—that is, divide the entire range of values into a series of intervals—and then count how many values fall into each interval. The bins are usually specified as consecutive, non-overlapping intervals of a variable. The bins (intervals) must be adjacent and are often (but not required to be) of equal size.
DiffusionDiffusion is the net movement of anything (for example, atoms, ions, molecules, energy) generally from a region of higher concentration to a region of lower concentration. Diffusion is driven by a gradient in Gibbs free energy or chemical potential. It is possible to diffuse "uphill" from a region of lower concentration to a region of higher concentration, like in spinodal decomposition. Diffusion is a stochastic process due to the inherent randomness of the diffusing entity and can be used to model many real-life stochastic scenarios.
Convection–diffusion equationThe convection–diffusion equation is a combination of the diffusion and convection (advection) equations, and describes physical phenomena where particles, energy, or other physical quantities are transferred inside a physical system due to two processes: diffusion and convection. Depending on context, the same equation can be called the advection–diffusion equation, drift–diffusion equation, or (generic) scalar transport equation.
Stochastic processIn probability theory and related fields, a stochastic (stəˈkæstɪk) or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule.
Information economicsInformation economics or the economics of information is the branch of microeconomics that studies how information and information systems affect an economy and economic decisions. One application considers information embodied in certain types of commodities that are "expensive to produce but cheap to reproduce." Examples include computer software (e.g., Microsoft Windows), pharmaceuticals, and technical books. Once information is recorded "on paper, in a computer, or on a compact disc, it can be reproduced and used by a second person essentially for free.