Generalized extreme value distributionIn probability theory and statistics, the generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families also known as type I, II and III extreme value distributions. By the extreme value theorem the GEV distribution is the only possible limit distribution of properly normalized maxima of a sequence of independent and identically distributed random variables.
Spatial analysisSpatial analysis is any of the formal techniques which studies entities using their topological, geometric, or geographic properties. Spatial analysis includes a variety of techniques using different analytic approaches, especially spatial statistics. It may be applied in fields as diverse as astronomy, with its studies of the placement of galaxies in the cosmos, or to chip fabrication engineering, with its use of "place and route" algorithms to build complex wiring structures.
Statistical parameterIn statistics, as opposed to its general use in mathematics, a parameter is any measured quantity of a statistical population that summarises or describes an aspect of the population, such as a mean or a standard deviation. If a population exactly follows a known and defined distribution, for example the normal distribution, then a small set of parameters can be measured which completely describes the population, and can be considered to define a probability distribution for the purposes of extracting samples from this population.
Gamma distributionIn probability theory and statistics, the gamma distribution is a two-parameter family of continuous probability distributions. The exponential distribution, Erlang distribution, and chi-squared distribution are special cases of the gamma distribution. There are two equivalent parameterizations in common use: With a shape parameter and a scale parameter . With a shape parameter and an inverse scale parameter , called a rate parameter. In each of these forms, both parameters are positive real numbers.
Cauchy distributionThe Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution. It is also known, especially among physicists, as the Lorentz distribution (after Hendrik Lorentz), Cauchy–Lorentz distribution, Lorentz(ian) function, or Breit–Wigner distribution. The Cauchy distribution is the distribution of the x-intercept of a ray issuing from with a uniformly distributed angle. It is also the distribution of the ratio of two independent normally distributed random variables with mean zero.
Fisher informationIn mathematical statistics, the Fisher information (sometimes simply called information) is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information. The role of the Fisher information in the asymptotic theory of maximum-likelihood estimation was emphasized by the statistician Ronald Fisher (following some initial results by Francis Ysidro Edgeworth).
Training, validation, and test data setsIn machine learning, a common task is the study and construction of algorithms that can learn from and make predictions on data. Such algorithms function by making data-driven predictions or decisions, through building a mathematical model from input data. These input data used to build the model are usually divided into multiple data sets. In particular, three data sets are commonly used in different stages of the creation of the model: training, validation, and test sets.
ParameterA parameter (), generally, is any characteristic that can help in defining or classifying a particular system (meaning an event, project, object, situation, etc.). That is, a parameter is an element of a system that is useful, or critical, when identifying the system, or when evaluating its performance, status, condition, etc. Parameter has more specific meanings within various disciplines, including mathematics, computer programming, engineering, statistics, logic, linguistics, and electronic musical composition.
Generalized logistic distributionThe term generalized logistic distribution is used as the name for several different families of probability distributions. For example, Johnson et al. list four forms, which are listed below. Type I has also been called the skew-logistic distribution. Type IV subsumes the other types and is obtained when applying the logit transform to beta random variates. Following the same convention as for the log-normal distribution, type IV may be referred to as the logistic-beta distribution, with reference to the standard logistic function, which is the inverse of the logit transform.
Log-normal distributionIn probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. Thus, if the random variable X is log-normally distributed, then Y = ln(X) has a normal distribution. Equivalently, if Y has a normal distribution, then the exponential function of Y, X = exp(Y), has a log-normal distribution. A random variable which is log-normally distributed takes only positive real values.
