This glossary of statistics and probability is a list of definitions of terms and concepts used in the mathematical sciences of statistics and probability, their sub-disciplines, and related fields.
For additional related terms, see Glossary of mathematics and Glossary of experimental design.
Also confidence coefficient.Also correlation coefficient.Also expectation, mathematical expectation, first moment, or simply mean or average.Also midspread, middle 50%, and H-spread.Also moving mean and rolling mean.
A
histogram
showing the distribution of tips given in a restaurant
A graph illustrating the
law of large numbers
: the observed results of repeatedly rolling a fair die (green line) quickly approach the theoretical
expected value
of a single roll (blue line) as the number of times the die is rolled increases
A
normal distribution
divided by three
quartiles
into four quarters. Note that each of the quarters occupies the same total area under the curve, equal to 25 percent of the distribution.
The
mean
and
median
of a
skewed
distribution (left and right) may differ substantially from those of a symmetrical distribution (center) with zero skewness.
