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Diff — Standard deviation

Revision #1971 → #2387 · back to history

modifiedStandard deviation as square root of variance19781b484b3e
FieldFrom #1971To #2387
noteNo `stdDev`/`standardDeviation` declaration exists in Mathlib; only `ProbabilityTheory.variance` is defined (loogle for `"stdDev"` returned zero hits).No `stdDev`/`standardDeviation` declaration exists in Mathlib; only `ProbabilityTheory.variance` is defined.
addedVariance as average of squared deviations from the mean9e1c4df53173
addedStandard error of the mean equals σ/√Nc9a8f3f07079
addedPareto distribution has mean but no SD198fd5d379a7
modifiedCauchy distribution has no SD4dd8f30fbad9
FieldFrom #1971To #2387
noteMathlib has no Cauchy distribution definition (loogle for `cauchy`+`Distribution` returned zero hits) and no statement about non-existence of its moments.Mathlib has no Cauchy distribution definition and no statement about non-existence of its moments.
modifiedSD of the log-normal distribution8961951a176c
FieldFrom #1971To #2387
noteLog-normal distribution is not defined in Mathlib (loogle for `logNormal` returned zero hits).Log-normal distribution is not defined in Mathlib.
modifiedSampling distribution is scaled chi7e9a42e89709
FieldFrom #1971To #2387
noteThe chi and chi-square distributions are not defined in Mathlib (loogle for `chiSquared` returned zero hits).The chi and chi-square distributions are not defined in Mathlib.
modifiedConfidence interval for sampled SDbe4046e104d9
FieldFrom #1971To #2387
anchor.snippetwhere [MATH] is the p -th quantile of the chi-square distributionis the p -th quantile of the chi-square distribution with k degrees of freedom
moderation_flagAnchor snippet contains '[MATH]' literal; ideally should be replaced with text actually present in extracted prose (kept verbatim to honor the preserve-id rule).
modifiedMean absolute deviation (alternative)67d20b55eaf3
FieldFrom #1971To #2387
noteNo `meanAbsoluteDeviation` declaration is present in Mathlib (loogle returned zero hits).No `meanAbsoluteDeviation` declaration is present in Mathlib.
modifiedCentral limit theorem45e5eaedb4a9
FieldFrom #1971To #2387
noteNo central limit theorem declaration was found in Mathlib (loogle for `centralLimit` returned zero hits).No central limit theorem declaration was found in Mathlib.
addedNormal cumulative distribution function58ccf51c3d9d
modifiedCoefficient of variation2248a67f138e
FieldFrom #1971To #2387
noteNo `coefficientOfVariation` definition exists in Mathlib (loogle returned zero hits).No `coefficientOfVariation` definition exists in Mathlib.
modifiedWeighted running calculation12c77fe8fd0d
FieldFrom #1971To #2387
anchor.snippetWhen the values [MATH] are weighted with unequal weightsthe power sums s 0 , s 1 , s 2 are each computed as
moderation_flagAnchor snippet contains '[MATH]' literal; preserved verbatim to honor the id but should be re-anchored on a non-[MATH] substring in future.
modifiedAverage absolute deviation (alternative to SD)bc1f170a2795
FieldFrom #1971To #2387
noteThe average/mean absolute deviation is not defined in Mathlib (loogle returned zero hits).The average/mean absolute deviation is not defined in Mathlib.