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Kac–Bernstein Theorem
The Kac–Bernstein theorem is one of the first characterization theorems of mathematical statistics. It is easy to see that if the random variables \xi and \eta are independent and normally distributed with the same variance, then their sum and difference are also independent. The Kac–Bernstein theorem states that the independence of the sum and difference of two independent random variables characterizes the normal distribution (the Gauss distribution). This theorem was proved independently by Polish-American mathematician Mark Kac and Soviet mathematician Sergei Bernstein. Formulation Let \xi and \eta are independent random variables. If \xi+\eta and \xi-\eta are independent then \xi and \eta have normal distributions (the Gaussian distribution). Generalization A generalization of the Kac–Bernstein theorem is the Darmois–Skitovich theorem In mathematical statistics, the Darmois–Skitovich theorem characterize ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Characterization (mathematics)
In mathematics, a characterization of an object is a set of conditions that, while different from the definition of the object, is logically equivalent to it. To say that "Property ''P'' characterizes object ''X''" is to say that not only does ''X'' have property ''P'', but that ''X'' is the ''only'' thing that has property ''P'' (i.e., ''P'' is a defining property of ''X''). Similarly, a set of properties ''P'' is said to characterize ''X'', when these properties distinguish ''X'' from all other objects. Even though a characterization identifies an object in a unique way, several characterizations can exist for a single object. Common mathematical expressions for a characterization of ''X'' in terms of ''P'' include "''P'' is necessary and sufficient for ''X''", and "''X'' holds if and only if ''P''". It is also common to find statements such as "Property ''Q'' characterizes ''Y'' up to isomorphism". The first type of statement says in different words that the extension of ''P' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Statistics
Mathematical statistics is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques which are used for this include mathematical analysis, linear algebra, stochastic analysis, differential equations, and measure theory. Introduction Statistical data collection is concerned with the planning of studies, especially with the design of randomized experiments and with the planning of surveys using random sampling. The initial analysis of the data often follows the study protocol specified prior to the study being conducted. The data from a study can also be analyzed to consider secondary hypotheses inspired by the initial results, or to suggest new studies. A secondary analysis of the data from a planned study uses tools from data analysis, and the process of doing this is mathematical statistics. Data analysis is divided into: * descriptive statistics - the pa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Normal Distribution
In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is : f(x) = \frac e^ The parameter \mu is the mean or expectation of the distribution (and also its median and mode), while the parameter \sigma is its standard deviation. The variance of the distribution is \sigma^2. A random variable with a Gaussian distribution is said to be normally distributed, and is called a normal deviate. Normal distributions are important in statistics and are often used in the natural and social sciences to represent real-valued random variables whose distributions are not known. Their importance is partly due to the central limit theorem. It states that, under some conditions, the average of many samples (observations) of a random variable with finite mean and variance is itself a random variable—whose distribution converges to a normal dist ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gauss
Johann Carl Friedrich Gauss (; german: Gauß ; la, Carolus Fridericus Gauss; 30 April 177723 February 1855) was a German mathematician and physicist who made significant contributions to many fields in mathematics and science. Sometimes referred to as the ''Princeps mathematicorum'' () and "the greatest mathematician since antiquity", Gauss had an exceptional influence in many fields of mathematics and science, and he is ranked among history's most influential mathematicians. Also available at Retrieved 23 February 2014. Comprehensive biographical article. Biography Early years Johann Carl Friedrich Gauss was born on 30 April 1777 in Brunswick (Braunschweig), in the Duchy of Brunswick-Wolfenbüttel (now part of Lower Saxony, Germany), to poor, working-class parents. His mother was illiterate and never recorded the date of his birth, remembering only that he had been born on a Wednesday, eight days before the Feast of the Ascension (which occurs 39 days after Easter). Gau ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mark Kac
Mark Kac ( ; Polish: ''Marek Kac''; August 3, 1914 – October 26, 1984) was a Polish American mathematician. His main interest was probability theory. His question, " Can one hear the shape of a drum?" set off research into spectral theory, the idea of understanding the extent to which the spectrum allows one to read back the geometry. (In the end, the answer was "no", in general.) Biography He was born to a Polish-Jewish family; their town, Kremenets ( Polish: "Krzemieniec"), changed hands from the Russian Empire (by then Soviet Ukraine) to Poland after the Peace of Riga, when Kac was a child.Obituary in ''Rochester Democrat & Chronicle'', 11 November 1984 Kac completed his Ph.D. in mathematics at the Polish University o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sergei Natanovich Bernstein
Sergei Natanovich Bernstein (russian: Серге́й Ната́нович Бернште́йн, sometimes Romanized as ; 5 March 1880 – 26 October 1968) was a Ukrainian and Russian mathematician of Jewish origin known for contributions to partial differential equations, differential geometry, probability theory, and approximation theory. Work Partial differential equations In his doctoral dissertation, submitted in 1904 to Sorbonne, Bernstein solved Hilbert's nineteenth problem on the analytic solution of elliptic differential equations. His later work was devoted to Dirichlet's boundary problem for non-linear equations of elliptic type, where, in particular, he introduced a priori estimates. Probability theory In 1917, Bernstein suggested the first axiomatic foundation of probability theory, based on the underlying algebraic structure. It was later superseded by the measure-theoretic approach of Kolmogorov. In the 1920s, he introduced a method for proving limit theorems ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gaussian
Carl Friedrich Gauss (1777–1855) is the eponym of all of the topics listed below. There are over 100 topics all named after this German mathematician and scientist, all in the fields of mathematics, physics, and astronomy. The English eponymous adjective ''Gaussian'' is pronounced . Mathematics Algebra and linear algebra Geometry and differential geometry Number theory Cyclotomic fields *Gaussian period *Gaussian rational *Gauss sum, an exponential sum over Dirichlet characters **Elliptic Gauss sum, an analog of a Gauss sum ** Quadratic Gauss sum Analysis, numerical analysis, vector calculus and calculus of variations Complex analysis and convex analysis * Gauss–Lucas theorem *Gauss's continued fraction, an analytic continued fraction derived from the hypergeometric functions * Gauss's criterion – described oEncyclopedia of Mathematics* Gauss's hypergeometric theorem, an identity on hypergeometric series * Gauss plane Statistics * Gauss–K ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Darmois–Skitovich Theorem
In mathematical statistics, the Darmois–Skitovich theorem characterizes the normal distribution (the Gaussian distribution) by the independence of two linear forms from independent random variables. This theorem was proved independently by G. Darmois and V. P. Skitovich in 1953. Formulation Let \xi_j, j = 1, 2, \ldots, n, n \ge 2 be independent random variables. Let \alpha_j, \beta_j be nonzero constants. If the linear forms L_1 = \alpha_1\xi_1 + \cdots + \alpha_n\xi_n and L_2 = \beta_1\xi_1 + \cdots + \beta_n\xi_n are independent then all random variables \xi_j have normal distributions (Gaussian distributions). History The Darmois–Skitovich theorem is a generalization of the Kac–Bernstein theorem in which the normal distribution In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is : f(x) = \frac ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Theorems In Statistics
In mathematics, a theorem is a statement that has been proved, or can be proved. The ''proof'' of a theorem is a logical argument that uses the inference rules of a deductive system to establish that the theorem is a logical consequence of the axioms and previously proved theorems. In the mainstream of mathematics, the axioms and the inference rules are commonly left implicit, and, in this case, they are almost always those of Zermelo–Fraenkel set theory with the axiom of choice, or of a less powerful theory, such as Peano arithmetic. A notable exception is Wiles's proof of Fermat's Last Theorem, which involves the Grothendieck universes whose existence requires the addition of a new axiom to the set theory. Generally, an assertion that is explicitly called a theorem is a proved result that is not an immediate consequence of other known theorems. Moreover, many authors qualify as ''theorems'' only the most important results, and use the terms ''lemma'', ''proposition'' and ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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