Index: The Book of Statistical ProofsGeneral TheoremsProbability theoryProbability distributions ▷ Statistical parameter

Definition: A parameter, also “statistical parameter”, is any fixed quantity, i.e. constant scalar, vector or matrix, that describes a parametrized probability distribution by influencing its probability mass function or probability density function.

Examples of parameters include the mean and variance parameters of a normal distribution, covariance parameters in a multivariate or matrix-normal distribution, shape and rate parameters of the gamma distribution or the vector of category probabilities in a multinomial distribution.

 
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Metadata: ID: D204 | shortcut: para | author: JoramSoch | date: 2024-09-27, 12:40.