Definition: Parameter
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The Book of Statistical Proofs ▷
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Statistical parameter
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Metadata: ID: D204 | shortcut: para | author: JoramSoch | date: 2024-09-27, 12:40.
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.
- Wikipedia (2024): "Statistical parameter"; in: Wikipedia, the free encyclopedia, retrieved on 2024-09-27; URL: https://en.wikipedia.org/wiki/Statistical_parameter#Parameterised_distributions.
Metadata: ID: D204 | shortcut: para | author: JoramSoch | date: 2024-09-27, 12:40.