Definition by Topic

A

• Akaike information criterion
• Alternative hypothesis

B

• Bayes factor
• Bayesian information criterion
• Bayesian model averaging
• Bernoulli distribution
• Beta distribution
• Beta-binomial data
• Beta-binomial distribution
• Beta-distributed data
• Biased vs. unbiased estimator
• Binomial distribution
• Binomial observations
• Bivariate normal distribution
• Brier scoring rule

C

• Categorical distribution
• Central moment
• Characteristic function
• Chi-squared distribution
• Coefficient of determination
• Conditional differential entropy
• Conditional entropy
• Conditional independence
• Conditional probability distribution
• Confidence interval
• Conjugate and non-conjugate prior distribution
• Constant
• Continuous uniform distribution
• Corrected Akaike information criterion
• Correlation
• Correlation matrix
• Corresponding forward model
• Covariance
• Covariance matrix
• Critical value
• Cross-covariance matrix
• Cross-entropy
• Cross-validated log model evidence
• Cumulant-generating function
• Cumulative distribution function

D

• Data
• Definition Template
• Degrees of freedom
• Deviance
• Deviance information criterion
• Differential cross-entropy
• Differential entropy
• Dirichlet distribution
• Dirichlet-distributed data
• Discrete and continuous random variable
• Discrete uniform distribution

E

• Empirical and theoretical prior distribution
• Empirical Bayes
• Empirical Bayes prior distribution
• Empirical Bayesian log model evidence
• Encompassing model
• Estimand, estimator and estimate
• Estimation matrix
• Event space
• ex-Gaussian distribution
• Exceedance probability
• Expected value
• Expected value of a random matrix
• Expected value of a random vector
• Explained sum of squares
• Exponential distribution

F

• F-contrast for contrast-based inference in multiple linear regression
• F-distribution
• F-statistic
• Family evidence
• Flat, hard and soft prior distribution
• Full probability model
• Full width at half maximum

G

• Gamma distribution
• General linear model
• Generative model

I

• independent and identically distributed
• Informative and non-informative prior distribution
• Interaction sum of squares
• Inverse general linear model

J

• Joint cumulative distribution function
• Joint differential entropy
• Joint entropy
• Joint likelihood
• Joint probability
• Joint probability distribution

K

• Kolmogorov axioms of probability
• Kullback-Leibler divergence

L

• Law of conditional probability
• Law of marginal probability
• Likelihood function
• Likelihood ratio
• Log Bayes factor
• Log family evidence
• Log model evidence
• Log probability scoring rule
• Log-likelihood function
• Log-likelihood ratio
• Log-normal distribution
• Logistic regression

M

• Marginal likelihood
• Marginal probability distribution
• Matrix-normal distribution
• Maximum
• Maximum entropy prior distribution
• Maximum likelihood estimation
• Maximum log-likelihood
• Maximum-a-posteriori estimation
• Mean squared error
• Median
• Method-of-moments estimation
• Minimum
• Mode
• Model evidence
• Moment
• Moment-generating function
• Multinomial distribution
• Multinomial observations
• Multiple linear regression
• Multivariate normal distribution
• Multivariate t-distribution
• Mutual exclusivity
• Mutual information

N

• Non-standardized t-distribution
• Normal distribution
• Normal-gamma distribution
• Normal-Wishart distribution
• Null hypothesis

O

• One-tailed and two-tailed hypothesis
• One-tailed and two-tailed test
• One-way analysis of variance

P

• p-value
• Parameter
• Point and set hypothesis
• Poisson distribution
• Poisson distribution with exposure values
• Poisson-distributed data
• Posterior distribution
• Posterior model probability
• Posterior predictive distribution
• Power of a statistical test
• Precision
• Precision matrix
• Prior distribution
• Prior predictive distribution
• Probability
• Probability density function
• Probability distribution
• Probability mass function
• Probability space
• Probability-generating function
• Projection matrix
• Proper scoring rule

Q

• Quantile function

R

• Random event
• Random experiment
• Random matrix
• Random variable
• Random vector
• Raw moment
• Reference prior distribution
• Regression line
• Residual sum of squares
• Residual variance
• Residual-forming matrix

S

• Sample
• Sample correlation coefficient
• Sample correlation matrix
• Sample covariance
• Sample covariance matrix
• Sample mean
• Sample size
• Sample skewness
• Sample space
• Sample variance
• Sampling distribution
• Scoring rule
• Shannon entropy
• Signal-to-noise ratio
• Significance level
• Simple and composite hypothesis
• Simple linear regression
• Size of a statistical test
• Skewness
• Standard deviation
• Standard gamma distribution
• Standard normal distribution
• Standard uniform distribution
• Standardized moment
• Statistic
• Statistical hypothesis
• Statistical hypothesis test
• Statistical independence
• Strictly proper scoring rule

T

• t-contrast for contrast-based inference in multiple linear regression
• t-distribution
• Test statistic
• Total sum of squares
• Transformed general linear model
• Treatment sum of squares
• Two-way analysis of variance

U

• Uniform and non-uniform prior distribution
• Uniform-prior log model evidence
• Unimodal and multimodal probability distribution
• Univariate and multivariate random variable
• Univariate Gaussian
• Univariate Gaussian with known variance

V

• Variance
• Variational Bayes
• Variational Bayesian log model evidence

W

• Wald distribution
• Wishart distribution