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Glossario IA

Il dizionario completo dell'Intelligenza Artificiale

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Normality

Statistical property where a data distribution follows a Gaussian law characterized by its perfect symmetry around the mean and its specific kurtosis.

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Kurtosis

Parameter characterizing the concentration of values around the mean, measuring whether the tails of a distribution are thicker (leptokurtic) or flatter (platykurtic) than a normal distribution.

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Shapiro-Wilk Test

Powerful statistical hypothesis test for assessing the normality of a sample, particularly effective for small sample sizes (n < 50).

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Kolmogorov-Smirnov Test

Non-parametric test comparing the empirical distribution function of a sample to that of a theoretical distribution to determine the fit to this distribution.

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Probability Density

Function describing the relative probability density for a continuous random variable, whose integral over an interval gives the probability of observation within that interval.

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Cumulative Distribution Function

Cumulative function F(x) giving the probability that a random variable takes a value less than or equal to x, completely characterizing a distribution.

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Statistical Moments

Quantitative measures describing the shape of a distribution, including the first moment (mean), the second (variance), the third (skewness), and the fourth (kurtosis).

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Standardization

Process transforming variables into Z-scores with a mean of 0 and a standard deviation of 1, facilitating comparison between different distributions.

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Leptokurtic Distribution

Distribution with kurtosis greater than that of the normal distribution, featuring thicker tails and a sharper peak, indicating a higher probability of extreme values.

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Platykurtic Distribution

Distribution with kurtosis lower than the normal distribution, characterized by a flatter shape and thinner tails compared to the Gaussian distribution.

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Jarque-Bera Test

Goodness-of-fit test for normality based on skewness and kurtosis coefficients, particularly suitable for large samples.

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Excess Kurtosis

Measure of kurtosis adjusted by subtracting 3 (the kurtosis value for a normal distribution), allowing direct assessment of the deviation in flatness from the normal distribution.

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Bimodal Distribution

Distribution exhibiting two distinct modes, suggesting the presence of two subpopulations or different generating mechanisms in the data.

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Anderson-Darling Test

Normality test that modifies the Kolmogorov-Smirnov test by giving more weight to the tails of the distribution, increasing its sensitivity to deviations in the tails.

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