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" "The next point to which I turned my attention was the frequency with which the several numbers themselves occurred. ...Each number might be expected to have occurred either 447 or 448 times. ... I found that they fitted to a standard deviation of 15.85 while the theoretical standard was 20.87 giving a difference of 5. ...What is a reasonable amount for the standard deviation of an experiment of this kind to differ from its theoretical value..? The mathematician answers... by finding the standard deviation of the standard deviation. It turned out... to be 2.43... the odds against a divergence as large or larger than 5...were ...21 to 1. In every two years I might expect such a deviation from the most probable results to occur once. ...I ...increased ...by counting the numbers for each week in the month instead of the total month. Here the experimental standard deviation [was] 7.2, the theoretical being 10.34, a difference of 3.14, while the standard deviation between experiment and theory was only 0.60. The odds against a divergence so great as this are... about 2,000,000 to 1.
Karl Pearson (27 March 1857 – 27 April 1936) was an influential English mathematician and biostatistician. He founded the world's first university statistics department at University College London in 1911.
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