A p-value < 0.05 means: if H₀ is true, this result has <5% probability

What the Hurst exponent reveals about time series — H > 0.5 means trending, H < 0.5 means mean-reverting

Hurst exponent (H) indicates time series behavior: H > 0.5 indicates trend, H < 0.5 indicates mean reversion

What Chebyshev's inequality says: P(|X-μ| ≥ kσ) ≤ 1/k²

Chebyshev's inequality states that the probability of a random variable deviating from its mean by at least k standard deviations is less than or equal to 1/k²

What calibration means: a model predicting 80% should be correct 80% of the time

Calibration: Model's predicted probabilities match actual outcomes' frequencies

What expected calibration error (ECE) measures: gap between confidence and accuracy

ECE quantifies the discrepancy between a model's predicted confidence and its actual accuracy

What maximum likelihood estimation does: find θ maximizing P(data|θ)

Maximizes θ to maximize the probability of observed data given θ

What label smoothing does: replaces one-hot [0,0,1,0] with [0.025, 0.025, 0.925, 0.025]

Label smoothing regularizes models by adjusting target distributions