항목
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Cyrus Dermanmaintenance of systems composed of highly reliable components with Katehakis, M.N., in "Management Science", Vol. 9(4), 1989. An Improved Estimator of σ in Quality Control with Ross, S.M. in "Probability in the Engineering and Informational Sciences", Vol. 9 (3), 1995. Awards Derman was awarded...출처 영어 위키백과
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Spike-triggered averageasymptotically efficient estimator if The stimulus distribution P(\mathbf{x}) is Gaussian The neuron's nonlinear response function is the exponential...the STA is generally not consistent or efficient. For such cases, maximum likelihood and information-based estimators Kouh M. & Sharpee, T.O...출처 영어 위키백과
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Averaged one-dependence estimators AODEpractice m is usually set at 1. Derivation of the AODE classifier We seek to estimate P(yx1, ... xn). By the definition of conditional probability P(y\mid x_1, \ldots x_n)=\frac{P(y, x_1, \ldots x_n)}{P(x_1, \ldots x_n)}. For any 1\leq i\leq n, P(y, x_1, \ldots x_n)=P(y, x_i)P(x_1, \ldots x_n...출처 영어 위키백과
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Weibull distributionby m_n = \lambda^n \Gamma\left(1+\frac{n}{k}\right). The mean and variance of a Weibull random variable can be expressed as \mathrm{E}(X) = \lambda \Gamma\left(1+\frac{1}{k}\right)\, and \textrm{var}(X) = \lambda^2\left[\Gamma\left(1+\frac{2}{k}\right) - \left(\Gamma\left(1+\frac{1}{k}\right...출처 영어 위키백과
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PseudomedianFor a window of width 2N+1 pseudomedian defined as the average of the maximum of the minima and the minimum of the maxima of the N+1 sliding subwindows of length N+1. See also Hodges–Lehmann estimator References Hollander, M. and Wolfe, D. A. (1999). Nonparametric Statistical Methods (2nd Ed...출처 영어 위키백과
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Sample mean and covariance 표본평균mathbf{M} - \mathbf{1}_N \mathbf{\bar{x}} ). The sample mean and the sample covariance matrix are unbiased estimates of the mean and the covariance matrix of the random vector \textstyle \mathbf{X}, a row vector whose jth element (j = 1, ..., K) is one of the random variables. The sample...출처 영어 위키백과
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Relative riskc + d ) } where m is the mean and s2 is the variance. Approximate 95% confidence intervals (CI) for the relative risk are CI = e^{ m \pm 1.96 s } In applications using this estimator the sample size should be at least 25Example 3: Ratios are presented for each of experimental and control groups...출처 영어 위키백과
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Hermite distributioncondition m^{(2)}/\bar{x}^2 > 1 is equivalent to \tilde{d} > 1 where \tilde{d} = \sigma^2 / \bar{x} is the empirical dispersion index Remark 2: If the condition is not satisfied, then the MLEs of the parameters are \hat{\mu} = \bar{x} and \tilde{d} =1, that is, the data are fitted using the...출처 영어 위키백과
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Pietro Balestra Pietro Balestra (economist)Kansas (M.A in Economics) and Stanford University. He was awarded the Ph.D. in Economics by Stanford University in 1965.Balestra returned to Switzerland as Professor of Economics and Econometrics at the University of Fribourg. He was also Associate Professor of Economics at the University of...출처 영어 위키백과
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Simple linear regressionthe estimator \hat{\beta}.This -statistic has a Student's -distribution with degrees of freedom. Using it we can construct a confidence interval for : \beta \in \left[\hat\beta - s_{\hat\beta} t^*_{n - 2},\ \hat\beta + s_{\hat\beta} t^*_{n - 2}\right], at confidence level , where t^*_{n - 2} is...출처 영어 위키백과
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Kurtosis 첨도, 尖度the sample excess kurtosis above is a biased estimator of the population excess kurtosis. The usual estimator of the population excess kurtosis defined as follows: G_2 = \frac{k_4}{k_{2}^2} = \frac{n^2\,((n+1)\,m_4 - 3\,(n-1)\,m_{2}^2)}{(n-1)\,(n-2)\,(n-3)} \; \frac{(n-1)^2}{n^2\,m_{2}^2...출처 영어 위키백과
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Seemingly unrelated regressionsthese m vector equations on top of each other, the system will take formThe assumption of the model is that error terms εir are independent across time, but may have cross-equation contemporaneous correlations. Thus we assume that whenever , whereas . Denoting the m×m skedasticity matrix of...출처 영어 위키백과