estimated variance
Смотреть что такое "estimated variance" в других словарях:
Algorithms for calculating variance — play a major role in statistical computing. A key problem in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow… … Wikipedia
Variable Overhead Efficiency Variance — The difference between actual variable overhead based on the true time taken to manufacture a product, and standard variable overhead based on the time budgeted for it. It arises from variance in productive efficiency. For example, the number of… … Investment dictionary
budget variance — /ˌbʌdʒɪt veəriəns/ noun the difference between the cost as estimated for a budget and the actual cost … Marketing dictionary in english
budget variance — /ˌbʌdʒɪt veəriəns/ noun the difference between the cost as estimated for a budget and the actual cost … Dictionary of banking and finance
Estimator — In statistics, an estimator is a function of the observable sample data that is used to estimate an unknown population parameter (which is called the estimand ); an estimate is the result from the actual application of the function to a… … Wikipedia
Durbin–Watson statistic — In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation (a relationship between values separated from each other by a given time lag) in the residuals (prediction errors) from a regression… … Wikipedia
Tukey-Kramer method — The Tukey method (also known as Tukey s Honest Significance Test), named for John Tukey, is a single step multiple comparison procedure which applies simultaneously to the set of all pairwise comparisons:mu i mu jThe confidence coefficient for… … Wikipedia
Lilliefors test — In statistics, the Lilliefors test, named after Hubert Lilliefors, professor of statistics at George Washington University, is an adaptation of the Kolmogorov Smirnov test. It is used to test the null hypothesis that data come from a normally… … Wikipedia
Overdispersion — In statistics, overdispersion is the presence of greater variability (statistical dispersion) in a data set than would be expected based on a given simple statistical model. A common task in applied statistics is choosing a parametric model to… … Wikipedia
Feasible generalized least squares — (FGLS or Feasible GLS) is a regression technique. It is similar to generalized least squares except that it uses an estimated variance covariance matrix since the true matrix is not known directly.The following description follows loosely the… … Wikipedia
Breusch-Pagan test — In statistics, the Breusch Pagan test is used to test for heteroscedasticity in a linear regression model. It tests whether the estimated variance of the residuals from a regression are dependent on the values of the independent variables.Suppose … Wikipedia
