(modified weighted least-squares estimator)

  • 1Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …

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  • 2Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… …

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  • 3Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …

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  • 4Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …

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  • 5Moving average — For other uses, see Moving average (disambiguation). In statistics, a moving average, also called rolling average, rolling mean or running average, is a type of finite impulse response filter used to analyze a set of data points by creating a… …

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  • 6Maximum parsimony (phylogenetics) — Parsimony is a non parametric statistical method commonly used in computational phylogenetics for estimating phylogenies. Under parsimony, the preferred phylogenetic tree is the tree that requires the least evolutionary change to explain some… …

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  • 7Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …

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  • 8Multivariate normal distribution — MVN redirects here. For the airport with that IATA code, see Mount Vernon Airport. Probability density function Many samples from a multivariate (bivariate) Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the… …

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  • 9Standard deviation — In probability and statistics, the standard deviation is a measure of the dispersion of a collection of values. It can apply to a probability distribution, a random variable, a population or a data set. The standard deviation is usually denoted… …

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