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A plot of y_i versus the estimator e_i=y^^_i-y_i. Random scatter indicates the model is probably good. A pattern indicates a problem with the model. If the spread in e_i ...

P(Z)=Z/(sigma^2)exp(-(Z^2+|V|^2)/(2sigma^2))I_0((Z|V|)/(sigma^2)), where I_0(z) is a modified Bessel function of the first kind and Z>0. For a derivation, see Papoulis ...

An estimation technique which is insensitive to small departures from the idealized assumptions which have been used to optimize the algorithm. Classes of such techniques ...

A specification of elements in a list as a list of pairs giving the element and number of times it occurs in a run. For example, given the list ...

Given a sequence of values {a_k}_(k=1)^n, the running maxima are the sequence of values {max(a_1,...,a_k)}_(k=1)^n. So, for example, given a sequence (3,5,7,8,8,5,7,9,2,5), ...

Let there be x successes out of n Bernoulli trials. The sample proportion is the fraction of samples which were successes, so p^^=x/n. (1) For large n, p^^ has an ...

Sample size is the number of observations in a sample (Evans et al. 2000, p. 16). It is commonly denoted n or N.

In random number computation, a seed is an initial number used as the starting point in a random number generating algorithm. In a dynamical system, a seed is a starting ...

The signed deviation is defined by Deltau_i=(u_i-u^_), so the average deviation is Deltau^_=u_i-u^_^_=u_i^_-u^_=0.

Let H be a two-dimensional distribution function with marginal distribution functions F and G. Then there exists a copula C such that H(x,y)=C(F(x),G(y)). Conversely, for any ...