Search Results for ""

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), ...

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

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

A moving average may generate an irregular oscillation even if none exists in the original data.

A roll of two 1s (the lowest roll possible) on a pair of six-sided dice. The probability of rolling snake eyes is 1/36, or 2.777...%.

A moving average using 15 points having weights -3, -6, -5, 3, 21, 46, 67, 74, 67, 46, 21, 3, -5, -6, and -3. It is sometimes used by actuaries.

Defined for samples x_i, i=1, ..., N by alpha_r=1/Nsum_(i=1)^Nz_i^r=(mu_r)/(sigma^r), (1) where z_i=(x_i-x^_)/(s_x). (2) The first few are alpha_1 = 0 (3) alpha_2 = 1 (4) ...

Given a point set P={x_n}_(n=0)^(N-1) in the s-dimensional unit cube I=[0,1)^s, the star discrepancy is defined as D_N^*(P)=sup_(J in Upsilon^*)D(J,P), (1) where the local ...