Search Results for ""

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 ...

A quantity (such as a statistical median, quartile deviation, etc.), which is calculated from observed data.

The smallest statistical rank (either up or down) of a set of data.

The ordinal number of a value in a list arranged in a specified order (usually decreasing).

1.5 times the H-spread.

Trials for which the Lexis ratio L=sigma/(sigma_B), satisfies L>1, where sigma is the variance in a set of s Lexis trials and sigma_B is the variance assuming Bernoulli ...

In statistics, a trial is a single performance of well-defined experiment (Papoulis 1984, p. 25), such as the flipping of a coin, the generation of a random number, the ...

The trimean is defined to be TM=1/4(H_1+2M+H_2), where H_i are the hinges and M is the statistical median. Press et al. (1992) call this Tukey's trimean. It is an L-estimate.