Search results
Results From The WOW.Com Content Network
[1] [2] Also dating from the latter half of the 19th century, the inequality attributed to Chebyshev described bounds on a distribution when only the mean and variance of the variable are known, and the related inequality attributed to Markov found bounds on a positive variable when only the mean is known.
[6] [7] It is also known as Fréchet-Cramér–Rao or Fréchet-Darmois-Cramér-Rao lower bound. It states that the precision of any unbiased estimator is at most the Fisher information ; or (equivalently) the reciprocal of the Fisher information is a lower bound on its variance .
Let X 1 be dosage "level" and X 2 be the blocking factor furnace run. Then the experiment can be described as follows: k = 2 factors (1 primary factor X 1 and 1 blocking factor X 2) L 1 = 4 levels of factor X 1 L 2 = 3 levels of factor X 2 n = 1 replication per cell N = L 1 * L 2 = 4 * 3 = 12 runs. Before randomization, the design trials look like:
In statistics, efficiency is a measure of quality of an estimator, of an experimental design, [1] or of a hypothesis testing procedure. [2] Essentially, a more efficient estimator needs fewer input data or observations than a less efficient one to achieve the Cramér–Rao bound.
Confidence bands can be constructed around estimates of the empirical distribution function.Simple theory allows the construction of point-wise confidence intervals, but it is also possible to construct a simultaneous confidence band for the cumulative distribution function as a whole by inverting the Kolmogorov-Smirnov test, or by using non-parametric likelihood methods.
P(at least one estimation is bad) = 0.05 ≤ P(A 1 is bad) + P(A 2 is bad) + P(A 3 is bad) + P(A 4 is bad) + P(A 5 is bad) One way is to make each of them equal to 0.05/5 = 0.01, that is 1%. In other words, you have to guarantee each estimate good to 99%( for example, by constructing a 99% confidence interval) to make sure the total estimation ...
Given a sample from a normal distribution, whose parameters are unknown, it is possible to give prediction intervals in the frequentist sense, i.e., an interval [a, b] based on statistics of the sample such that on repeated experiments, X n+1 falls in the interval the desired percentage of the time; one may call these "predictive confidence intervals".
In probability theory, Popoviciu's inequality, named after Tiberiu Popoviciu, is an upper bound on the variance σ 2 of any bounded probability distribution. Let M and m be upper and lower bounds on the values of any random variable with a particular probability distribution. Then Popoviciu's inequality states: [1]