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  2. Consistency (statistics) - Wikipedia

    en.wikipedia.org/wiki/Consistency_(statistics)

    A consistent estimator is one for which, when the estimate is considered as a random variable indexed by the number n of items in the data set, as n increases the estimates converge in probability to the value that the estimator is designed to estimate.

  3. Consistent estimator - Wikipedia

    en.wikipedia.org/wiki/Consistent_estimator

    In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ 0 —having the property that as the number of data points used increases indefinitely, the resulting sequence of estimates converges in probability to θ 0.

  4. Continuous or discrete variable - Wikipedia

    en.wikipedia.org/wiki/Continuous_or_discrete...

    In continuous-time dynamics, the variable time is treated as continuous, and the equation describing the evolution of some variable over time is a differential equation. [7] The instantaneous rate of change is a well-defined concept that takes the ratio of the change in the dependent variable to the independent variable at a specific instant.

  5. Homoscedasticity and heteroscedasticity - Wikipedia

    en.wikipedia.org/wiki/Homoscedasticity_and...

    Thus, regression analysis using heteroscedastic data will still provide an unbiased estimate for the relationship between the predictor variable and the outcome, but standard errors and therefore inferences obtained from data analysis are suspect. Biased standard errors lead to biased inference, so results of hypothesis tests are possibly wrong.

  6. Stationary process - Wikipedia

    en.wikipedia.org/wiki/Stationary_process

    Then {} is a stationary time series, for which realisations consist of a series of constant values, with a different constant value for each realisation. A law of large numbers does not apply on this case, as the limiting value of an average from a single realisation takes the random value determined by Y {\displaystyle Y} , rather than taking ...

  7. Continuous uniform distribution - Wikipedia

    en.wikipedia.org/wiki/Continuous_uniform...

    Also, it is consistent with the sign function, which has no such ambiguity. Any probability density function integrates to 1 , {\displaystyle 1,} so the probability density function of the continuous uniform distribution is graphically portrayed as a rectangle where ⁠ b − a {\displaystyle b-a} ⁠ is the base length and ⁠ 1 b − a ...

  8. Convergence of random variables - Wikipedia

    en.wikipedia.org/wiki/Convergence_of_random...

    The definition of convergence in distribution may be extended from random vectors to more general random elements in arbitrary metric spaces, and even to the “random variables” which are not measurable — a situation which occurs for example in the study of empirical processes. This is the “weak convergence of laws without laws being ...

  9. Control variable - Wikipedia

    en.wikipedia.org/wiki/Control_variable

    A variable in an experiment which is held constant in order to assess the relationship between multiple variables [a], is a control variable. [2] [3] A control variable is an element that is not changed throughout an experiment because its unchanging state allows better understanding of the relationship between the other variables being tested.