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An F-score is a combination of the precision and the recall, providing a single score. There is a one-parameter family of statistics, with parameter β, which determines the relative weights of precision and recall. The traditional or balanced F-score is the harmonic mean of precision and recall:
In the social sciences, a result may be considered statistically significant if its confidence level is of the order of a two-sigma effect (95%), while in particle physics and astrophysics, there is a convention of requiring statistical significance of a five-sigma effect (99.99994% confidence) to qualify as a discovery.
Confidence band – redirects to Confidence and prediction ... Panjer recursion – a class of discrete compound distributions; ... z-score; z-factor; z statistic; Z ...
In statistics, a confidence interval (CI) is a tool for estimating a parameter, such as the mean of a population. [1] To make a CI, an analyst first selects a confidence level , such as 95%. The analyst then follows a procedure that outputs an interval.
A non-degenerate random variable Z is α-stable for some 0 < α ≤ 2 if and only if there is an independent, identically distributed sequence of random variables X 1, X 2, X 3, ... and constants a n > 0, b n ∈ ℝ with a n (X 1 + ... + X n) − b n → Z.
The Student's t-distribution is approximately normal with mean 0 and variance 1 when is large. Whether these approximations are sufficiently accurate depends on the purpose for which they are needed, and the rate of convergence to the normal distribution.
Under these conditions the 95% VaR for holding either of the bonds is 0 since the probability of default is less than 5%. However if we held a portfolio that consisted of 50% of each bond by value then the 95% VaR is 35% (= 0.5*0.7 + 0.5*0) since the probability of at least one of the bonds defaulting is 7.84% (= 1 - 0.96*0.96) which exceeds 5%.
A common way to do this is to state the binomial proportion confidence interval, often calculated using a Wilson score interval. Confidence intervals for sensitivity and specificity can be calculated, giving the range of values within which the correct value lies at a given confidence level (e.g., 95%). [26]