When.com Web Search

  1. Ads

    related to: weight estimator calculator

Search results

  1. Results From The WOW.Com Content Network
  2. Inverse probability weighting - Wikipedia

    en.wikipedia.org/wiki/Inverse_probability_weighting

    One very early weighted estimator is the Horvitz–Thompson estimator of the mean. [3] When the sampling probability is known, from which the sampling population is drawn from the target population, then the inverse of this probability is used to weight the observations. This approach has been generalized to many aspects of statistics under ...

  3. Weighted arithmetic mean - Wikipedia

    en.wikipedia.org/wiki/Weighted_arithmetic_mean

    The population total is denoted as = = and it may be estimated by the (unbiased) Horvitz–Thompson estimator, also called the -estimator. This estimator can be itself estimated using the pwr -estimator (i.e.: p {\displaystyle p} -expanded with replacement estimator, or "probability with replacement" estimator).

  4. Wilks coefficient - Wikipedia

    en.wikipedia.org/wiki/Wilks_Coefficient

    According to this setup, a male athlete weighing 320 pounds and lifting a total of 1400 pounds would have a normalised lift weight of 353.0, and a lifter weighing 200 pounds and lifting a total of 1000 pounds (the sum of their highest successful attempts at the squat, bench, and deadlift) would have a normalised lift weight of 288.4. Thus the ...

  5. Horvitz–Thompson estimator - Wikipedia

    en.wikipedia.org/wiki/Horvitz–Thompson_estimator

    In statistics, the Horvitz–Thompson estimator, named after Daniel G. Horvitz and Donovan J. Thompson, [1] is a method for estimating the total [2] and mean of a pseudo-population in a stratified sample by applying inverse probability weighting to account for the difference in the sampling distribution between the collected data and the a target population.

  6. Weighted least squares - Wikipedia

    en.wikipedia.org/wiki/Weighted_least_squares

    When the observational errors are uncorrelated and the weight matrix, W=Ω −1, is diagonal, these may be written as ^ =. If the errors are correlated, the resulting estimator is the BLUE if the weight matrix is equal to the inverse of the variance-covariance matrix of the observations.

  7. Kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Kernel_density_estimation

    Kernel density estimation of 100 normally distributed random numbers using different smoothing bandwidths.. In statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on kernels as weights.