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  2. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    Sample variance can also be applied to the estimation of the variance of a continuous distribution from a sample of that distribution. We take a sample with replacement of n values Y 1, ..., Y n from the population of size , where n < N, and estimate the variance on the basis of this sample. [15] Directly taking the variance of the sample data ...

  3. Algorithms for calculating variance - Wikipedia

    en.wikipedia.org/wiki/Algorithms_for_calculating...

    Algorithms for calculating variance play a major role in computational statistics.A key difficulty in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow when dealing with large values.

  4. Analysis of variance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_variance

    Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between groups) used to analyze the differences between groups. It uses F-test by comparing variance between groups and taking noise, or assumed normal distribution of group, into consideration by ...

  5. Variance function - Wikipedia

    en.wikipedia.org/wiki/Variance_function

    The variance function is a measure of heteroscedasticity and plays a large role in many settings of statistical modelling. It is a main ingredient in the generalized linear model framework and a tool used in non-parametric regression , [ 1 ] semiparametric regression [ 1 ] and functional data analysis . [ 2 ]

  6. Statistical dispersion - Wikipedia

    en.wikipedia.org/wiki/Statistical_dispersion

    In statistics, dispersion (also called variability, scatter, or spread) is the extent to which a distribution is stretched or squeezed. [1] Common examples of measures of statistical dispersion are the variance, standard deviation, and interquartile range. For instance, when the variance of data in a set is large, the data is widely scattered.

  7. One-way analysis of variance - Wikipedia

    en.wikipedia.org/wiki/One-way_analysis_of_variance

    In statistics, one-way analysis of variance (or one-way ANOVA) is a technique to compare whether two or more samples' means are significantly different (using the F distribution). This analysis of variance technique requires a numeric response variable "Y" and a single explanatory variable "X", hence "one-way".

  8. Multivariate analysis of variance - Wikipedia

    en.wikipedia.org/wiki/Multivariate_analysis_of...

    In statistics, multivariate analysis of variance (MANOVA) is a procedure for comparing multivariate sample means. As a multivariate procedure, it is used when there are two or more dependent variables, [1] and is often followed by significance tests involving individual dependent variables separately. [2]

  9. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    Benford's law, which describes the frequency of the first digit of many naturally occurring data. The ideal and robust soliton distributions. Zipf's law or the Zipf distribution. A discrete power-law distribution, the most famous example of which is the description of the frequency of words in the English language.