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In statistical estimation theory, the coverage probability, or coverage for short, is the probability that a confidence interval or confidence region will include the true value (parameter) of interest. It can be defined as the proportion of instances where the interval surrounds the true value as assessed by long-run frequency.
The closed testing principle allows the rejection of any one of these elementary hypotheses, say H i, if all possible intersection hypotheses involving H i can be rejected by using valid local level α tests; the adjusted p-value is the largest among those hypotheses.
In statistical quality control, the CUSUM (or cumulative sum control chart) is a sequential analysis technique developed by E. S. Page of the University of Cambridge.It is typically used for monitoring change detection. [1]
IET Syst Biol 4, 428. McGill W J (1954). Multivariate information transmission, Psychometrika 19, 97–116. Nemenman I (2004). Information theory, multivariate dependence, and genetic network inference . Rothstein J (1952). Organization and entropy, Journal of Applied Physics 23, 1281–1282. Studený M & Vejnarová J (1999).
In statistics, the method of moments is a method of estimation of population parameters.The same principle is used to derive higher moments like skewness and kurtosis. It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest.
The adversary is presumed to have manufactured a series of tanks marked with consecutive whole numbers, beginning with serial number 1. Additionally, regardless of a tank's date of manufacture, history of service, or the serial number it bears, the distribution over serial numbers becoming revealed to analysis is uniform, up to the point in time when the analysis is conducted.
More recently, in 2011, an extension of the SPRT method called Maximized Sequential Probability Ratio Test (MaxSPRT) [7] was introduced. The salient feature of MaxSPRT is the allowance of a composite, one-sided alternative hypothesis, and the introduction of an upper stopping boundary. The method has been used in several medical research ...
In probability theory, an event is a subset of outcomes of an experiment (a subset of the sample space) to which a probability is assigned. [1] A single outcome may be an element of many different events, [2] and different events in an experiment are usually not equally likely, since they may include very different groups of outcomes. [3]