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  2. Linear discriminant analysis - Wikipedia

    en.wikipedia.org/wiki/Linear_discriminant_analysis

    Structure Correlation Coefficients: The correlation between each predictor and the discriminant score of each function. This is a zero-order correlation (i.e., not corrected for the other predictors). [15] Standardized Coefficients: Each predictor's weight in the linear combination that is the discriminant function.

  3. Discriminant - Wikipedia

    en.wikipedia.org/wiki/Discriminant

    where the discriminant is zero if and only if the two roots are equal. If a, b, c are real numbers, the polynomial has two distinct real roots if the discriminant is positive, and two complex conjugate roots if it is negative. [6] The discriminant is the product of a 2 and the square of the difference of the roots.

  4. 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.

  5. Wilcoxon signed-rank test - Wikipedia

    en.wikipedia.org/wiki/Wilcoxon_signed-rank_test

    The Wilcoxon test is a good alternative to the t-test when the normal distribution of the differences between paired individuals cannot be assumed. Instead, it assumes a weaker hypothesis that the distribution of this difference is symmetric around a central value and it aims to test whether this center value differs significantly from zero.

  6. Dummy variable (statistics) - Wikipedia

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

    For example, seasonal effects may be captured by creating dummy variables for each of the seasons: D1=1 if the observation is for summer, and equals zero otherwise; D2=1 if and only if autumn, otherwise equals zero; D3=1 if and only if winter, otherwise equals zero; and D4=1 if and only if spring, otherwise equals zero. In the panel data fixed ...

  7. Glossary of probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Glossary_of_probability...

    Also confidence coefficient. A number indicating the probability that the confidence interval (range) captures the true population mean. For example, a confidence interval with a 95% confidence level has a 95% chance of capturing the population mean. Technically, this means that, if the experiment were repeated many times, 95% of the CIs computed at this level would contain the true population ...

  8. Homoscedasticity and heteroscedasticity - Wikipedia

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

    Several authors have considered tests in this context, for both regression and grouped-data situations. [28] [29] Bartlett's test for heteroscedasticity between grouped data, used most commonly in the univariate case, has also been extended for the multivariate case, but a tractable solution only exists for 2 groups. [30]

  9. Analysis of covariance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_covariance

    The F-test is computed by dividing the explained variance between groups (e.g., medical recovery differences) by the unexplained variance within the groups. Thus, = If this value is larger than a critical value, we conclude that there is a significant difference between groups.