Search results
Results From The WOW.Com Content Network
Varian Medical Systems is an American radiation oncology treatments and software maker based in Palo Alto, California. Their medical devices include linear accelerators (LINACs) and software for treating cancer and other medical conditions with radiotherapy , radiosurgery , proton therapy , and brachytherapy .
Varian Associates was one of the first high-tech companies in Silicon Valley.It was founded in 1948 by Russell H. and Sigurd F. Varian, William Webster Hansen, and Edward Ginzton to sell the klystron, the first vacuum tube which could amplify electromagnetic waves at microwave frequencies, and other electromagnetic equipment.
Varian, Inc. was one of the largest manufacturers of scientific instruments for the scientific industry. [1] They had offerings over a broad range of chemical analysis equipment, with a particular focus on Information Rich Detection [ clarification needed ] and Vacuum technology.
This algorithm can easily be adapted to compute the variance of a finite population: simply divide by n instead of n − 1 on the last line.. Because SumSq and (Sum×Sum)/n can be very similar numbers, cancellation can lead to the precision of the result to be much less than the inherent precision of the floating-point arithmetic used to perform the computation.
This can be seen by noting the following formula, which follows from the Bienaymé formula, for the term in the inequality for the expectation of the uncorrected sample variance above: [(¯)] =. In other words, the expected value of the uncorrected sample variance does not equal the population variance σ 2 , unless multiplied by a ...
For normally distributed random variables inverse-variance weighted averages can also be derived as the maximum likelihood estimate for the true value. Furthermore, from a Bayesian perspective the posterior distribution for the true value given normally distributed observations and a flat prior is a normal distribution with the inverse-variance weighted average as a mean and variance ().
The formula states that the variance of a sum is equal to the sum of all elements in the covariance matrix of the components. The next expression states equivalently that the variance of the sum is the sum of the diagonal of covariance matrix plus two times the sum of its upper triangular elements (or its lower triangular elements); this ...
From the point of view of probabilistic modeling, one wants to maximize the likelihood of the data by their chosen parameterized probability distribution () = (|).This distribution is usually chosen to be a Gaussian (|,) which is parameterized by and respectively, and as a member of the exponential family it is easy to work with as a noise distribution.