asymptotic efficiency

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• Efficiency (statistics) — In statistics, efficiency is one measure of desirability of an estimator.The efficiency of an unbiased statistic T is defined as:e(T)=frac{1/mathcal{I}( heta)}{mathrm{var}(T)}where mathcal{I}( heta) is the Fisher information of the sample.Thus… …   Wikipedia

• Cost efficiency — (or cost optimality), in the context of parallel computer algorithms, refers to a measure of how effectively parallel computing can be used to solve a particular problem. A parallel algorithm is considered cost efficient if its asymptotic running …   Wikipedia

• Information geometry — In mathematics and especially in statistical inference, information geometry is the study of probability and information by way of differential geometry. It reached maturity through the work of Shun ichi Amari in the 1980s, with what is currently …   Wikipedia

• Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia

• Mann–Whitney U — In statistics, the Mann–Whitney U test (also called the Mann–Whitney–Wilcoxon (MWW) or Wilcoxon rank sum test) is a non parametric statistical hypothesis test for assessing whether one of two samples of independent observations tends to have… …   Wikipedia

• Bayes estimator — In decision theory and estimation theory, a Bayes estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function (also called posterior… …   Wikipedia

• Cauchy distribution — Not to be confused with Lorenz curve. Cauchy–Lorentz Probability density function The purple curve is the standard Cauchy distribution Cumulative distribution function …   Wikipedia

• Importance sampling — In statistics, importance sampling is a general technique for estimating the properties of a particular distribution, while only having samples generated from a different distribution rather than the distribution of interest. Depending on the… …   Wikipedia

• Chernoff bound — In probability theory, the Chernoff bound, named after Herman Chernoff, gives exponentially decreasing bounds on tail distributions of sums of independent random variables. It is better than the first or second moment based tail bounds such as… …   Wikipedia

• Model selection — is the task of selecting a statistical model from a set of candidate models, given data. In the simplest cases, a pre existing set of data is considered. However, the task can also involve the design of experiments such that the data collected is …   Wikipedia

• Madan Lal Puri — (* 20. Februar 1929 in Sialkot) ist ein indischer Mathematiker, aktiv auf dem Gebiet der Statistik. Puri studierte Mathematik an der Panjab University, kam 1957 in die USA, wo er an der University of Colorado studierte und lehrte. Er wurde 1962… …   Deutsch Wikipedia