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autoregression coefficient

См. также в других словарях:

  • Coefficient of variation — In probability theory and statistics, the coefficient of variation (CV) is a normalized measure of dispersion of a probability distribution. It is also known as unitized risk or the variation coefficient. The absolute value of the CV is sometimes …   Wikipedia

  • Phi coefficient — In statistics, the phi coefficient (also referred to as the mean square contingency coefficient and denoted by φ or rφ) is a measure of association for two binary variables introduced by Karl Pearson[1]. This measure is similar to the Pearson… …   Wikipedia

  • Christopher A. Sims — Born October 21, 1942 (1942 10 21) (age 69) Washington, D.C. Nationality American Institution Princeton University Field Macroeconomics Econometrics Time ser …   Wikipedia

  • Correlation and dependence — This article is about correlation and dependence in statistical data. For other uses, see correlation (disambiguation). In statistics, dependence refers to any statistical relationship between two random variables or two sets of data. Correlation …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • Contingency table — In statistics, a contingency table (also referred to as cross tabulation or cross tab) is a type of table in a matrix format that displays the (multivariate) frequency distribution of the variables. It is often used to record and analyze the… …   Wikipedia

  • Cramér's V —     Cramér s V (φc) In statistics, Cramér s V (sometimes referred to as Cramér s phi and denoted as φc) is a popular[citation needed] measure of association between two nominal variables, giving a value between 0 and +1 (inclusive). It… …   Wikipedia

  • Skewness — Example of experimental data with non zero (positive) skewness (gravitropic response of wheat coleoptiles, 1,790) In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a real valued random …   Wikipedia

  • Effect size — In statistics, an effect size is a measure of the strength of the relationship between two variables in a statistical population, or a sample based estimate of that quantity. An effect size calculated from data is a descriptive statistic that… …   Wikipedia

  • Q-Q plot — Not to be confused with P P plot. A normal Q Q plot of randomly generated, independent standard exponential data, (X   Exp(1)). This Q Q plot compares a sample of data on the vertical axis to a statistical population on the horizontal… …   Wikipedia

  • Partial correlation — In probability theory and statistics, partial correlation measures the degree of association between two random variables, with the effect of a set of controlling random variables removed. Contents 1 Formal definition 2 Computation 2.1 Using… …   Wikipedia

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