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nuisance parameter

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  • Nuisance parameter — In statistics, a nuisance parameter is any parameter which is not of immediate interest but which must be accounted for in the analysis of those parameters which are of interest. The classic example of a nuisance parameter is the variance, σ2, of …   Wikipedia

  • Nuisance variable — In the theory of stochastic processes in probability theory and statistics, a nuisance variable is a random variable which is fundamental to the probabilistic model, but which is of no particular interest in itself or which is no longer of… …   Wikipedia

  • Nuisance — For the 1921 film, see The Nuisance. For statistics, see Nuisance parameter. Nuisance (also spelled nocence, through Fr. noisance, nuisance, from Lat. nocere, to hurt ) is a common law tort. It means that which causes offence, annoyance, trouble… …   Wikipedia

  • Optimal design — This article is about the topic in the design of experiments. For the topic in optimal control theory, see shape optimization. Gustav Elfving developed the optimal design of experiments, and so minimized surveyors need for theodolite measurements …   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

  • Semiparametric model — In statistics a semiparametric model is a model that has parametric and nonparametric components.A model is a collection of distributions: {P heta: heta in Theta} indexed by a parameter heta. * A parametric model is one in which the indexing… …   Wikipedia

  • Marginal likelihood — In statistics, a marginal likelihood function, or integrated likelihood, is a likelihood function in which some parameter variables have been marginalised. It may also be referred to as evidence, but this usage is somewhat idiosyncratic. Given a… …   Wikipedia

  • Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… …   Wikipedia

  • Unsolved problems in statistics — There are many longstanding unsolved problems in mathematics for which a solution has still not yet been found. The unsolved problems in statistics are generally of a different flavor; according to John Tukey, difficulties in identifying problems …   Wikipedia

  • Quasi-maximum likelihood — A quasi maximum likelihood estimate (QMLE, also known as a pseudo likelihood estimate or a composite likelihood estimate ) is an estimate of a parameter θ in a statistical model that is formed by maximizing a function that is related to the… …   Wikipedia

  • Donald Andrews — Donald Wilfrid Kao Andrews (born 1955) is a Canadian economist. He is the Tjalling Koopmans Professor of Economics at the Cowles Foundation, Yale University. Born in Vancouver, he received his B.A. in 1977 at the University of British Columbia,… …   Wikipedia

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