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correlated variate

См. также в других словарях:

  • Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …   Wikipedia

  • Unit-weighted regression — In statistics, unit weighted regression is perhaps the easiest form of multiple regression analysis, a method in which two or more variables are used to predict the value of an outcome. At a conceptual level, the example of weight loss can… …   Wikipedia

  • Canonical analysis — In statistics, canonical analysis (from Gk. κανων bar, measuring rod, ruler) belongs to the family of regression methods for data analysis. Regression analysis quantifies a relationship between a predictor variable and a criterion variable by the …   Wikipedia

  • Multivariate mutual information — In information theory there have been various attempts over the years to extend the definition of mutual information to more than two random variables. These attempts have met with a great deal of confusion and a realization that interactions… …   Wikipedia

  • Cholesky decomposition — In linear algebra, the Cholesky decomposition or Cholesky triangle is a decomposition of a Hermitian, positive definite matrix into the product of a lower triangular matrix and its conjugate transpose. It was discovered by André Louis Cholesky… …   Wikipedia

  • Pearson's chi-squared test — (χ2) is the best known of several chi squared tests – statistical procedures whose results are evaluated by reference to the chi squared distribution. Its properties were first investigated by Karl Pearson in 1900.[1] In contexts where it is… …   Wikipedia

  • Software choice for discrete event simulations — Tools for discrete event simulationsDiscrete event simulations may be written in any general purpose computer language such as C++ but to construct an industry grade project in reasonable time with a general computing language consumes too much… …   Wikipedia

  • mode — mode1 /mohd/, n. 1. a manner of acting or doing; method; way: modern modes of transportation. 2. a particular type or form of something: Heat is a mode of motion. 3. a designated condition or status, as for performing a task or responding to a… …   Universalium

  • Variance reduction — In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the estimates that can be obtained for a given number of iterations. Every output random variable from the …   Wikipedia

  • covariate — ¦kōˌ noun Etymology: co + variate (II) : any of two or more random variables exhibiting correlated variation …   Useful english dictionary

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