deviation ratio

См. также в других словарях:

• deviation ratio — noun The ratio of maximum permitted frequency deviation, 963; to the maximum permitted modulating frequency, fi …   Wiktionary

• Deviation (statistics) — In mathematics and statistics, deviation is a measure of difference for interval and ratio variables between the observed value and the mean. The sign of deviation (positive or negative), reports the direction of that difference (it is larger… …   Wikipedia

• Signal-to-noise ratio — For signal to noise ratio in statistics, see Cohen s d. Signal to noise ratio (often abbreviated SNR or S/N) is a measure used in science and engineering that compares the level of a desired signal to the level of background noise. It is defined… …   Wikipedia

• Reward-to-volatility ratio — Ratio of excess return to portfolio standard deviation. The New York Times Financial Glossary …   Financial and business terms

• reward-to-volatility ratio — Ratio of excess return ( excess returns) to portfolio standard deviation. Bloomberg Financial Dictionary …   Financial and business terms

• Sharpe ratio — The Sharpe ratio or Sharpe index or Sharpe measure or reward to variability ratio is a measure of the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk (and is a… …   Wikipedia

• Absolute deviation — In statistics, the absolute deviation of an element of a data set is the absolute difference between that element and a given point. Typically the point from which the deviation is measured is a measure of central tendency, most often the median… …   Wikipedia

• Information ratio — measures the active return of an investment manager divided by the amount of risk the manager takes relative to a benchmark. It is used in the analysis of performance of mutual funds, hedge funds, etc. Specifically, the information ratio is… …   Wikipedia

• Digit ratio — Not to be confused with Benford s law about the frequencies of leading digits of numbers. Hand with index finger being shorter than the ring finger, resulting in a small 2D:4D ratio, pointing to a high exposure to testosterone in the uterus. The… …   Wikipedia

• critical ratio — noun : the ratio of any one deviation from the mean in a set of observed values of the same statistical variable to the standard deviation of the set or to the corresponding probable error * * * Statistics. a ratio associated with the probability …   Useful english dictionary

• Standard deviation — In probability and statistics, the standard deviation is a measure of the dispersion of a collection of values. It can apply to a probability distribution, a random variable, a population or a data set. The standard deviation is usually denoted… …   Wikipedia