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sampling method by variables

См. также в других словарях:

  • Sampling (statistics) — Sampling is that part of statistical practice concerned with the selection of individual observations intended to yield some knowledge about a population of concern, especially for the purposes of statistical inference. Each observation measures… …   Wikipedia

  • Method of moments (statistics) — See method of moments (probability theory) for an account of a technique for proving convergence in distribution. In statistics, the method of moments is a method of estimation of population parameters such as mean, variance, median, etc. (which… …   Wikipedia

  • Latin hypercube sampling — (LHS) is a statistical method for generating a distribution of plausible collections of parameter values from a multidimensional distribution. The sampling method is often applied in uncertainty analysis. The technique was first described by… …   Wikipedia

  • Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …   Wikipedia

  • Gibbs sampling — In statistics and in statistical physics, Gibbs sampling or a Gibbs sampler is an algorithm to generate a sequence of samples from the joint probability distribution of two or more random variables. The purpose of such a sequence is to… …   Wikipedia

  • Marsaglia polar method — The polar method (attributed to George Marsaglia, 1964[1]) is a pseudo random number sampling method for generating a pair of independent standard normal random variables. While it is superior to the Box–Muller transform[citation needed], the… …   Wikipedia

  • Pseudo-random number sampling — or non uniform pseudo random variate generation is the numerical practice of generating pseudo random numbers that are distributed according to a given probability distribution. Methods of sampling a non uniform distribution are typically based… …   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

  • Monte Carlo method in statistical physics — Monte Carlo in statistical physics refers to the application of the Monte Carlo method to problems in statistical physics, or statistical mechanics. Contents 1 Overview 2 Importance sampling 2.1 Canonical …   Wikipedia

  • Nyquist–Shannon sampling theorem — Fig.1: Hypothetical spectrum of a bandlimited signal as a function of frequency The Nyquist–Shannon sampling theorem, after Harry Nyquist and Claude Shannon, is a fundamental result in the field of information theory, in particular… …   Wikipedia

  • Errors-in-variables models — In statistics and econometrics, errors in variables models or measurement errors models are regression models that account for measurement errors in the independent variables. In contrast, standard regression models assume that those regressors… …   Wikipedia

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