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variance estimate

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  • Variance — In probability theory and statistics, the variance of a random variable, probability distribution, or sample is one measure of statistical dispersion, averaging the squared distance of its possible values from the expected value (mean). Whereas… …   Wikipedia

  • Variance swap — A variance swap is an over the counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement, i.e. volatility, of some underlying product, like an exchange rate, interest rate, or stock… …   Wikipedia

  • 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

  • estimate — 1. A measurement or a statement about the value of some quantity that is known, believed, or suspected to incorporate some degree of error. 2. The result of applying any estimator to a random sample of data. It is not a random variable but a… …   Medical dictionary

  • Variance minimization approach to tracking — An approach to bond indexing that uses historical data to estimate the variance of the tracking error. The New York Times Financial Glossary …   Financial and business terms

  • variance-minimization approach to tracking — An approach to bond indexing that uses historical data to estimate the variance of the tracking error. Bloomberg Financial Dictionary …   Financial and business terms

  • Algorithms for calculating variance — play a major role in statistical computing. A key problem in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow… …   Wikipedia

  • True variance — In statistics, the term true variance is often used to refer to the unobservable variance of a whole finite population, as distinguished from an observable statistic based on a sample. Suppose a number, such as a person s height or income or age… …   Wikipedia

  • Analysis of variance — In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures, in which the observed variance in a particular variable is partitioned into components attributable to different sources of… …   Wikipedia

  • Pooled variance — In statistics, many times, data are collected for a dependent variable, y, over a range of values for the independent variable, x. For example, the observation of fuel consumption might be studied as a function of engine speed while the engine… …   Wikipedia

  • Computational formula for the variance — See also: Algorithms for calculating variance In probability theory and statistics, the computational formula for the variance Var(X) of a random variable X is the formula where E(X) is the expected value of X. A closely related identity can be… …   Wikipedia

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