• The ratio estimator is a statistical estimator for the ratio of means of two random variables. Ratio estimates are biased and corrections must be made...
    22 KB (4,015 words) - 14:12, 21 May 2024
  • statistics. The ratio estimator (RE-estimator) of the tail-index was introduced by Goldie and Smith. It is constructed similarly to Hill's estimator but uses...
    19 KB (2,692 words) - 00:16, 27 April 2023
  • In statistics, the bias of an estimator (or bias function) is the difference between this estimator's expected value and the true value of the parameter...
    33 KB (5,349 words) - 07:54, 29 May 2024
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    Price–performance ratio Proportionality (mathematics) Ratio distribution Ratio estimator Rate (mathematics) Ratio (Twitter) Rate ratio Relative risk Rule...
    24 KB (3,682 words) - 21:39, 20 May 2024
  • of quality of an estimator, of an experimental design, or of a hypothesis testing procedure. Essentially, a more efficient estimator needs fewer input...
    22 KB (3,183 words) - 01:14, 25 April 2024
  • to the standard unbiased variance estimator. Proof The Taylor linearization states that for a general ratio estimator of two sums ( R ^ = Y ^ Z ^ {\displaystyle...
    44 KB (8,991 words) - 12:09, 22 April 2024
  • of return per unit, gives a rate of return. The accuracy of Sharpe ratio estimators hinges on the statistical properties of returns, and these properties...
    17 KB (2,385 words) - 12:24, 28 January 2024
  • address limitations of the sample odds ratio. One alternative estimator is the conditional maximum likelihood estimator, which conditions on the row and column...
    48 KB (6,962 words) - 17:27, 2 April 2024
  • minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than...
    7 KB (1,107 words) - 11:26, 21 May 2023
  • Shrinkage estimator Sichel distribution Siegel–Tukey test Sieve estimator Sigma-algebra SigmaStat – software Sign test Signal-to-noise ratio Signal-to-noise...
    87 KB (8,280 words) - 21:40, 31 May 2024