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
Heavy-tailed distribution (redirect from Hill estimator)
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
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
Efficiency (statistics) (redirect from Efficient estimator)
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