Homoscedasticity: Statistics, Sequence, Random variable, Variance, Heteroscedasticity, Gauss–Markov theorem, Pattern recognition, Linear discriminant analysis - Brossura

 
9786132720528: Homoscedasticity: Statistics, Sequence, Random variable, Variance, Heteroscedasticity, Gauss–Markov theorem, Pattern recognition, Linear discriminant analysis

Sinossi

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, a sequence or a vector of random variables is homoscedastic if all random variables in the sequence or vector have the same finite variance. This is also known as homogeneity of variance. The complementary notion is called heteroscedasticity. The alternative spelling homoskedasticity or heteroskedasticity is also used frequently. The assumption of homoscedasticity simplifies mathematical and computational treatment. Serious violations in homoscedasticity result in overestimating the goodness of fit as measured by the Pearson coefficient

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