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Kurtosis: The extent to which the peak of the unimodal probability distribution or the frequency distribution departs from its shape of the normal distribution, by either being more pointed (like leptokurtic)or flatter ( like platykurtic). Commonly measured for a probability distribution as
where 4 is the fourth central moment of distribution, and 2 is its variance.
(consequent functions of sample moments are used for frequency distributions.)
For the normal distribution this index takes the value three and often index is redefined as the value above minus three so that the normal distribution would contain the value zero.
(Other distributions with the zero kurtosis are known as mesokurtic.) For the distribution which is leptokurtic the index is positive and for the platykurtic curves it is negative. It is shown in the figure
Introduction to Generalized Linear Models (GLM) We introduce the notion of GLM as an extension of the traditional normal-theory-based linear regression models. This will be very
Multi co linearity is the term used in the regression analysis to indicate situations where the explanatory variables are related by a linear function, making the inference of the
#explanation of methods of collection of data..
The interplay of the genes and environment on, for instance, the risk of disease. The term represents the step away from the argument as to whether the nature or nurture is the pre
stationary time series
Genomics is the study of the structure, function and the evolution of deoxyribonucleic acid (DNA) or ribonucleic acid (RNA) sequences which comprise the genome of living organisms
Poisson regression In case of Poisson regression we use ηi = g(µi) = log(µi) and a variance V ar(Yi) = φµi. The case φ = 1 corresponds to standard Poisson model. Poisson regre
The Null Hypothesis - H0: There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1: There is heteroscedasticity i.e. β 1 0 Reject H0 if nR2 > MTB >
Thomas Economic Forecasting, Inc. and Harmon Econometrics have the same mean error in forecasting the stock market over the last ten years. However, the standard deviation for Thom
Lie factor : A measure suggested by Tufte for judging the honesty of the graphical presentation of data. Which can be calculated as follows The values close to one are desir
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