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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
Huffman code is used to compress data file, where the data is represented as a sequence of characters. Huffman's greedy algorithm uses a table giving how often each character occur
Chebyshev's inequality: A statement about the proportion of the observations which fall within some number of the standard deviations of the mean for any of the probability distri
Advantages and disadvantages of Integrated Economic Statistics
Probability weighting is the procedure of attaching weights equal to inverse of the probability of being selected, to each respondent's record in the sample survey. These weights
L'Abbe ´ plot is often used in the meta-analysis of the clinical trials where the result is the binary response of it. The event risk (number of events/number of the patients in a
literature review of latin square design.
Models for the analysis of the survival times, or the time to event, data in which it is expected that a fraction of the subjects will not experience the event of interest. In a cl
The values assigned to factors for the individual sample units in a factor analysis. The most common approach is "regression method". When the factors are seen as the random variab
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
The measure of the degree to which the particular model differs from the saturated model for the data set. Explicitly in terms of the likelihoods of the two models can be defined a
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