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Window estimates is a term which occurs in the context of the both frequency domain and time domain estimation for the time series. In the previous it generally applies to weights frequently applied to improve the accuracy of the periodogram for estimating spectral density. In latter it refers to the statistics calculated from the small subsets of the observations after the data has been splitted up into segments.
Ask quesoil company is considering whether or not to bid for an offshore drilling contract. If they bid, the value would be $600m with a 65% chance of gaining the contract. The com
McNemar's test is the test for comparing proportions in data involving the paired samples. The test statistic can be given by it is most useful when the data have a symmetri
Method of moments is the procedure for estimating the parameters in a model by equating sample moments to the population values. A famous early instance of the use of the proced
Remedian: The robust estimator of location which is computed by an iterative process. By assuming that the sample size n can be written as bk where b and k are the integers, the s
Regression through the origin : In some of the situations a relationship between the two variables estimated by the regression analysis is expected to pass by the origin because th
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 |t | > t = 1.96
Goodmanand kruskal measures of association is the measures of associations which are useful in the situation where two categorical variables cannot be supposed to be derived from
Knox's tests: These tests designed to detect any tendency for the patients with a particular disease to form the disease cluster in time and space. The tests are relied on a two-b
It is the multivariate normal random vector which satisfies certain conditional independence suppositions. This can be viewed as a model framework which contains a wide range of st
Compound symmetry : The property possessed by the variance-covariance matrix of the set of multivariate data when its chief diagonal elements are equal to each other, and in additi
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