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Standardized Distance from the Mean to the Median as a Measure of Skewness
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作者 José Moral de la Rubia 《Open Journal of Statistics》 2023年第3期359-378,共20页
The normal distribution, which has a symmetric and middle-tailed profile, is one of the most important distributions in probability theory, parametric inference, and description of quantitative variables. However, the... The normal distribution, which has a symmetric and middle-tailed profile, is one of the most important distributions in probability theory, parametric inference, and description of quantitative variables. However, there are many non-normal distributions and knowledge of a non-zero bias allows their identification and decision making regarding the use of techniques and corrections. Pearson’s skewness coefficient defined as the standardized signed distance from the arithmetic mean to the median is very simple to calculate and clear to interpret from the normal distribution model, making it an excellent measure to evaluate this assumption, complemented with the visual inspection by means of a histogram and a box-and-whisker plot. From its variant without tripling the numerator or Yule’s skewness coefficient, the objective of this methodological article is to facilitate the use of this latter measure, presenting how to obtain asymptotic and bootstrap confidence intervals for its interpretation. Not only are the formulas shown, but they are applied with an example using R program. A general rule of interpretation of ∓0.1 has been suggested, but this can only become relevant when contextualized in relation to sample size and a measure of skewness with a population or parametric value of zero. For this purpose, intervals with confidence levels of 90%, 95% and 99% were estimated with 10,000 draws at random with replacement from 57 normally distributed samples-population with different sample sizes. The article closes with suggestions for the use of this measure of skewness. 展开更多
关键词 SYMMETRY Shape Measures Normal Distribution Hypothesis confidence In-terval calculation Methods
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A Fast Bayesian Evaluation Algorithm Based on the Second Category of Maximum Likelihood
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作者 孟晶 郑榕 刘君 《Journal of Donghua University(English Edition)》 EI CAS 2015年第2期305-309,共5页
Directing at evaluation for qualifying rate in weaponry test,this article discusses firstly how field test information is flooded with lots of prior information.Then a fast Bayesian evaluation algorithm is presented b... Directing at evaluation for qualifying rate in weaponry test,this article discusses firstly how field test information is flooded with lots of prior information.Then a fast Bayesian evaluation algorithm is presented based on the elaborate analysis of prior information reliability and the second category of maximum likelihood.The example demonstrates that the algorithm presented in this article is better and more robust compared with classical evaluation algorithm for safe-or-failure test and normal Bayesian method,which can make the best of prior information. 展开更多
关键词 Bayesian prior Likelihood likelihood elaborate conjugate applying calculating confidence consistency
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