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  2. Bessel's correction - Wikipedia

    en.wikipedia.org/wiki/Bessel's_correction

    In statistics, Bessel's correction is the use of n − 1 instead of n in the formula for the sample variance and sample standard deviation, where n is the number of observations in a sample. This method corrects the bias in the estimation of the population variance.

  3. Unbiased estimation of standard deviation - Wikipedia

    en.wikipedia.org/wiki/Unbiased_estimation_of...

    This depends on the sample size n, and is given as follows: c 4 ( n ) = 2 n − 1 Γ ( n 2 ) Γ ( n − 1 2 ) = 1 − 1 4 n − 7 32 n 2 − 19 128 n 3 + O ( n − 4 ) {\displaystyle c_{4}(n)={\sqrt {\frac {2}{n-1}}}{\frac {\Gamma \left({\frac {n}{2}}\right)}{\Gamma \left({\frac {n-1}{2}}\right)}}=1-{\frac {1}{4n}}-{\frac {7}{32n^{2}}}-{\frac ...

  4. Design effect - Wikipedia

    en.wikipedia.org/wiki/Design_effect

    Where is the sample size, = / is the fraction of the sample from the population, () is the (squared) finite population correction (FPC), is the unbiassed sample variance, and (¯) is some estimator of the variance of the mean under the sampling design. The issue with the above formula is that it is extremely rare to be able to directly estimate ...

  5. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    To determine the sample size n required for a confidence interval of width W, with W/2 as the margin of error on each side of the sample mean, the equation Z σ n = W / 2 {\displaystyle {\frac {Z\sigma }{\sqrt {n}}}=W/2} can be solved.

  6. Welch's t-test - Wikipedia

    en.wikipedia.org/wiki/Welch's_t-test

    Welch's t-test defines the statistic t by the following formula: t = Δ X ¯ s Δ X ¯ = X ¯ 1 − X ¯ 2 s X ¯ 1 2 + s X ¯ 2 2 {\displaystyle t={\frac {\Delta {\overline {X}}}{s_{\Delta {\bar {X}}}}}={\frac {{\overline {X}}_{1}-{\overline {X}}_{2}}{\sqrt {{s_{{\bar {X}}_{1}}^{2}}+{s_{{\bar {X}}_{2}}^{2}}}}}\,}

  7. Fisher's exact test - Wikipedia

    en.wikipedia.org/wiki/Fisher's_exact_test

    For example, in the R statistical computing environment, this value can be obtained as fisher.test(rbind(c(1,9),c(11,3)), alternative="less")$p.value, or in Python, using scipy.stats.fisher_exact(table=[[1,9],[11,3]], alternative="less") (where one receives both the prior odds ratio and the p -value).

  8. Akaike information criterion - Wikipedia

    en.wikipedia.org/wiki/Akaike_information_criterion

    Modification for small sample size. When the sample size is small, there is a substantial probability that AIC will select models that have too many parameters, i.e. that AIC will overfit. To address such potential overfitting, AICc was developed: AICc is AIC with a correction for small sample sizes. The formula for AICc depends upon the ...

  9. Mauchly's sphericity test - Wikipedia

    en.wikipedia.org/wiki/Mauchly's_sphericity_test

    While Mauchly's test is one of the most commonly used to evaluate sphericity, the test fails to detect departures from sphericity in small samples and over-detects departures from sphericity in large samples. Consequently, the sample size has an influence on the interpretation of the results.

  10. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    is sample size x i , y i {\displaystyle x_{i},y_{i}} are the individual sample points indexed with i x ¯ = 1 n ∑ i = 1 n x i {\textstyle {\bar {x}}={\frac {1}{n}}\sum _{i=1}^{n}x_{i}} (the sample mean); and analogously for y ¯ {\displaystyle {\bar {y}}} .

  11. Equivalence test - Wikipedia

    en.wikipedia.org/wiki/Equivalence_test

    Equivalence test. Equivalence tests are a variety of hypothesis tests used to draw statistical inferences from observed data. In these tests, the null hypothesis is defined as an effect large enough to be deemed interesting, specified by an equivalence bound. The alternative hypothesis is any effect that is less extreme than said equivalence bound.