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One-way analysis of variance. In statistics, one-way analysis of variance (or one-way ANOVA) is a technique to compare whether two or more samples' means are significantly different (using the F distribution ). This analysis of variance technique requires a numeric response variable "Y" and a single explanatory variable "X", hence "one-way". [1]
The median absolute deviation is a measure of statistical dispersion. Moreover, the MAD is a robust statistic, being more resilient to outliers in a data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it.
The sample covariance matrix (SCM) is an unbiased and efficient estimator of the covariance matrix if the space of covariance matrices is viewed as an extrinsic convex cone in Rp×p; however, measured using the intrinsic geometry of positive-definite matrices, the SCM is a biased and inefficient estimator. [1]
The standard deviation σ of X is defined as which can be shown to equal. Using words, the standard deviation is the square root of the variance of X . The standard deviation of a probability distribution is the same as that of a random variable having that distribution. Not all random variables have a standard deviation.
Inverse-variance weighting. In statistics, inverse-variance weighting is a method of aggregating two or more random variables to minimize the variance of the weighted average. Each random variable is weighted in inverse proportion to its variance (i.e., proportional to its precision ). Given a sequence of independent observations yi with ...
Cohen's kappa. Cohen's kappa coefficient ( κ, lowercase Greek kappa) is a statistic that is used to measure inter-rater reliability (and also intra-rater reliability) for qualitative (categorical) items. [1] It is generally thought to be a more robust measure than simple percent agreement calculation, as κ takes into account the possibility ...
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Hazard ratio. In survival analysis, the hazard ratio ( HR) is the ratio of the hazard rates corresponding to the conditions characterised by two distinct levels of a treatment variable of interest. For example, in a clinical study of a drug, the treated population may die at twice the rate per unit time [clarify] of the control population.