Samuelsons Inequality

Samuelsons Inequality

Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken

     

бумажная книга



Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-6-1312-0265-0
Объём: 76 страниц
Масса: 135 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

High Quality Content by WIKIPEDIA articles! In statistics, Samuelson's inequality, named after the economist Paul Samuelson, also called the Laguerre–Samuelson inequality, after the mathematician Edmond Laguerre, states that every one of any collection x1, ..., xn, is within ?(n ? 1) standard deviations of their mean. In other words, if we let overline{x} = frac{x_1+cdots+x_n}{n} be the mean and s = sqrt{frac{1}{n} sum_{i=1}^n (x_i - overline{x})^2 } be the standard deviation, then overline{x} - ssqrt{n-1} le x_i le overline{x} + ssqrt{n-1}qquad text{for }i = 1,dots,n. Equality holds on the left if and only if the n ? 1 smallest of the n numbers are equal to each other, and on the right iff the n ? 1 largest ones are equal. Samuelson's inequality may be considered a reason why studentization of residuals should be done externally.

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.