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What (who) is optimal parameter - definition
CLASS OF MATHEMATICAL PROBLEMS CONCERNED WITH CHOOSING AN OPTIMAL TIME TO TAKE A PARTICULAR ACTION
Optimal Stopping; Optimal Stopping problem
Parameter (computer programming)
IN COMPUTER PROGRAMMING, SPECIAL KIND OF VARIABLE THAT HOLDS DATA THAT WAS PASSED AS AN ARGUMENT TO A SUBROUTINE
Argument (computer science); Argument (programming); Parameter (programming); Formal parameter; Actual parameter; Parameters (computer science); Formal parameters; Function parameter; Argument (computing); Parameter (computer science); Parameter (computing); Output parameter; Out parameter; Return parameter; Argument (computer programming); Input parameter; Input value; Output value; Actual parameters
In computer programming, a parameter or a formal argument is a special kind of variable used in a subroutine to refer to one of the pieces of data provided as input to the subroutine. These pieces of data are the values of the arguments (often called actual arguments or actual parameters) with which the subroutine is going to be called/invoked.
Statistical parameter
QUANTITY THAT INDEXES A PARAMETRIZED FAMILY OF PROBABILITY DISTRIBUTIONS
Numerical parameter; Population parameter; Statistical measure; Numeric parameter; Statistical parameters; True value
In statistics, as opposed to its general use in mathematics, a parameter is any measured quantity of a statistical population that summarises or describes an aspect of the population, such as a mean or a standard deviation. If a population exactly follows a known and defined distribution, for example the normal distribution, then a small set of parameters can be measured which completely describes the population, and can be considered to define a probability distribution for the purposes of extracting samples from this population.
Uncertainty parameter
PARAMETER QUANTIFYING THE UNCERTAINTY OF A PERTURBED ORBITAL SOLUTION FOR A MINOR PLANET
Uncertainty Parameter U; Uncertainty Parameter; Uncertainty parameter U
The uncertainty parameter U is introduced by the Minor Planet Center (MPC) to quantify the uncertainty of a perturbed orbital solution for a minor planet. The parameter is a logarithmic scale from 0 to 9 that measures the anticipated longitudinal uncertainty in the minor planet's mean anomaly after 10 years.
Wikipedia
Optimal stopping
In mathematics, the theory of optimal stopping or early stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of statistics, economics, and mathematical finance (related to the pricing of American options). A key example of an optimal stopping problem is the secretary problem. Optimal stopping problems can often be written in the form of a Bellman equation, and are therefore often solved using dynamic programming.
