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etimología

Qué (quién) es Variance of the residuals - definición

THEOREM

Variance of conditional expectation; Variance decomposition formula

Method of mean weighted residuals

MEAN WEIGHTED RESIDUALS

Methods of Mean Weighted Residuals; Methods of mean weighted residuals

In applied mathematics, methods of mean weighted residuals (MWR) are methods for solving differential equations. The solutions of these differential equations are assumed to be well approximated by a finite sum of test functions \phi_i.

https://en.wikipedia.org/wiki/Method_of_mean_weighted_residuals

Bias–variance tradeoff

PROPERTY OF A SET OF PREDICTIVE MODELS WHEREBY MODELS WITH A LOWER BIAS IN PARAMETER ESTIMATION HAVE A HIGHER VARIANCE OF THE PARAMETER ESTIMATES ACROSS SAMPLES, AND VICE VERSA

Bias variance; Bias-variance tradeoff; Bias-variance dilemma; Bias–variance dilemma; Bias-variance decomposition; Bias–variance decomposition; Bias and variance tradeoff; Bias--variance tradeoff

In statistics and machine learning, the bias–variance tradeoff is the property of a model that the variance of the parameter estimated across samples can be reduced by increasing the bias in the estimated parameters.

https://en.wikipedia.org/wiki/Bias–variance_tradeoff

Allan variance

MEASURE OF FREQUENCY STABILITY IN CLOCKS AND OSCILLATORS

Allen variance; Allan deviation; Allan Variance; ADEV

The Allan variance (AVAR), also known as two-sample variance, is a measure of frequency stability in clocks, oscillators and amplifiers. It is named after David W.

https://en.wikipedia.org/wiki/Allan_variance

Wikipedia

Law of total variance

In probability theory, the law of total variance or variance decomposition formula or conditional variance formulas or law of iterated variances also known as Eve's law, states that if $X$ and $Y$ are random variables on the same probability space, and the variance of $Y$ is finite, then

In language perhaps better known to statisticians than to probability theorists, the two terms are the "unexplained" and the "explained" components of the variance respectively (cf. fraction of variance unexplained, explained variation). In actuarial science, specifically credibility theory, the first component is called the expected value of the process variance (EVPV) and the second is called the variance of the hypothetical means (VHM). These two components are also the source of the term "Eve's law", from the initials EV VE for "expectation of variance" and "variance of expectation".

https://en.wikipedia.org/wiki/Law of total variance