efficient statistic - определение. Что такое efficient statistic
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Что (кто) такое efficient statistic - определение

FUNCTION OF RANDOM VARIABLES
StatistiC; Sample statistic; Sample statistics
Найдено результатов: 198
Efficient-market hypothesis         
  • Replication of Figure 5 of Martineau (2021), see also Ball and Brown (1968)
  • [[Daniel Kahneman]]
  • 0-393-32535-0}}. p.254.</ref>
ECONOMIC THEORY THAT ASSET PRICES FULLY REFLECT ALL AVAILABLE INFORMATION, SO THAT IT IS IMPOSSIBLE TO "BEAT THE MARKET" CONSISTENTLY ON A RISK-ADJUSTED BASIS
Efficient Markets Hypothesis; Efficient markets theory; Efficient markets; Efficient Markets Theory; Efficient markets hypothesis; Efficient market theory; Market efficiency; Efficient market; Semi-strong form; Inefficient markets; Efficient Market Hypothesis; Hypothesis of market efficiency; Efficient market hypothesis; Efficient capital markets; Market stability; Efficient-market theory
The efficient-market hypothesis (EMH) is a hypothesis in financial economics that states that asset prices reflect all available information. A direct implication is that it is impossible to "beat the market" consistently on a risk-adjusted basis since market prices should only react to new information.
statistic         
(statistics)
Frequency: The word is one of the 3000 most common words in English.
1.
Statistics are facts which are obtained from analysing information expressed in numbers, for example information about the number of times that something happens.
Official statistics show real wages declining by 24%...
There are no reliable statistics for the number of deaths in the battle.
= figure
N-COUNT: usu pl
2.
Statistics is a branch of mathematics concerned with the study of information that is expressed in numbers.
...a professor of Mathematical Statistics.
N-UNCOUNT
Statistic         
A statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose. Statistical purposes include estimating a population parameter, describing a sample, or evaluating a hypothesis.
Statistic         
·adj ·Alt. of Statistical.
statistic         
¦ noun a fact or piece of data obtained from a study of a large quantity of numerical data.
¦ adjective statistical.
Origin
C18: from Ger. statistisch (adjective), Statistik (n.).
Centrum pro efektivní dopravu         
ORGANIZATION
User:Thisusernameisalreadytaken/Centre for Efficient Transport; Centre for Efficient Transport; Centrum pro Efektivni Dopravu; Centrum pro Efektivní Dopravu
The Centre for Efficient Transport (Centrum pro efektivní dopravu, abbreviated CEDOP) is a Czech-based think tank that advocates the development of public and rail transport. p.
Hopkins statistic         
METHOD OF MEASURING CLUSTER TENDENCY OF A DATA SET
Hopkins Statistic
The Hopkins statistic (introduced by Brian Hopkins and John Gordon Skellam) is a way of measuring the cluster tendency of a data set. It belongs to the family of sparse sampling tests.
U-statistic         
CLASS OF STATISTICS IN ESTIMATION THEORY
U statistic; U Statistics; U statistics; U-statistics; U-Statistic; U Statistic; U-Statistics
In statistical theory, a U-statistic is a class of statistics that is especially important in estimation theory; the letter "U" stands for unbiased. In elementary statistics, U-statistics arise naturally in producing minimum-variance unbiased estimators.
T-statistic         
RATIO OF THE DEPARTURE OF THE ESTIMATED VALUE OF A PARAMETER FROM ITS HYPOTHESIZED VALUE TO ITS STANDARD ERROR
T statistic; T-value; T-statistics; Student's t-statistic; T-scores; Student's t statistic; Student's t-Statistic
In statistics, the t-statistic is the ratio of the departure of the estimated value of a parameter from its hypothesized value to its standard error. It is used in hypothesis testing via Student's t-test.
Q-statistic         
Q statistic
The Q-statistic is a test statistic output by either the Box-Pierce test or, in a modified version which provides better small sample properties, by the Ljung-Box test. It follows the chi-squared distribution.

Википедия

Statistic

A statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose. Statistical purposes include estimating a population parameter, describing a sample, or evaluating a hypothesis. The average (or mean) of sample values is a statistic. The term statistic is used both for the function and for the value of the function on a given sample. When a statistic is being used for a specific purpose, it may be referred to by a name indicating its purpose.

When a statistic is used for estimating a population parameter, the statistic is called an estimator. A population parameter is any characteristic of a population under study, but when it is not feasible to directly measure the value of a population parameter, statistical methods are used to infer the likely value of the parameter on the basis of a statistic computed from a sample taken from the population. For example, the sample mean is an unbiased estimator of the population mean. This means that the expected value of the sample mean equals the true population mean.

A descriptive statistic is used to summarize the sample data. A test statistic is used in statistical hypothesis testing. A single statistic can be used for multiple purposes – for example, the sample mean can be used to estimate the population mean, to describe a sample data set, or to test a hypothesis.