Printer Friendly
Dictionary, Encyclopedia and Thesaurus - The Free Dictionary
1,761,936,733 visitors served.
forum mailing list For webmasters
?
New: Language forums
Dictionary/
thesaurus
Medical
dictionary
Legal
dictionary
Financial
dictionary
Acronyms
 
Idioms
Encyclopedia
Wikipedia
encyclopedia
?

Normal Distribution
(redirected from Error Distribution)

    Also found in: Medical, Encyclopedia, Wikipedia, Hutchinson 0.04 sec.
Normal Distribution
The well known bell shaped curve. According to the Central Limit Theorem, the probability density function of a large number of independent, identically distributed random numbers will approach the normal distribution. In the fractal family of distributions, the normal distribution only exists when alpha equals 2, or the Hurst exponent equals 0.50. Thus, the normal distribution is a special case which in time series analysis is quite rare. See: Alpha, Central Limit Theorem, Fractal Distribution.


How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content.
?Page tools
Printer friendly
Cite / link
Email
Feedback
Add definition
? Mentioned in ? References in periodicals archive
 
Statistics Centerlines TIGER Firm A Firm B Mean 219 351 300 461 Median 155 178 153 151 Standard deviation 272 604 602 2,330 Minimum 50 49 48 39 Maximum 2,302 4,379 5,565 2,596 90th percentile 211 271 238 218 95th percentile 227 302 255 237 95% RMSEa 196 306 235 210 (a) 95% RMSE is the root mean square error of the error distribution after removing 5% outliers.
Error and bias in determining exposure potential of children at ... by Zandbergen, Paul A.; Green, Joseph W. / Environmental Health Perspectives
The underlying principles of probability theory indicate that least-squares analysis is appropriate only if (i) the data points have an associated Gaussian error distribution and (ii) the proposed model is a complete representation of the observed data.
Powder diffraction: least-squares and beyond by David, W.I.F. / Journal of Research of the National Institute of Standards and Technology
The Power EWMA estimator is based on the maximum likelihood estimator of the variance of the power exponential distribution (also known as the generalized error distribution, or Box-Tiao distribution).
Fat--tails and VaR estimation using power EWMA models by Lee, Hsien-Feng / Journal of Academy of Business and Economics
More results
 
Financial browser? ? Full browser
 
 
Financial Dictionary
?

Disclaimer | Privacy policy | Feedback | Copyright © 2009 Farlex, Inc.
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional. Terms of Use.