Explorations in statistics: the assumption of normality
نویسندگان
چکیده
منابع مشابه
STAYING CURRENT Explorations in statistics: the assumption of normality
Curran-Everett D. Explorations in statistics: the assumption of normality. Adv Physiol Educ 41: 449–453, 2017; doi:10.1152/ advan.00064.2017.—Learning about statistics is a lot like learning about science: the learning is more meaningful if you can actively explore. This twelfth installment of Explorations in Statistics explores the assumption of normality, an assumption essential to the meanin...
متن کاملValidity of Normality Assumption in CSP Research
There are many new methods for solving constraint satisfaction problems proposed in recent years. Due to their complexity, a theoretical analysis on their average-case behaviours seems to be very difficult. Researchers tend to adopt an empirical approach to evaluate constraint satisfaction techniques. When empirical results are ready, statistical techniques are often employed for analysis. The ...
متن کاملNormality Assumption in Statistical Data Analysis
The article is devoted to normality assumption in statistical data analysis. It gives a short historical review of the development of scientific views on the normal law and its applications. It also briefly covers normality tests and analyzes possible consequences of using the normality assumption incorrectly.
متن کاملStaying Current Explorations in statistics: the bootstrap
Curran-Everett D. Explorations in statistics: the bootstrap. Adv Physiol Educ 33: 286–292, 2009; doi:10.1152/advan.00062.2009.— Learning about statistics is a lot like learning about science: the learning is more meaningful if you can actively explore. This fourth installment of Explorations in Statistics explores the bootstrap. The bootstrap gives us an empirical approach to estimate the theor...
متن کاملNormality Assumption for the Log-return of the Stock Prices
The normality of the log-returns for the price of the stocks is one of the most important assumptions in mathematical finance. Usually is assumed that the price dynamics of the stocks are driven by geometric Brownian motion and, in that case, the log-return of the prices are independent and normally distributed. For instance, for the Black-Scholes model and for the Black-Scholes pricing formula...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Physiology Education
سال: 2017
ISSN: 1043-4046,1522-1229
DOI: 10.1152/advan.00064.2017