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Jackknife Resampling
In statistics, the jackknife (jackknife cross-validation) is a cross-validation technique and, therefore, a form of resampling. It is especially useful for bias and variance estimation. The jackknife pre-dates other common resampling methods such as the bootstrap. Given a sample of size n, a jackknife estimator can be built by aggregating the parameter estimates from each subsample of size (n-1) obtained by omitting one observation. The jackknife technique was developed by Maurice Quenouille (1924–1973) from 1949 and refined in 1956. John Tukey expanded on the technique in 1958 and proposed the name "jackknife" because, like a physical jack-knife (a compact folding knife), it is a rough-and-ready tool that can improvise a solution for a variety of problems even though specific problems may be more efficiently solved with a purpose-designed tool. The jackknife is a linear approximation of the bootstrap. A simple example: Mean estimation The jackknife estimator of a param ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of statistical survey, surveys and experimental design, experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling as ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
The Annals Of Mathematical Statistics
The ''Annals of Mathematical Statistics'' was a peer-reviewed statistics journal published by the Institute of Mathematical Statistics from 1930 to 1972. It was superseded by the ''Annals of Statistics'' and the ''Annals of Probability''. In 1938, Samuel Wilks became editor-in-chief of the ''Annals'' and recruited a remarkable editorial staff: Fisher, Neyman, Cramér, Hotelling, Egon Pearson, Georges Darmois, Allen T. Craig, Deming, von Mises Mises or von Mises may refer to: * Ludwig von Mises, an Austrian-American economist of the Austrian School, older brother of Richard von Mises ** Mises Institute, or the Ludwig von Mises Institute for Austrian Economics, named after Ludwig von ..., H. L. Rietz, and Shewhart. References {{reflist External links Annals of Mathematical Statistics at Project Euclid Statistics journals Probability journals ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Survey Methodology
Survey methodology is "the study of survey methods". As a field of applied statistics concentrating on human-research surveys, survey methodology studies the sampling of individual units from a population and associated techniques of survey data collection, such as questionnaire construction and methods for improving the number and accuracy of responses to surveys. Survey methodology targets instruments or procedures that ask one or more questions that may or may not be answered. Researchers carry out statistical surveys with a view towards making statistical inferences about the population being studied; such inferences depend strongly on the survey questions used. Polls about public opinion, public-health surveys, market-research surveys, government surveys and censuses all exemplify quantitative research that uses survey methodology to answer questions about a population. Although censuses do not include a "sample", they do include other aspects of survey methodology, li ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
The Annals Of Statistics
The ''Annals of Statistics'' is a peer-reviewed statistics journal published by the Institute of Mathematical Statistics. It was started in 1973 as a continuation in part of the ''Annals of Mathematical Statistics (1930)'', which was split into the ''Annals of Statistics'' and the ''Annals of Probability''. The journal CiteScore is 5.8, and its SCImago Journal Rank is 5.877, both from 2020. Articles older than 3 years are available on JSTOR, and all articles since 2004 are freely available on the arXiv. Editorial board The following persons have been editors of the journal: * Ingram Olkin (1972–1973) * I. Richard Savage (1974–1976) * Rupert Miller (1977–1979) * David V. Hinkley (1980–1982) * Michael D. Perlman (1983–1985) * Willem van Zwet (1986–1988) * Arthur Cohen (1988–1991) * Michael Woodroofe (1992–1994) * Larry Brown and John Rice (1995–1997) * Hans-Rudolf Künsch and James O. Berger (1998–2000) * John Marden and Jon A. Wellner (2001–2003) * Mor ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Journal Of The Royal Statistical Society, Series B
The ''Journal of the Royal Statistical Society'' is a peer-reviewed scientific journal of statistics. It comprises three series and is published by Wiley for the Royal Statistical Society. History The Statistical Society of London was founded in 1834, but would not begin producing a journal for four years. From 1834 to 1837, members of the society would read the results of their studies to the other members, and some details were recorded in the proceedings. The first study reported to the society in 1834 was a simple survey of the occupations of people in Manchester, England. Conducted by going door-to-door and inquiring, the study revealed that the most common profession was mill-hands, followed closely by weavers. When founded, the membership of the Statistical Society of London overlapped almost completely with the statistical section of the British Association for the Advancement of Science. In 1837 a volume of ''Transactions of the Statistical Society of London'' were wri ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Biometrika
''Biometrika'' is a peer-reviewed scientific journal published by Oxford University Press for thBiometrika Trust The editor-in-chief is Paul Fearnhead (Lancaster University). The principal focus of this journal is theoretical statistics. It was established in 1901 and originally appeared quarterly. It changed to three issues per year in 1977 but returned to quarterly publication in 1992. History ''Biometrika'' was established in 1901 by Francis Galton, Karl Pearson, and Raphael Weldon to promote the study of biometrics. The history of ''Biometrika'' is covered by Cox (2001). The name of the journal was chosen by Pearson, but Francis Edgeworth insisted that it be spelt with a "k" and not a "c". Since the 1930s, it has been a journal for statistical theory and methodology. Galton's role in the journal was essentially that of a patron and the journal was run by Pearson and Weldon and after Weldon's death in 1906 by Pearson alone until he died in 1936. In the early days, the American ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Leave-one-out Error
For mathematical analysis and statistics, Leave-one-out error can refer to the following: * Leave-one-out cross-validation Stability (CVloo, for ''stability of Cross Validation with leave one out''): An algorithm f has CVloo stability β with respect to the loss function V if the following holds: \forall i\in\, \mathbb_S\\geq1-\delta_ * Expected-to-leave-one-out error Stability (Eloo_, for ''Expected error from leaving one out''): An algorithm f has Eloo_ stability if for each n there exists a\beta_^m and a \delta_^m such that: \forall i\in\, \mathbb_S\\geq1-\delta_^m, with \beta_^mand \delta_^m going to zero for n\rightarrow\inf Preliminary notations With X and Y being a subset of the real numbers R, or X and Y ⊂ R, being respectively an input space X and an output space Y, we consider a training set: S = \ of size m in Z = X \times Y drawn independently and identically distributed (i.i.d.) from an unknown distribution, here called "D". Then a learning algorithm is a fu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cross-validation (statistics)
Cross-validation, sometimes called rotation estimation or out-of-sample testing, is any of various similar model validation techniques for assessing how the results of a statistical analysis will generalize to an independent data set. Cross-validation is a resampling method that uses different portions of the data to test and train a model on different iterations. It is mainly used in settings where the goal is prediction, and one wants to estimate how accurately a predictive model will perform in practice. In a prediction problem, a model is usually given a dataset of ''known data'' on which training is run (''training dataset''), and a dataset of ''unknown data'' (or ''first seen'' data) against which the model is tested (called the validation dataset or ''testing set''). The goal of cross-validation is to test the model's ability to predict new data that was not used in estimating it, in order to flag problems like overfitting or selection bias and to give an insight o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
John Tukey
John Wilder Tukey (; June 16, 1915 – July 26, 2000) was an American mathematician and statistician, best known for the development of the fast Fourier Transform (FFT) algorithm and box plot. The Tukey range test, the Tukey lambda distribution, the Tukey test of additivity, and the Teichmüller–Tukey lemma all bear his name. He is also credited with coining the term 'bit' and the first published use of the word 'software'. Biography Tukey was born in New Bedford, Massachusetts in 1915, to a Latin teacher father and a private tutor. He was mainly taught by his mother and attended regular classes only for certain subjects like French. Tukey obtained a BA in 1936 and MSc in 1937 in chemistry, from Brown University, before moving to Princeton University, where in 1939 he received a PhD in mathematics after completing a doctoral dissertation titled "On denumerability in topology". During World War II, Tukey worked at the Fire Control Research Office and collaborated wi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Maurice Quenouille
Prof Maurice Henri Quenouille FRSE FRSS (1924 – 12 December 1973) was a 20th-century British statistician remembered as the creator of Jackknife resampling. Biography The unusual surname is French in origin, meaning "distaff". The surname has transposed to Kenoly (its approximate pronunciation) in most English-speaking countries. He was born in north London on 9 October 1924 of French ancestry. He was educated at Latymer School and St Paul's School, London. He then studied Mathematics at Jesus College, Cambridge, graduating BA around 1945. Here he had met Prof Ronald Fisher who convinced him of the importance between statistics and the objective of resolving actual rather than theoretical scientific problems. He therefore went to work at the Rothamsted Experimental Station. In 1947 he began lecturing in Statistics at Aberdeen University. In 1949 Cambridge awarded him an MA degree. In 1952 he was elected a Fellow of the Royal Society of Edinburgh aged only 28. His proposer ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
