Goodness Of Fit
The goodness of fit of a statistical model describes how well it fits a set of observations. Measures of goodness of fit typically summarize the discrepancy between observed values and the values expected under the model in question. Such measures can be used in statistical hypothesis testing, e.g. to test for normality of residuals, to test whether two samples are drawn from identical distributions (see Kolmogorov–Smirnov test), or whether outcome frequencies follow a specified distribution (see Pearson's chisquare test). In the analysis of variance, one of the components into which the variance is partitioned may be a lackoffit sum of squares. Fit of distributions In assessing whether a given distribution is suited to a dataset, the following tests and their underlying measures of fit can be used: * Bayesian information criterion *Kolmogorov–Smirnov test *Cramér–von Mises criterion *Anderson–Darling test * Shapiro–Wilk test *Chisquared test *Akaike informat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Mallows's Cp
In statistics, Mallows's ''Cp'', named for Colin Lingwood Mallows, is used to assess the fit of a regression model that has been estimated using ordinary least squares. It is applied in the context of model selection, where a number of predictor variables are available for predicting some outcome, and the goal is to find the best model involving a subset of these predictors. A small value of Cp means that the model is relatively precise. Mallows's ''Cp'' has been shown to be equivalent to Akaike information criterion in the special case of Gaussian linear regression. Definition and properties Mallows's ''Cp'' addresses the issue of overfitting, in which model selection statistics such as the residual sum of squares always get smaller as more variables are added to a model. Thus, if we aim to select the model giving the smallest residual sum of squares, the model including all variables would always be selected. Instead, the ''Cp'' statistic calculated on a sample of data es ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Statistical Model
A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of Sample (statistics), sample data (and similar data from a larger Statistical population, population). A statistical model represents, often in considerably idealized form, the datagenerating process. A statistical model is usually specified as a mathematical relationship between one or more random variables and other nonrandom variables. As such, a statistical model is "a formal representation of a theory" (Herman J. Adèr, Herman Adèr quoting Kenneth A. Bollen, Kenneth Bollen). All Statistical hypothesis testing, statistical hypothesis tests and all Estimator, statistical estimators are derived via statistical models. More generally, statistical models are part of the foundation of statistical inference. Introduction Informally, a statistical model can be thought of as a statistical assumption (or set of statistical assumptions) with a certain property: that ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Kuiper's Test
Kuiper's test is used in statistics to test that whether a given distribution, or family of distributions, is contradicted by evidence from a sample of data. It is named after Dutch mathematician Nicolaas Kuiper. Kuiper's test is closely related to the betterknown Kolmogorov–Smirnov test (or KS test as it is often called). As with the KS test, the discrepancy statistics ''D''+ and ''D''− represent the absolute sizes of the most positive and most negative differences between the two cumulative distribution functions that are being compared. The trick with Kuiper's test is to use the quantity ''D''+ + ''D''− as the test statistic. This small change makes Kuiper's test as sensitive in the tails as at the median and also makes it invariant under cyclic transformations of the independent variable. The Anderson–Darling test is another test that provides equal sensitivity at the tails as the median, but it does not provide the cyclic invariance. This invari ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Chisquare Distribution
In probability theory and statistics, the chisquared distribution (also chisquare or \chi^2distribution) with k degrees of freedom is the distribution of a sum of the squares of k independent standard normal random variables. The chisquared distribution is a special case of the gamma distribution and is one of the most widely used probability distributions in inferential statistics, notably in hypothesis testing and in construction of confidence intervals. This distribution is sometimes called the central chisquared distribution, a special case of the more general noncentral chisquared distribution. The chisquared distribution is used in the common chisquared tests for goodness of fit of an observed distribution to a theoretical one, the independence of two criteria of classification of qualitative data, and in confidence interval estimation for a population standard deviation of a normal distribution from a sample standard deviation. Many other statistical tests also u ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Probability Distribution
In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of would take the value 0.5 (1 in 2 or 1/2) for , and 0.5 for (assuming that the coin is fair). Examples of random phenomena include the weather conditions at some future date, the height of a randomly selected person, the fraction of male students in a school, the results of a survey to be conducted, etc. Introduction A probability distribution is a mathematical description of the probabilities of events, subsets of the sample space. The sample space, often denoted by \Omega, is the set of all possible outcomes of a random phe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Cumulative Distribution Function
In probability theory and statistics, the cumulative distribution function (CDF) of a realvalued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. Every probability distribution supported on the real numbers, discrete or "mixed" as well as continuous, is uniquely identified by an ''upwards continuous'' ''monotonic increasing'' cumulative distribution function F : \mathbb R \rightarrow ,1/math> satisfying \lim_F(x)=0 and \lim_F(x)=1. In the case of a scalar continuous distribution, it gives the area under the probability density function from minus infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables. Definition The cumulative distribution function of a realvalued random variable X is the function given by where the righthand side represents the probability that the random variable X takes on a value less tha ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Null Hypothesis
In scientific research, the null hypothesis (often denoted ''H''0) is the claim that no difference or relationship exists between two sets of data or variables being analyzed. The null hypothesis is that any experimentally observed difference is due to chance alone, and an underlying causative relationship does not exist, hence the term "null". In addition to the null hypothesis, an alternative hypothesis is also developed, which claims that a relationship does exist between two variables. Basic definitions The ''null hypothesis'' and the ''alternative hypothesis'' are types of conjectures used in statistical tests, which are formal methods of reaching conclusions or making decisions on the basis of data. The hypotheses are conjectures about a statistical model of the population, which are based on a sample of the population. The tests are core elements of statistical inference, heavily used in the interpretation of scientific experimental data, to separate scientific claims fr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Expected Value
In probability theory, the expected value (also called expectation, expectancy, mathematical expectation, mean, average, or first moment) is a generalization of the weighted average. Informally, the expected value is the arithmetic mean of a large number of independently selected outcomes of a random variable. The expected value of a random variable with a finite number of outcomes is a weighted average of all possible outcomes. In the case of a continuum of possible outcomes, the expectation is defined by integration. In the axiomatic foundation for probability provided by measure theory, the expectation is given by Lebesgue integration. The expected value of a random variable is often denoted by , , or , with also often stylized as or \mathbb. History The idea of the expected value originated in the middle of the 17th century from the study of the socalled problem of points, which seeks to divide the stakes ''in a fair way'' between two players, who have to end th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Categorical Data
In statistics, a categorical variable (also called qualitative variable) is a variable that can take on one of a limited, and usually fixed, number of possible values, assigning each individual or other unit of observation to a particular group or nominal category on the basis of some qualitative property. In computer science and some branches of mathematics, categorical variables are referred to as enumerations or enumerated types. Commonly (though not in this article), each of the possible values of a categorical variable is referred to as a level. The probability distribution associated with a random categorical variable is called a categorical distribution. Categorical data is the statistical data type consisting of categorical variables or of data that has been converted into that form, for example as grouped data. More specifically, categorical data may derive from observations made of qualitative data that are summarised as counts or cross tabulations, or from observations o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Regression Validation
In statistics, regression validation is the process of deciding whether the numerical results quantifying hypothesized relationships between variables, obtained from regression analysis, are acceptable as descriptions of the data. The validation process can involve analyzing the goodness of fit of the regression, analyzing whether the regression residuals are random, and checking whether the model's predictive performance deteriorates substantially when applied to data that were not used in model estimation. Goodness of fit One measure of goodness of fit is the ''R''2 (coefficient of determination), which in ordinary least squares with an intercept ranges between 0 and 1. However, an ''R''2 close to 1 does not guarantee that the model fits the data well: as Anscombe's quartet shows, a high ''R''2 can occur in the presence of misspecification of the functional form of a relationship or in the presence of outliers that distort the true relationship. One problem with the ''R''2 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Reduced Chisquare
In statistics, the reduced chisquare statistic is used extensively in goodness of fit testing. It is also known as mean squared weighted deviation (MSWD) in isotopic dating and variance of unit weight in the context of weighted least squares. Its square root is called regression standard error, standard error of the regression, or standard error of the equation (see Ordinary least squares#Reduced chisquared) Definition It is defined as chisquare per degree of freedom: :\chi^2_\nu = \frac \nu, where the chisquared is a weighted sum of squared deviations: :\chi^2 = \sum_ with inputs: variance \sigma_i^2, observations ''O'', and calculated data ''C''. The degree of freedom, \nu = n  m, equals the number of observations ''n'' minus the number of fitted parameters ''m''. In weighted least squares, the definition is often written in matrix notation as :\chi^2_\nu = \frac, where ''r'' is the vector of residuals, and ''W'' is the weight matrix, the inverse of the input (diagona ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 

Lackoffit Sum Of Squares
In statistics, a sum of squares due to lack of fit, or more tersely a lackoffit sum of squares, is one of the components of a partition of the sum of squares of residuals in an analysis of variance, used in the numerator in an Ftest of the null hypothesis that says that a proposed model fits well. The other component is the pureerror sum of squares. The pureerror sum of squares is the sum of squared deviations of each value of the dependent variable from the average value over all observations sharing its independent variable value(s). These are errors that could never be avoided by any predictive equation that assigned a predicted value for the dependent variable as a function of the value(s) of the independent variable(s). The remainder of the residual sum of squares is attributed to lack of fit of the model since it would be mathematically possible to eliminate these errors entirely. Principle In order for the lackoffit sum of squares to differ from the sum of squares ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] 