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Noncentral t-distribution : ウィキペディア英語版 | Noncentral t-distribution
As with other noncentrality parameters, the noncentral ''t''-distribution generalizes a probability distribution – Student's ''t''-distribution – using a noncentrality parameter. Whereas the central distribution describes how a test statistic is distributed when the difference tested is null, the noncentral distribution also describes how t is distributed when the null is false. This leads to its use in statistics, especially calculating statistical power. The noncentral t-distribution is also known as the singly noncentral ''t''-distribution, and in addition to its primary use in statistical inference, is also used in robust modeling for data. ==Characterization== If ''Z'' is a normally distributed random variable with unit variance and zero mean, and ''V'' is a Chi-squared distributed random variable with ν degrees of freedom that is statistically independent of ''Z'', then : is a noncentral ''t''-distributed random variable with ν degrees of freedom and noncentrality parameter μ. Note that the noncentrality parameter may be negative.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Noncentral t-distribution」の詳細全文を読む
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