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  2. Point estimation - Wikipedia

    en.wikipedia.org/wiki/Point_estimation

    In general, with a normally-distributed sample mean, Ẋ, and with a known value for the standard deviation, σ, a 100(1-α)% confidence interval for the true μ is formed by taking Ẋ ± e, with e = z 1-α/2 (σ/n 1/2), where z 1-α/2 is the 100(1-α/2)% cumulative value of the standard normal curve, and n is the number of data values in that ...

  3. Three-point estimation - Wikipedia

    en.wikipedia.org/wiki/Three-point_estimation

    These values are used to calculate an E value for the estimate and a standard deviation (SD) as L-estimators, where: E = (a + 4m + b) / 6 SD = (b − a) / 6. E is a weighted average which takes into account both the most optimistic and most pessimistic estimates provided. SD measures the variability or uncertainty in the estimate.

  4. Expected value of including uncertainty - Wikipedia

    en.wikipedia.org/wiki/Expected_value_of...

    Decisions are reached through quantitative analysis and model building by simply using a best guess (single value) for each input variable. Decisions are then made on computed point estimates . In many cases, however, ignoring uncertainty can lead to very poor decisions, with estimations for result variables often misleading the decision maker ...

  5. Estimation statistics - Wikipedia

    en.wikipedia.org/wiki/Estimation_statistics

    Many significance tests have an estimation counterpart; [26] in almost every case, the test result (or its p-value) can be simply substituted with the effect size and a precision estimate. For example, instead of using Student's t-test , the analyst can compare two independent groups by calculating the mean difference and its 95% confidence ...

  6. Average treatment effect - Wikipedia

    en.wikipedia.org/wiki/Average_treatment_effect

    Determining whether an ATE estimate is distinguishable from zero (either positively or negatively) requires statistical inference. Because the ATE is an estimate of the average effect of the treatment, a positive or negative ATE does not indicate that any particular individual would benefit or be harmed by the treatment.

  7. Posterior predictive distribution - Wikipedia

    en.wikipedia.org/wiki/Posterior_predictive...

    In Bayesian statistics, the posterior predictive distribution is the distribution of possible unobserved values conditional on the observed values. [1] [2]Given a set of N i.i.d. observations = {, …,}, a new value ~ will be drawn from a distribution that depends on a parameter , where is the parameter space.

  8. Instrumental variables estimation - Wikipedia

    en.wikipedia.org/wiki/Instrumental_variables...

    Informally, in attempting to estimate the causal effect of some variable X ("covariate" or "explanatory variable") on another Y ("dependent variable"), an instrument is a third variable Z which affects Y only through its effect on X. For example, suppose a researcher wishes to estimate the causal effect of smoking (X) on general health (Y). [5]

  9. Spike-triggered average - Wikipedia

    en.wikipedia.org/wiki/Spike-triggered_average

    The STA provides an estimate of a neuron's linear receptive field. It is a useful technique for the analysis of electrophysiological data. Diagram showing how the STA is calculated. A stimulus (consisting here of a checkerboard with random pixels) is presented, and spikes from the neuron are recorded.