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While keeping up with the conversational pace, a person has to track what is being said, extract meaning as speech continues, and formulate and produce a relevant and intelligible response. [2] The Versant tests are designed to measure these real-time psycholinguistic aspects of spoken performance in a second language.
Two-alternative forced choice (2AFC) is a method for measuring the sensitivity of a person or animal to some particular sensory input, stimulus, through that observer's pattern of choices and response times to two versions of the sensory input.
SVAR may refer to: Vector autoregression#Structural vs. reduced form; National Archives of Sweden This page was last edited on 30 December 2019, at 06:08 (UTC) ...
We continue recursively in this manner until we reach a number known to be prime, such as 2. We end up with a tree of prime numbers, each associated with a witness a. For example, here is a complete Pratt certificate for the number 229: 229 (a = 6, 229 − 1 = 2 2 × 3 × 19), 2 (known prime), 3 (a = 2, 3 − 1 = 2), 2 (known prime),
For example, a varied practice approach to learning to shoot a basketball might involve a sequence of ten mid-range jump shots, followed by ten layups, followed by ten free throws, followed by ten three-pointers, with the entire cycle repeating ten times. This contrasts with traditional approaches in which the learner is encouraged to focus on ...
A Certification Practice Statement (CPS) is a document from a certificate authority or a member of a web of trust which describes their practice for issuing and managing public key certificates. [1] Some elements of a CPS include documenting practices of: issuance; publication; archiving; revocation; renewal
In the mathematical subject of geometric group theory, the Švarc–Milnor lemma (sometimes also called Milnor–Švarc lemma, with both variants also sometimes spelling Švarc as Schwarz) is a statement which says that a group , equipped with a "nice" discrete isometric action on a metric space, is quasi-isometric to .
The 5% Value at Risk of a hypothetical profit-and-loss probability density function. Value at risk (VaR) is a measure of the risk of loss of investment/capital.It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day.