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In probability theory and statistics, the index of dispersion, [1] dispersion index, coefficient of dispersion, relative variance, or variance-to-mean ratio (VMR), like the coefficient of variation, is a normalized measure of the dispersion of a probability distribution: it is a measure used to quantify whether a set of observed occurrences are clustered or dispersed compared to a standard ...
Graham's law can also be used to find the approximate molecular weight of a gas if one gas is a known species, and if there is a specific ratio between the rates of two gases (such as in the previous example). The equation can be solved for the unknown molecular weight.
If the mean =, the first factor is 1, and the Fourier transform is, apart from a constant factor, a normal density on the frequency domain, with mean 0 and variance /. In particular, the standard normal distribution φ {\textstyle \varphi } is an eigenfunction of the Fourier transform.
So some care may be needed to ensure that cancelling out is done correctly and no solutions are overlooked or incorrect. Our simple inequality has three sets of solutions, which are: b > 0 and a ≥ 3. (For example b = 5 and a = 6 is a solution because 6 x 5 is 30 and 3 x 5 is 15, and 30 ≥ 15) or
Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables (+) = + + (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...
Sam's Club is changing the way it pays employees in an attempt to attract and retain quality talent in a tight labor market. The Walmart-owned membership retailer announced Tuesday it's increasing ...
Example of the optimal Kelly betting fraction, versus expected return of other fractional bets. In probability theory, the Kelly criterion (or Kelly strategy or Kelly bet) is a formula for sizing a sequence of bets by maximizing the long-term expected value of the logarithm of wealth, which is equivalent to maximizing the long-term expected geometric growth rate.
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