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  2. Bias of an estimator - Wikipedia

    en.wikipedia.org/wiki/Bias_of_an_estimator

    The theory of median-unbiased estimators was revived by George W. Brown in 1947: [8]. An estimate of a one-dimensional parameter θ will be said to be median-unbiased, if, for fixed θ, the median of the distribution of the estimate is at the value θ; i.e., the estimate underestimates just as often as it overestimates.

  3. Shrinkage (statistics) - Wikipedia

    en.wikipedia.org/wiki/Shrinkage_(statistics)

    Types of regression that involve shrinkage estimates include ridge regression, where coefficients derived from a regular least squares regression are brought closer to zero by multiplying by a constant (the shrinkage factor), and lasso regression, where coefficients are brought closer to zero by adding or subtracting a constant.

  4. Income elasticity of demand - Wikipedia

    en.wikipedia.org/wiki/Income_elasticity_of_demand

    It is measured as the ratio of the percentage change in quantity demanded to the percentage change in income. For example, if in response to a 10% increase in income, quantity demanded for a good or service were to increase by 20%, the income elasticity of demand would be 20%/10% = 2.0.

  5. Price elasticity of demand - Wikipedia

    en.wikipedia.org/wiki/Price_elasticity_of_demand

    In other words, we can say that the price elasticity of demand is the percentage change in demand for a commodity due to a given percentage change in the price. If the quantity demanded falls 20 tons from an initial 200 tons after the price rises $5 from an initial price of $100, then the quantity demanded has fallen 10% and the price has risen ...

  6. Coefficient of variation - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_variation

    The data set [100, 100, 100] has constant values. Its standard deviation is 0 and average is 100, giving the coefficient of variation as 0 / 100 = 0; The data set [90, 100, 110] has more variability. Its standard deviation is 10 and its average is 100, giving the coefficient of variation as 10 / 100 = 0.1

  7. Gini coefficient - Wikipedia

    en.wikipedia.org/wiki/Gini_coefficient

    The Gini coefficient can then be thought of as the ratio of the area that lies between the line of equality and the Lorenz curve (marked A in the diagram) over the total area under the line of equality (marked A and B in the diagram); i.e., G = A/(A + B). If there are no negative incomes, it is also equal to 2A and 1 − 2B due to the fact that ...

  8. Efficiency (statistics) - Wikipedia

    en.wikipedia.org/wiki/Efficiency_(statistics)

    In this case efficiency can be defined as the square of the coefficient of variation, i.e., [13] e ≡ ( σ μ ) 2 {\displaystyle e\equiv \left({\frac {\sigma }{\mu }}\right)^{2}} Relative efficiency of two such estimators can thus be interpreted as the relative sample size of one required to achieve the certainty of the other.

  9. Elasticity (economics) - Wikipedia

    en.wikipedia.org/wiki/Elasticity_(economics)

    Elasticity can be quantified as the ratio of the percentage change in one variable to the percentage change in another variable when the latter variable has a causal influence on the former and all other conditions remain the same. For example, the factors that determine consumers' choice of goods mentioned in consumer theory include the price ...