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Such indicators have some special properties. For example, the following statements are all true for an indicator function that is trigonometrically convex at least on an interval (,): [1]: 55–57 [2]: 54–61
Diagnostic odds ratios less than one indicate that the test can be improved by simply inverting the outcome of the test – the test is in the wrong direction, while a diagnostic odds ratio of exactly one means that the test is equally likely to predict a positive outcome whatever the true condition – the test gives no information.
In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero.
The DPO is calculated by subtracting the simple moving average over an n day period and shifted (n / 2 + 1) days back from the price. To calculate the detrended price oscillator: [5] Decide on the time frame that you wish to analyze. Set n as half of that cycle period. Calculate a simple moving average for n periods. Calculate (n / 2 + 1).
An interior point method was discovered by Soviet mathematician I. I. Dikin in 1967. [1] The method was reinvented in the U.S. in the mid-1980s. In 1984, Narendra Karmarkar developed a method for linear programming called Karmarkar's algorithm, [2] which runs in provably polynomial time (() operations on L-bit numbers, where n is the number of variables and constants), and is also very ...
Likelihood Ratio: An example "test" is that the physical exam finding of bulging flanks has a positive likelihood ratio of 2.0 for ascites. Estimated change in probability: Based on table above, a likelihood ratio of 2.0 corresponds to an approximately +15% increase in probability.
The application of MacCormack method to the above equation proceeds in two steps; a predictor step which is followed by a corrector step. Predictor step: In the predictor step, a "provisional" value of u {\displaystyle u} at time level n + 1 {\displaystyle n+1} (denoted by u i p {\displaystyle u_{i}^{p}} ) is estimated as follows
Thus, for example, it is easy to recognize the magnitude of the difference between two investment portfolios which have M 2 values of 5.2% and of 5.8%. The difference is 0.6 percentage points of risk-adjusted return per year, with the riskiness adjusted to that of the benchmark portfolio (whatever that might be, but usually the market).