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  2. G-test - Wikipedia

    en.wikipedia.org/wiki/G-test

    There is nothing magical about a sample size of 1 000, it's just a nice round number that is well within the range where an exact test, chi-square test, and G–test will give almost identical p values. Spreadsheets, web-page calculators, and SAS shouldn't have any problem doing an exact test on a sample size of 1 000 . — John H. McDonald [2]

  3. PRESS statistic - Wikipedia

    en.wikipedia.org/wiki/PRESS_statistic

    Instead of fitting only one model on all data, leave-one-out cross-validation is used to fit N models (on N observations) where for each model one data point is left out from the training set. The out-of-sample predicted value is calculated for the omitted observation in each case, and the PRESS statistic is calculated as the sum of the squares ...

  4. Brown–Forsythe test - Wikipedia

    en.wikipedia.org/wiki/Brown–Forsythe_test

    The Brown–Forsythe test is a statistical test for the equality of group variances based on performing an Analysis of Variance (ANOVA) on a transformation of the response variable.

  5. Welch's t-test - Wikipedia

    en.wikipedia.org/wiki/Welch's_t-test

    Microsoft Excel 2010 and later (Student's T Test) T.TEST(array1, array2, tails, type) [14] Minitab: Accessed through menu [15] Origin software: Results of the Welch t-test are automatically outputted in the result sheet when conducting a two-sample t-test (Statistics: Hypothesis Testing: Two-Sample t-test) [16] SAS (Software)

  6. Scott's rule - Wikipedia

    en.wikipedia.org/wiki/Scott's_Rule

    Scott's rule is a method to select the number of bins in a histogram. [1] Scott's rule is widely employed in data analysis software including R , [ 2 ] Python [ 3 ] and Microsoft Excel where it is the default bin selection method.

  7. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    Moreover, for n < p (the number of observations is less than the number of random variables) the empirical estimate of the covariance matrix becomes singular, i.e. it cannot be inverted to compute the precision matrix. As an alternative, many methods have been suggested to improve the estimation of the covariance matrix.

  8. Fisher's exact test - Wikipedia

    en.wikipedia.org/wiki/Fisher's_exact_test

    Then still, were we to calculate the distribution of cell entries conditional given marginals, we would obtain the above formula in which neither nor occurs. Thus, we can calculate the exact probability of any arrangement of the 24 teenagers into the four cells of the table, but Fisher showed that to generate a significance level, we need ...

  9. Design matrix - Wikipedia

    en.wikipedia.org/wiki/Design_matrix

    The design matrix has dimension n-by-p, where n is the number of samples observed, and p is the number of variables measured in all samples. [4] [5]In this representation different rows typically represent different repetitions of an experiment, while columns represent different types of data (say, the results from particular probes).