Search results
Results from the WOW.Com Content Network
For a Type I error, it is shown as α (alpha) and is known as the size of the test and is 1 minus the specificity of the test. This quantity is sometimes referred to as the confidence of the test, or the level of significance (LOS) of the test. For a Type II error, it is shown as β (beta) and is 1 minus the power or 1 minus the sensitivity of ...
ArcGIS Desktop Basic, formerly known as ArcView, [79] is the entry level of ArcGIS licensing. With ArcView, one is able to view and edit GIS data held in flat files, or view data stored in a relational database management system by accessing it through ArcSDE. One can also create layered maps and perform basic spatial analysis.
Error-correcting codes are used in lower-layer communication such as cellular network, high-speed fiber-optic communication and Wi-Fi, [11] [12] as well as for reliable storage in media such as flash memory, hard disk and RAM. [13] Error-correcting codes are usually distinguished between convolutional codes and block codes:
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 ...
ArcGIS includes Internet capabilities in all Esri software products. The services, provided through ArcGIS Online at www.arcgis.com, include web APIs, hosted map and geoprocessing services, and a user sharing program. A variety of basemaps is a signature feature of ArcGIS Online.
Suppose we have a continuous differential equation ′ = (,), =, and we wish to compute an approximation of the true solution () at discrete time steps ,, …,.For simplicity, assume the time steps are equally spaced:
Since this is a biased estimate of the variance of the unobserved errors, the bias is removed by dividing the sum of the squared residuals by df = n − p − 1, instead of n, where df is the number of degrees of freedom (n minus the number of parameters (excluding the intercept) p being estimated - 1). This forms an unbiased estimate of the ...
Main page; Contents; Current events; Random article; About Wikipedia; Contact us