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  2. Measurement invariance - Wikipedia

    en.wikipedia.org/wiki/Measurement_invariance

    Measurement invariance or measurement equivalence is a statistical property of measurement that indicates that the same construct is being measured across some specified groups. [1] For example, measurement invariance can be used to study whether a given measure is interpreted in a conceptually similar manner by respondents representing ...

  3. Shewhart individuals control chart - Wikipedia

    en.wikipedia.org/wiki/Shewhart_individuals...

    For processes that produce homogeneous batches (e.g., chemical) where repeat measurements vary primarily because of measurement error; The "chart" actually consists of a pair of charts: one, the individuals chart, displays the individual measured values; the other, the moving range chart, displays the difference from one point to the next.

  4. Structural equation modeling - Wikipedia

    en.wikipedia.org/wiki/Structural_equation_modeling

    Structural equation modeling (SEM) is a diverse set of methods used by scientists for both observational and experimental research. SEM is used mostly in the social and behavioral science fields, but it is also used in epidemiology, [2] business, [3] and other fields. A common definition of SEM is, "...a class of methodologies that seeks to ...

  5. Standard error - Wikipedia

    en.wikipedia.org/wiki/Standard_error

    As a result, we need to use a distribution that takes into account that spread of possible σ's. When the true underlying distribution is known to be Gaussian, although with unknown σ, then the resulting estimated distribution follows the Student t-distribution.

  6. Statistical dispersion - Wikipedia

    en.wikipedia.org/wiki/Statistical_dispersion

    A measure of statistical dispersion is a nonnegative real number that is zero if all the data are the same and increases as the data become more diverse. Most measures of dispersion have the same units as the quantity being measured.

  7. Invariant estimator - Wikipedia

    en.wikipedia.org/wiki/Invariant_estimator

    For example, a requirement of invariance may be incompatible with the requirement that the estimator be mean-unbiased; on the other hand, the criterion of median-unbiasedness is defined in terms of the estimator's sampling distribution and so is invariant under many transformations.

  8. Coherent risk measure - Wikipedia

    en.wikipedia.org/wiki/Coherent_risk_measure

    The non-concavity of proves the non coherence of this risk measure. Illustration. As a simple example to demonstrate the non-coherence of value-at-risk consider looking at the VaR of a portfolio at 95% confidence over the next year of two default-able zero coupon bonds that mature in 1 years time denominated in our numeraire currency.

  9. Haar measure - Wikipedia

    en.wikipedia.org/wiki/Haar_measure

    In 1936, André Weil proved a converse (of sorts) to Haar's theorem, by showing that if a group has a left invariant measure with a certain separating property, [3] then one can define a topology on the group, and the completion of the group is locally compact and the given measure is essentially the same as the Haar measure on this completion.