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  2. Probability distribution fitting - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution...

    When the smaller values tend to be farther away from the mean than the larger values, one has a skew distribution to the left (i.e. there is negative skewness), one may for example select the square-normal distribution (i.e. the normal distribution applied to the square of the data values), [1] the inverted (mirrored) Gumbel distribution, [1 ...

  3. Curve fitting - Wikipedia

    en.wikipedia.org/wiki/Curve_fitting

    Fitting of a noisy curve by an asymmetrical peak model, with an iterative process (Gauss–Newton algorithm with variable damping factor α).Curve fitting [1] [2] is the process of constructing a curve, or mathematical function, that has the best fit to a series of data points, [3] possibly subject to constraints.

  4. Mean squared prediction error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_prediction_error

    In statistics the mean ... Knowledge of g would be required in order to calculate the ... the squared bias (mean error) of the fitted values and the variance ...

  5. Linear trend estimation - Wikipedia

    en.wikipedia.org/wiki/Linear_trend_estimation

    All have the same trend, but more filtering leads to higher r 2 of fitted trend line. The least-squares fitting process produces a value, r-squared (r 2), which is 1 minus the ratio of the variance of the residuals to the variance of the dependent variable. It says what fraction of the variance of the data is explained by the fitted trend line.

  6. Least squares - Wikipedia

    en.wikipedia.org/wiki/Least_squares

    The result of fitting a set of data points with a quadratic function Conic fitting a set of points using least-squares approximation. In regression analysis, least squares is a parameter estimation method based on minimizing the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) made in the results of each ...

  7. Goodness of fit - Wikipedia

    en.wikipedia.org/wiki/Goodness_of_fit

    The resulting value can be compared with a chi-square distribution to determine the goodness of fit. The chi-square distribution has ( k − c ) degrees of freedom , where k is the number of non-empty bins and c is the number of estimated parameters (including location and scale parameters and shape parameters) for the distribution plus one.

  8. Projection matrix - Wikipedia

    en.wikipedia.org/wiki/Projection_matrix

    A matrix, has its column space depicted as the green line. The projection of some vector onto the column space of is the vector . From the figure, it is clear that the closest point from the vector onto the column space of , is , and is one where we can draw a line orthogonal to the column space of .

  9. Lack-of-fit sum of squares - Wikipedia

    en.wikipedia.org/wiki/Lack-of-fit_sum_of_squares

    For example, consider fitting a line = + by the method of least squares. One takes as estimates of α and β the values that minimize the sum of squares of residuals, i.e., the sum of squares of the differences between the observed y-value and the fitted y-value.