coefficient统计中代表变异系数。在概率论和统计学中,变异系数,又称“离散系数”,是概率分布离散程度的一个归一化量度,其定义为标准差与平均值之比:变异系数只在平均值不为零时有定义,而且一般适用于平均值大于零的情况。变异系数也被称为标准离差率或单位风险。相关统计术语 1、Coefficient of Dete...
表示两个随机变量的相关程度,取值范围[-1,1],等于1或者-1则两个变量几乎呈线性关系,比如Y是X的线...
而x,y的相关系数为: r_{xy}=\frac{Cov(X,Y)}{\sqrt{Var(x)Var(Y)}}=\frac{\sum_{i=1}^{n}{\left( x_i-\bar{x} \right)\left( y_i-\bar{y} \right)}}{\sqrt{\sum_{i=1}^{n}{\left( x_i-\bar{x} \right)^2\sum_{i=1}^{n}{\left( y_i-\bar{y} \right)^{2...
coefficient of determination的意思是决定系数,有的教材上翻译为判定系数,也称为拟合优度。决定系数是在Y的 总平方和中,由X引起的平方和所占的比例,记为R (R的平方)。决定系数的大小决定了相关的密切程度。当R 越接近1时,表示相关的方程式参考价值越高;相反,越接近0时,表示参考价值越低。这...
阀口流量公式及流量系数(Coefficient of flow) 阀口流量公式及流量系数 对于各种滑阀(Spool Valve)、锥阀(Cone Valve)、球阀(Ball Valve)、节流孔口(Orifice),通过阀口的流量均可用下式表示: 式中: Cq—流量系数(Discharge Coefficient); —阀口通流面积(EffecTIve Area); —阀口前、后压差(DifferenTIal Pressure...
Regression Coefficient of X on Y:The regression coefficient of X on Y is represented by the symbolbxythat measures the change in X for the unit change in Y. Symbolically, it can be represented as: Thebxycan be obtained by using the following formula when the deviations are taken from the...
Coefficient of variation is a measure used to assess the total risk per unit of return of an investment. It is calculated by dividing the standard deviation of an investment by its expected rate of return.Since most investors are risk-averse, they want to minimize their risk per unit of ...
Thus, in the investment scenario, the formula of the coefficient of variation should be, CV = Volatility / Expected Return X 100% (Volatility represents the standard deviation, and ‘Mean’ refers to the reward or the expected return on the investment) Consider this simple example that can ...
Basic↓x1x2x3x4bRatio: bi/aiq 7. x2 0 1 12 12 5 Not needed 8. x1 1 0 −12 12 1 Not needed 9. Cost 0 0 12 92 f+29 Note that the cost function in the last row of the initial tableau is in terms of only the nonbasic variables x1 and x2. Thus, the coefficients in...
function xicor(X::AbstractVector, Y::AbstractVector, ties::Bool=true) Random.seed!(42) n = length(X) if ties l = [sum(y .>= Y[sortperm(X)]) for y ∈ Y[sortperm(X)]] r = copy(l) for j ∈ 1:n if sum([r[j] == r[i] for i ∈ 1:n]) > 1 ...