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310 articles for “Variance”
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Research ArticleOpen accessEvery word in the titleOn Bessel’s Correction: Unbiased Sample Variance, the Bariance, and a Novel Runtime-Optimized EstimatorFelix ReichelBessel’s correction adjusts the denominator in the sample variance formula from n to n – 1 to ensure an unbiased estimator of the population variance. This paper provides rigorous algebraic derivations to reinforce the necessity of this correction. It further introduces the concept of Bariance, an alternative dispersion measure based on average pairwise squared differences that avoids reliance on the … …Journal of Mathematics and Statistics, Vol. 21, Issue 1 · 29 Jan 2026 · 3,003 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleMeasurement of Cooling Load-Based Occupant Behavior in Under-Actuated Zones: A Time-Variance ApproachYaddarabullah, Yusuf Maulana Akbar, Aedah Binti Abd Rahman, Amna SaadThis research is dedicated to the enhancement of Heating, Ventilation, and Air-Conditioning (HVAC) systems through an innovative investigation of occupant behavior within under-actuated zones. These zones are strategically positioned to elevate indoor air quality and comfort through the intelligent utilization of HVAC systems. However, accurately measuring the cooling loads within these zones, which are inherently influenced by the presence of … …American Journal of Applied Sciences, Vol. 20, Issue 1 · 11 Dec 2023 · 6,162 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleComparing the Empirical and the Theoretical Probability Density of Return in which Variance Obeying Ornstein-Uhlenbeck Process at Indonesian Stock Exchange IDXDwi Satya Palupi, Eduardus Tandelilin, Arief Hermanto, Muhammad Farchani RosyidThe distribution of the probability density of a return index with stochastic volatility has been calculated. Here the stock index is assumed to follow geometric Brownian motion, while the variance is assumed to obey Ornstein-Uhlenbeck process as in Heston model. The distribution of the probability density of the return which is obtained by solving the Fokker-Planck equation of two dimensional … …American Journal of Applied Sciences, Vol. 14, Issue 9 · 17 May 2017 · 7,630 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA NOVEL MULTICLASS SUPPORT VECTOR MACHINE ALGORITHM USING MEAN REVERSION AND COEFFICIENT OF VARIANCEBhusana Premanode, Jumlong Vongprasert, Nop Sopipan, Christofer ToumazouInaccuracy of a kernel function used in Support Vector Machine (SVM) can be found when simulated with nonlinear and stationary datasets. To minimise the error, we propose a new multiclass SVM model using mean reversion and coefficient of variance algorithm to partition and classify imbalance in datasets. By introducing a series of test statistic, simulations of the proposed algorithm outperformed … …Journal of Mathematics and Statistics, Vol. 9, Issue 3 · 31 Jul 2013 · 6,937 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleThe Time-Dependent Mean and Variance of the Non-Stationary Markovian Infinite Server SystemPeter M. EllisProblem statement: In many queuing situations the average arrival and service rates vary over time. In those situations a transient solution for the state probabilities and mean and variance must be obtained. Approach: The mean and the variance of a particular infinite server model will be obtained using the state differential-difference equations and the factorial moment generating function. The average … …Journal of Mathematics and Statistics, Vol. 6, Issue 1 · 31 Mar 2010 · 7,424 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Mean-Variance Portfolio Optimal Under Utility PricingHürlimann WernerAn expected utility model of asset choice, which takes into account asset pricing, is considered. The obtained portfolio selection problem under utility pricing is solved under several assumptions including quadratic utility, exponential utility and multivariate symmetric elliptical returns. The obtained unique solution, called optimal utility portfolio, is shown mean-variance efficient in the classical sense. Various questions, including conditions for complete … …Journal of Mathematics and Statistics, Vol. 2, Issue 4 · 31 Dec 2006 · 6,176 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleProduct Moments of Sample Variances and Correlation for Variables with Bivariate Normal DistributionJuan Romero-PadillaA general result to obtain the product moments of two sample variances and the sample correlation when the data follow a bivariate normal distribution is derived; the result is expressed in terms of the hypergeometric function. As corollaries, two general equations are stated, one to obtain the moments of the correlation sample and one to obtain the moments of the … …Journal of Mathematics and Statistics, Vol. 12, Issue 1 · 15 Mar 2016 · 7,284 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Monte Carlo Study of Seven Homogeneity of Variance TestsHoward B. Lee, Gary S. Katz, Alberto F. RestoriProblem statement: The decision by SPSS (now PASW) to use the unmodified Levene test to test homogeneity of variance was questioned. It was compared to six other tests. In total, seven homogeneity of variance tests used in Analysis Of Variance (ANOVA) were compared on robustness and power using Monte Carlo studies. The homogeneity of variance tests were (1) Levene, (2) … …Journal of Mathematics and Statistics, Vol. 6, Issue 3 · 30 Sep 2010 · 8,111 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleOn Three-Way Unbalance Nested Analysis of VarianceSmaila S. Sanni, Eugene C. UkaegbuProblem statement: In this study, we give a simple analytically tractable procedure for solving three-way unbalanced nested Analysis of Variance (ANOVA). In many realistic situations, unbalanced design was unavoidable due to natural constraints and missing data. Approach: Here, we present a comprehensive approach for addressing solutions of problems arising from unbalanced nested ANOVA. We consider the F-statistics under the different … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 10 Dec 2011 · 7,719 accessesView PDFCite