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| | aakinshin.net
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| | I have already discussed the concept of the quantile absolute deviation in several previous posts. In this post, we derive the equation for the relative statistical efficiency of the quantile absolute deviation against the standard deviation under the norma...
| | mkatkov.wordpress.com
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| | For probability space $latex (\Omega, \mathcal{F}, \mathbb{P})$ with $latex A \in \mathcal{F}$ the indicator random variable $latex {\bf 1}_A : \Omega \rightarrow \mathbb{R} = \left\{ \begin{array}{cc} 1, & \omega \in A \\ 0, & \omega \notin A \end{array} \right.$ Than expected value of the indicator variable is the probability of the event $latex \omega \in...
| | www.nowozin.net
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| | noelwelsh.com
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