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In statistics, the mean signed difference (MSD), also known as mean signed deviation and mean signed error, is a sample statistic that summarises how well a set of estimates match the quantities that they are supposed to estimate. It is one of a number of statistics that can be used to assess an estimation procedure, and it would often be used in conjunction with a sample version of the mean square error.
For example, suppose a linear regression model has been estimated over a sample of data, and is then used to extrapolate predictions of the dependent variable out of sample after the out-of-sample data points have become available. Then would be the i-th out-of-sample value of the dependent variable, and would be its predicted value. The mean signed deviation is the average value of
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Meandeviation may refer to: Meansigneddeviation, a measure of central tendency Mean absolute deviation, a measure of statistical dispersion Mean squared...
The root mean square deviation (RMSD) or root mean square error (RMSE) is either one of two closely related and frequently used measures of the differences...
the standard deviation is a measure of the amount of variation of a random variable expected about its mean. A low standard deviation indicates that...
related to the given data set. AAD includes the mean absolute deviation and the median absolute deviation (both abbreviated as MAD). Several measures of...
In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures...
is the standard deviation of its sampling distribution or an estimate of that standard deviation. If the statistic is the sample mean, it is called the...
(CV), also known as normalized root-mean-square deviation (NRMSD), percent RMS, and relative standard deviation (RSD), is a standardized measure of dispersion...
related to the mean squared error, the equivalent for mean absolute error is least absolute deviations. MAE is not identical to root-mean square error (RMSE)...
estimation of a standard deviation is the calculation from a statistical sample of an estimated value of the standard deviation (a measure of statistical...
measure of central tendency Meandeviation (disambiguation) This disambiguation page lists articles associated with the title Mean difference. If an internal...
data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily...
In electrocardiography, left axis deviation (LAD) is a condition wherein the mean electrical axis of ventricular contraction of the heart lies in a frontal...
number of standard deviations by which the value of a raw score (i.e., an observed value or data point) is above or below the mean value of what is being...
and the standard deviation (the first L-moment and first conventional moment are both the mean). Both the standard deviation and the mean absolute difference...
number for which the residuals (deviations from the estimate) sum to zero. This can also be interpreted as saying that the mean is translationally invariant...
where it's below its mean, when t < 0), is rt standard deviations above the mean of Y. Since |r| ≤ 1, Y is no farther from the mean than X is, as measured...
observation is the deviation of the observed value from the true value of a quantity of interest (for example, a population mean). The residual is the...
sign of the data set. Which of these measures is most illuminating depends on what is being measured, and on context and purpose. The arithmetic mean...
distributions. Thus standard deviation about the mean is lower than standard deviation about any other point, and the maximum deviation about the midrange is...
by the sample standard deviation and the population mean is estimated by the sample mean (also called mean or arithmetic mean). To account for these estimations...
variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the...
Alternatively, given two sub populations with the same mean but different standard deviations, the overall population will exhibit high kurtosis, with...
to the fraction of a normal curve that lies within six standard deviations of the mean, used to represent a defect rate. Motorola pioneered Six Sigma,...
the mean or expectation of the distribution (and also its median and mode), while the parameter σ {\displaystyle \sigma } is its standard deviation. The...
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In mathematics, the harmonic mean is one of several kinds of average, and in particular, one of the Pythagorean means. It is sometimes appropriate for...