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Notes on line dependent coefficient and multiaverage |
Andrzej M. Wilkowski |
Akademia Ekonomiczna (AEWROCŁAW), Komandorska 118/120, Wrocław 53-345, Poland |
Abstract |
In this paper we talk about new statistic tools, which enable more precise economics data analysis. Firstly, we define line dependent coefficient as a cosine of angle made of the cross of regression lines. It is the base, thanks to which we can define other nonlinear coefficients. Just like the classic correlation coefficien, line dependent coefficient is also asymptotically normal. The second part of this article is about multiaverage, generalization of the classic expected value of the random variable idea. The average may be considered as root-mean-square approximation of the random variable with one point. Multiaverage is approximation of the variable with more than just one point at the same time (which is important, when we talk about random variables, which distributions are mixtures, or about multimodal densities). While defining multiaverage we use standard moments method. |
Auxiliary resources (full texts, presentations, posters, etc.) |
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Legal notice |
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Presentation: Oral at 5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych", by Andrzej M. WilkowskiSee On-line Journal of 5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych" Submitted: 2010-10-11 11:58 Revised: 2010-10-29 13:06 |