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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.)
  1. PRESENTATION: Notes on line dependent coefficient and multiaverage, PDF document, version 1.4, 1.1MB
 

Legal notice
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Presentation: Oral at 5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych", by Andrzej M. Wilkowski
See 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