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A New Statistical Tool: Scalar Score Function
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SYSNO ASEP 0358510 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Ostatní články Title A New Statistical Tool: Scalar Score Function Author(s) Fabián, Zdeněk (UIVT-O) SAI, RID Source Title Computer Technology and Application - ISSN 1934-7332
Roč. 2, - (2011), s. 109-116Number of pages 8 s. Language eng - English Country US - United States Keywords statistics ; inference function ; data characteristics ; point estimates ; heavy tails Subject RIV BB - Applied Statistics, Operational Research R&D Projects GA205/09/1079 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10300504 - UIVT-O (2005-2011) Annotation The basic inference function of mathematical statistics, the score function, is a vector function. The author has introduced the scalar score, a scalar inference function, which reflects main features of a continuous probability distribution and which is simple. Its simplicity makes it possible to introduce new relevant numerical characteristics of continuous distributions. The t-mean and score variance are descriptions of distributions without the drawbacks of the mean and variance, which may not exist even in cases of regular distributions. Their sample counterparts appear to be alternative descriptions of the observed data. The scalar score itself appears to be a new mathematical tool, which could be used in solving traditional statistical problems for models far from the normal one, skewed and heavy-tailed. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2012
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