statistics, Hoeffding's test of independence, named after Wassily Hoeffding, is a test based on the population measure of deviation from independence H = ∫...
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bounded random variables, 1963 Hoeffding's independence test Hoeffding's inequality Hoeffding's lemma Wassily Hoeffding (1948) "A class of statistics with...
7 KB (696 words) - 23:34, 17 May 2025
R. R. Bahadur and J. K. Ghosh). Kiefer–Wolfowitz algorithm Hoeffding's independence test Strong subadditivity of quantum entropy Information-based complexity...
10 KB (940 words) - 12:29, 18 March 2025
time Hodges' estimator Hodges–Lehmann estimator Hoeffding's independence test Hoeffding's lemma Hoeffding's inequality Holm–Bonferroni method Holtsmark distribution...
87 KB (8,280 words) - 23:04, 12 March 2025
Kendall rank correlation coefficient (redirect from Tau test)
ordinal association between two measured quantities. A τ test is a non-parametric hypothesis test for statistical dependence based on the τ coefficient....
31 KB (5,437 words) - 21:11, 2 April 2025
Copula (statistics) (redirect from Fréchet–Hoeffding copula bounds)
copula dependence structure. The Fréchet–Hoeffding theorem (after Maurice René Fréchet and Wassily Hoeffding) states that for any copula C : [ 0 , 1 ]...
71 KB (9,280 words) - 11:44, 10 May 2025
this is known as Hoeffding's inequality. The proof follows a similar approach to the other Chernoff bounds, but applying Hoeffding's lemma to bound the...
32 KB (5,089 words) - 17:22, 30 April 2025
E-values (category Statistical hypothesis testing)
methods such as Chernoff, Hoeffding and Bernstein bounds. E-values are more suitable than p-value when one expects follow-up tests involving the same null...
40 KB (6,530 words) - 21:03, 21 December 2024
Covariance (section Hoeffding's covariance identity)
covariance between two random variables X , Y {\displaystyle X,Y} is the Hoeffding's covariance identity: cov ( X , Y ) = ∫ R ∫ R ( F ( X , Y ) ( x , y...
29 KB (4,754 words) - 01:56, 4 May 2025
for the upper tail of the cumulative distribution function for k ≥ np. Hoeffding's inequality yields the simple bound F ( k ; n , p ) ≤ exp ( − 2 n (...
53 KB (7,554 words) - 05:20, 9 January 2025
without the independence assumption, that q is very strongly concentrated around its expected value. In particular, from the Azuma–Hoeffding inequality...
90 KB (10,780 words) - 13:15, 31 January 2025
coefficient, and Hoeffding's dependence measure. However, with the advancement of time, many fields require the measurement of dependence or independence between...
12 KB (2,438 words) - 04:08, 17 February 2025
S2CID 208835771. Chastaing, G.; Gamboa, F.; Prieur, C. (2012). "Generalized Hoeffding-Sobol decomposition for dependent variables - application to sensitivity...
56 KB (6,953 words) - 23:03, 11 March 2025
random variables arise in the study of U statistics, particularly in the Hoeffding decomposition. Exchangeability is a key assumption of the distribution-free...
17 KB (2,561 words) - 20:51, 5 March 2025
_{z=x+y}\min(F(x)+G(y),1)\right]} These bounds are implied by the Fréchet–Hoeffding copula bounds. The problem can also be solved using the methods of mathematical...
24 KB (4,564 words) - 07:14, 17 June 2024