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Variance (regarding to the arithmetic mean)

The variance measures how far a set of numbers of n equally likely values is spread out. A small variance indicates that the data tend to be very close to ... more

Beta distribution (variance)

In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] parametrized ... more

Variance of the sample kurtosis of a sample of size n

In statistics and quantitative research methodology, a data sample is a set of data collected and/or selected from a statistical population by a defined ... more

Standard deviation calculator

Calculates the standard deviation (SD) of a series of numbers (x).
In statistics, the standard deviation (SD) is a measure that is used to quantify ... more

Relation between the mean of logarithmized sample values and the mean of non-logarithmized sample values

a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. A random ... more

Relation between the standard deviation of logarithmized sample and the non-logarithmized sample values

Log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. The standard ... more

Cost variance (CV)

Earned value management (EVM), earned value project management, or earned value performance management (... more

Sortino ratio

The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes ... more

Pearson's moment coefficient of kurtosis (excess kurtosis)

In probability theory and statistics, kurtosis is any measure of the “tailedness” of the probability distribution of a real-valued random ... more

Standard normal distribution (probability density function when μ=0 and σ^2 = 1/2)

In probability theory, the normal (or Gaussian) distribution is a very commonly occurring continuous probability distribution—a function that tells the ... more

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