sd = e^(2∗ln(xari/xgeo))^0¸5
σ = TRUE STANDARD FACTOR SIGMA DEISENROTH (WAHRER STANDARDFAKTOR SIGMA DEISENROTH)
sd = ESTIMATED STANDARD FACTOR SIGMA DEISENROTH (GSCHÄTZTER STANDARDFAKTOR SIGMA DEISENROTH)
true arithmetic mean (µari) and true geometric mean (µgeo or µ)
µari = true arithmetic mean (wahrer arithmetischer mittelwert)
µgeo = true geometric mean (wahrer geometrischer mittelwert)
µari = µgeo*e^(0,5*ln(σ)^2)
µgeo = µari/e^(0,5*ln(σ)^2)
estimated arithmetic mean (xari) and estimated geometric mean (xgeo)
xari = estimated arithmetic mean (geschätzter arithmetischer mittelwert)
xgeo = estimeted geometric mean (geschätzter geometrischer mittelwert)
xgeo(xi;n) = e^(1/n*((ln(x1)+ln(x2)+.....+ln(xn)))
xgeo(s;xari) = xari/e^(0,5*ln(s)^2)
xari(xi;n) = 1/n*(x1+x2+ ....+xn)
xari(s;xgeo) = xgeo*e^(0,5*ln(s)^2)
standard factor sigma = σ = e^(2∗ln(µari/µ))^0¸5
standard factor sigma = σ = e^(2∗ln(µari/µ))^0¸5
standard factor sigma = σ = e^(2∗ln(µari/µ))^0¸5
standard factor sigma = σ = e^(2∗ln(µari/µ))^0¸5
standard factor sigma = σ = e^(2∗ln(µari/µ))^0¸5
standard factor sigma = σ = e^(2∗ln(µari/µ))^0¸5
standard factor sigma = σ = e^(2∗ln(µari/µ))^0¸5
standard factor sigma = σ = e^(2∗ln(µari/µ))^0¸5
standard factor distribution
ϕ(x;n) = e^(-n*((ln(x/µ))/(ln(σ))²)
standar factors (Standardfaktoren)
σ = e^(2∗ln(µari/µgeo))^0¸5 = true standard factor sigma deisenroth (wahrer Standardfaktor)
sd = e^(2∗ln(xari/xgeo))^0¸5 = estimated standard factor sigma deisenroth (geschätzter Standardfaktor)
Impressum phi factor normal distribution ϕ(x/µ;σ;n) = e^(-n*(ln(x/µ)/ln(σ))²)
probability factor phi(x/µ;sigma;n) deisenroth = ϕ(x/µ;σ;n)
ϕ(x/µ;σ;n) = e^(-n*(ln(x/µ)/ln(σ))²)
probability factor sigma(phi;n) deisenroth = σ(ϕ;n)
σ(ϕ;n) = σ^±√(-ln(ϕ)/n) = x(ϕ;n)/µ
x(ϕ;n) = µ∗σ^±√(-ln(ϕ)/n)
x(phi,sigma,µ,n) deisenroth
x(ϕ;σ;µ;n) = µ∗σ^±√(-ln(ϕ)/n)
x(zeta,sigma,µ) deisenroth
x(ζ;σ;µ) = µ∗σ^±ζ
x(zeta,sigma,phi;µ) deisenroth
x(ζ;σ;ϕ;µ) = µ∗σ^±ζ(ϕ)
x(zeta,sigma,µ,n) deisenroth
x(ζ;σ;µ;n) = µ∗σ^(±ζ/√n)
probability exponent zeta deisenroth = ζ
ζ = ±√(-ln(ϕ)) = ln(x/µ)/ln(σ)
probability exponent zeta(phi) deisenroth = ζ(ϕ)
ζ(ϕ) = ±√(-ln(ϕ)) = ln(x/µ)/ln(σ) = probability exponent zeta(phi) deisenroth
probability exponent zeta(phi;n) deisenroth = ζ(ϕ;n)
ζ(ϕ;n) = ±√(-ln(ϕ)/n) = ln(x/µ)/ln(σ)/√n= probability exponent zeta(phi;n) deisenroth
probability exponent zeta(x/µ;sigma) deisenroth = ζ(x/µ;σ)
ζ(x/µ;σ) = ln(x/µ)/ln(σ) = ±√(-ln(ϕ)) = probability exponent zeta(x/µ;sigma) deisenroth
probability exponent zeta(x/µ;sigma;n) deisenroth = ζ(x/µ;σ;n)
ζ(x/µ;σ;n) = ln(x/µ)/ln(σ)/√n = ±√(-ln(ϕ)/n) = probability exponent zeta(x/µ;sigma;n) deisenroth
probability factor phi(zeta) deisenroth = ϕ(ζ)
ϕ(ζ) = e^-(ζ^2)
probability factor phi(zeta,n) deisenroth = ϕ(ζ;n)
ϕ(ζ;n) = e^-(ζ^2/n) = e^-(ζ^2/n )
probability factor phi(n) deisenroth = ϕ(n)
ϕ(n) = ϕ^(-1/n) = ϕ^n
Frank Deisenroth
Seligenstädter Weg 4
63796 Kahl am Main
Tel.: 0179 / 110 3096
© Frank Deisenroth, Alle Rechte vorbehalten.