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Variance Metric: Difference between revisions
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=== 2005 === | === 2005 === | ||
* ([[Lord et al., 2005]]) ⇒ [[Dominique Lord]], [[Simon P. Washington]], and [[John N. Ivan]]. (2005). “Poisson, Poisson-gamma and zero-inflated regression models of motor vehicle crashes: balancing statistical fit and theory. | * ([[Lord et al., 2005]]) ⇒ [[Dominique Lord]], [[Simon P. Washington]], and [[John N. Ivan]]. (2005). “Poisson, Poisson-gamma and zero-inflated regression models of motor vehicle crashes: balancing statistical fit and theory.” In: Accident Analysis & Prevention, 37(1). [http://dx.doi.org/10.1016/j.aap.2004.02.004 doi:10.1016/j.aap.2004.02.004] | ||
** QUOTE: The [[arithmetic mean|mean]] and [[arithmetic variance|variance]] of the [[binomial distribution]] are <math>E(Z) = Np</math> and <math>VAR(Z) = Np(1-p)</math> respectively. | ** QUOTE: The [[arithmetic mean|mean]] and [[arithmetic variance|variance]] of the [[binomial distribution]] are <math>E(Z) = Np</math> and <math>VAR(Z) = Np(1-p)</math> respectively. | ||
=== 1987 === | === 1987 === | ||
* ([[Davidian & Carroll, 1987]]) ⇒ M. Davidian and R. J. Carroll. (1987). “Variance Function Estimation. | * ([[Davidian & Carroll, 1987]]) ⇒ M. Davidian and R. J. Carroll. (1987). “Variance Function Estimation.” In: Journal of the American Statistical Association, 82(400). http://www.jstor.org/stable/2289384 | ||
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