Expectation Values and Variance Based on Lp-Norms

Expectation Values and Variance Based on Lp-Norms

This analysis introduces a generalization of the basic statistical concepts of expectation values and variance for non-Euclidean metrics induced by Lp-norms. The non-Euclidean Lp means are defined by exploiting the fundamental property of minimizing the Lp deviations that compose the Lp variance. Th...

Full description

Bibliographic Details
Main Author: George Livadiotis
Format: Article
Language:English
Published: MDPI AG 2012-11-01
Series:Entropy
Subjects:
expectation values
variance
optimization
fitting methods
Lp-norms
timeseries analysis
Online Access:http://www.mdpi.com/1099-4300/14/12/2375

Internet

http://www.mdpi.com/1099-4300/14/12/2375

Similar Items