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The expected value of a random variable; or a location measure for a sample.

3 votes
1 answer
121 views

Quantitative Location Shifting Detection for Run-Sequence Plot

Since the Run-Sequence Plot will be used in the early phases of Exploratory Data Analysis, the mean is used for location. … What I am looking for is a unit-free coefficient and a reasonable threshold to decide whether the location (mean) is fixed. …
Ismael Ghalimi's user avatar
0 votes

Quantitative Location Shifting Detection for Run-Sequence Plot

A simpler solution would consists in doing a linear least square regression of the dataset using the index variable as the independent variable in the regression, as described here. If there is no sig …
Ismael Ghalimi's user avatar
2 votes
3 answers
392 views

What comes after the geometric mean?

The geometric mean is a multiplicative alternative to the arithmetic mean, which we could call additive mean, thereby calling the geometric mean multiplicative mean. … This is a level 2 mean if we consider the additive mean (aka arithmetic mean) $\mu$ (for a normal distribution) to be a level 0 mean and the multiplicative mean (aka geometric mean) $e^{\mu}$ (for the …
Ismael Ghalimi's user avatar
0 votes

What comes after the geometric mean?

The mean used for the log-log-normal distribution remains the multiplicative mean (geometric mean), like the one used for the log-normal distribution. … But in the case of the log-log-normal distribution, the variable is raised to the power of the inverse of that mean, while it is simply divided by that mean in the case of the log-normal distribution. …
Ismael Ghalimi's user avatar