Statistics: Difference between revisions
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*Relative-Root-Mean-Squared Error Score | *Relative-Root-Mean-Squared Error Score | ||
{{Equation|<math> | {{Equation|<math> RRMSES(x,y,x_0) = 1-\frac{\sqrt{ \bigg\langle \big( x - y \big)^2 \bigg\rangle }} { \sqrt{ \bigg\langle \big( x - x_0 \big)^2 \bigg\rangle </math>|2=4}} | ||
*Relative-Mean-Absolute Error | *Relative-Mean-Absolute Error |
Revision as of 18:10, 6 December 2010
Given the observed values x and calculated values y, there are several goodness of fit statistics or skill scores which can be calculated. The definition for some of the more common ones are provided below.
- Brier Skill Score
(1) |
- Root-Mean-Squared Error is defined as
(2) |
- Relative-Root-Mean-Squared Error
(3) |
- Relative-Root-Mean-Squared Error Score
Failed to parse (syntax error): {\displaystyle RRMSES(x,y,x_0) = 1-\frac{\sqrt{ \bigg\langle \big( x - y \big)^2 \bigg\rangle }} { \sqrt{ \bigg\langle \big( x - x_0 \big)^2 \bigg\rangle } | (4) |
- Relative-Mean-Absolute Error
(5) |
- Relative-Mean-Absolute Error Score
(6) |
- Correlation coefficient is defined as
(7) |
The bias is given by
(8) |