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Statistics

  

Score

  

statistical score

 

Calling Sequence

Parameters

Description

Options

Examples

Calling Sequence

Score(R, V, options)

Parameters

R

-

algebraic; a random variable or distribution

V

-

rtable, name; data sample

options

-

(optional) equation(s) of the form option=value where option is one of samplesize, param, ignore or weights; specify options for the Score function

Description

• 

The Score function computes the Score function of a random variable or a distribution.  The Score function is defined as the first derivative of the log likelihood function with respect to all parameters or to one particular parameter.

• 

The first parameter R can be a distribution (see Statistics[Distribution]), a random variable, or an algebraic expression involving random variables (see Statistics[RandomVariable]).

• 

The second parameter V can be an Array of data samples or a symbol representing an Array of data samples (in which case the option samplesize must be specified).

Options

  

The options argument can contain one or more of the options shown below.

• 

samplesize=deduce or {posint} -- If this option is set to 'deduce' (default) the score function attempts to automatically determine the number of data samples provided in V.  This parameter must be specified if the number of samples in V is not immediately detectable.

• 

param=all or name -- If this option is set to 'all' (default) the score of all parameters for this distribution is calculated and the result is returned as a Vector.  Otherwise, this option specifies the parameter which should be used to calculate the score.

• 

ignore=truefalse -- This option is used to specify how to handle non-numeric data. If ignore is set to true all non-numeric items in data will be ignored.

• 

weights=rtable -- Vector of weights (one-dimensional rtable). If weights are given, the Score function will scale each data point to have given weight. Note that the weights provided must have type realcons and the results are floating-point, even if the problem is specified with exact values. Both the data array and the weights array must have the same number of elements.

Examples

withStatistics:

Calculate the Score of each term of the normal distribution.

assume0<&sigma;

ScoreNormal&mu;&comma;&sigma;&comma;A&comma;samplesize&equals;4&comma;param&equals;&mu;

A1&sigma;~24&mu;&sigma;~2&plus;A2&sigma;~2&plus;A3&sigma;~2&plus;A4&sigma;~2

(1)

Sample a random variable with Normal distribution.

NRandomVariableNormal5&comma;1&colon;

SSampleN&comma;4&colon;

Calculate the score relative to this sample.

ScoreNormal&mu;&comma;1&comma;S

18.19587280979024&mu;

(2)

Insert missing data into the array and recompute.

S4undefined&colon;

ScoreNormal&mu;&comma;1&comma;S

HFloatundefined4&mu;

(3)

ScoreNormal&mu;&comma;1&comma;S&comma;ignore&equals;true

12.98140606454493&mu;

(4)

Consider a weighted structure.

SSampleN&comma;4&colon;

W2&comma;2&comma;0&comma;0&colon;

ScoreNormal&mu;&comma;1&comma;S&comma;weights&equals;W

23.40678631227094&mu;

(5)

See Also

Statistics

Statistics[Computation]

 


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