Accession Number : AD0660682

Title :   MEASURES OF GLOBAL RELATIVE CURVATURE.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Feder,Paul I.

Report Date : 20 OCT 1967

Pagination or Media Count : 30

Abstract : The descriptive problem is considered in determining to what extent a convex regression function appears to have smooth change in slope rather than abrupt changes as typified by broken lines. An index of relative curvature is defined which assigns large values to functions having smooth first derivative and which is zero for broken lines. Discrete approximations to this index are considered, depending only on knowledge of the regression function at a finite set of points. Values of these indices are calculated for convex functions obtained from least squares regression fits in models having only the restriction of concavity. A Monte Carlo experiment was conducted to determine the variability of these discrete indices and some numerical results are presented. (Author)

Descriptors :   (*CURVE FITTING, EXPERIMENTAL DATA), (*REGRESSION ANALYSIS, CURVE FITTING), POLYNOMIALS, LEAST SQUARES METHOD, STATISTICAL ANALYSIS, ITERATIONS, EXPONENTIAL FUNCTIONS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE