Definition:Invariance (Statistics)/Property
< Definition:Invariance (Statistics)(Redirected from Definition:Invariance (Statistical Property))
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Definition
An invariance is a property that is unchanged by a transformation.
Examples
Independence and Normality
The property of independence and normality is an invariance under an orthogonal transformation.
Also see
- Results about invariances in the context of statistical properties can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): invariance: 2.
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): invariance: 2.