It does this by evaluating the prediction problems of The 2 versions over a particular period. The examination checks the null speculation that the two types possess the exact efficiency on average, from the alternative that they do not. If the examination statistic exceeds a critical worth, we reject the null speculation, indicating that the difference in the forecast accuracy is statistically sizeable.
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, is an extension of your Gaussian random stroll process, where, at each time, we may well have a Gaussian phase with a likelihood of p or remain in the identical point out using a likelihood of one ??p
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