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Our test corrects for both the more bountiful corporate supply and the shrinking Treasury supply.
The PP regression equation is as follows: varDelta {y}_{t-1}=varphi +partial {y}_{y-1}+{mu}_t, (1.3 where the ADF test corrects for higher order serial correlation by adding lagged differenced terms on the right-hand side, while the PP test corrects the t statistic of the coefficient ∂ obtained from the AR(1) regression to account for the serial correlation μt.
The test corrects for spatial autocorrelation, i.e., the fact that values of variables sampled spatially close to one another are not necessarily independent from each other.
The statistical threshold provided by the Pixel test corrects for multiple comparisons across time and space while taking the spatial and temporal correlation inherent to eye movement data sampling into account [20].
The adjusted test corrects the significance level.
This test corrects for collection bias by restricting the randomly drawn points to all known sampling locations (presence-only data).
Similar(53)
Pair-wise comparisons were tested for significance using Welch's t test corrected by the Benjamini-Hochberg FDR method.
Results were based on a non-parametric permutation test corrected for multiple comparison (p = 0.05; TFCE, FWE).
The acquired knowledge was assessed by means of a self-evaluation test (correct answers >69%).
Manufacturers can test, correct and enhance the minute details of any asset before proceeding to real-world manufacturing.
The effects of data smoothing and miscalibration were assessed with paired-sample t test, corrected for multiple comparisons (Bonferroni).
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Since I tried Ludwig back in 2017, I have been constantly using it in both editing and translation. Ever since, I suggest it to my translators at ProSciEditing.

Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com