Format:
Books
Publication Date
2013
Excerpt:
-- Testing and Debugging Mobile Applications -- Identifying Code Errors -- Evaluating Code -- Skill Summary
by
Weisman, Daniel.
Format:
Books
Publication Date
2013
Excerpt:
and analyzes common writing errors. Each chapter contains examples of good and poor writing, and
by
Koppeschaar, Z. R.
Format:
Books
Publication Date
2013
Excerpt:
and errors -- Events after the reporting period -- Income taxes -- Property, plant and equipment
by
Ferreira, Petri.
Format:
Books
Publication Date
2013
Excerpt:
of cash flows -- Accounting policies, changes in accounting estimates and errors -- Events after the
by
Stopher, Peter R.
Format:
Books
Publication Date
2012
Excerpt:
errors -- Example -- Sampling from a finite population -- Sampling error of ratios and proportions
by
Smith, Ronald D., 1948-
Format:
Books
Publication Date
2012
Excerpt:
Release -- Announcement Release -- Follow-Up Release -- Rewriting -- Common Errors in News Releases -- Why
by
Morris, Errol.
Format:
Books
Publication Date
2012
Excerpt:
A wilderness of error : the trials of Jeffrey MacDonald / Morris, Errol.
by
Weathington, Bart L.
Format:
Books
Publication Date
2012
Excerpt:
-- Central Limit Theorem -- Applications of the Central Limit Theorem -- Sources of Bias and Error: A Reprise
by
Wilcox, Rand R.
Format:
Books
Publication Date
2012
Excerpt:
.Estimating the Standard Error of a Trimmed Mean -- 4.7.2.R Function trimse -- 4.8.A Confidence Interval for
by
Kohler, Ulrich Dr. phil.
Contributor biographical information http://catdir.loc.gov/catdir/enhancements/fy1302/2012934051-b.html
Format:
Books
Publication Date
2012
Excerpt:
poststratification weights -- Item nonresponse and multiple imputation -- 8.2.4.Uses of standard errors -- Confidence
by
Bunge, Mario, 1919-, author.
Format:
Books
Publication Date
2012
Excerpt:
: Stuff or Property? -- 14.2.Special Energies -- 14.3.Minitheory -- 14.4.Common Errors -- 14.5.The
by
Subba Rao, T.
Format:
Books
Publication Date
2012
Excerpt:
series -- 3.Quantile regression for ARCH and GARCH models -- 4.Quantile regressions with dependent errors
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