# Tagged Questions

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### Alignment and comparison of two unimodal and one uniformly distributed datasets

This question is similar to the following question: Normalize 3 irregulary distributed datasets and make their datapoints statistically relevant to each other describes similar problem, but is more ...
95 views

### Plot of copula (based on data set) - R

I have to do an empirical analysis for a statistics paper. For this I want to show the differences of dependence structure for a specific data set. So I selected 2 stock prices, transformed them into ...
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### Transform a daily closed values to data of rolling annual returns.

My problem is that : I have the daily closed values of the initial index for DJUSER, MSCI, SP500, SPGSCI from 1 January 1999 to 31 December 2011. I want to transform them in to data of rolling annual ...
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### Expected value calculation

I have great difficulty in calculating $\mathrm{E}\left(\sqrt{T_{1} T_{2}}\right)$ where $T_{i}$ is a random variable distributed according to the Birnbaum-Saunders distribution. Are there any ...
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### Fit distribution to estimate the probability of data less than a value beyond the range of the sample

I have a set of data, called $S$, on an interval of values $[a,b]$ (which is not $[0,1]$). I am searching for a distribution that fits the data. I have tried the normal, lognormal, gamma, etc. None of ...
344 views

### Boxplot equivalent for heavy-tailed distributions?

For approximately normally distributed data, boxplots are a great way to quickly visualize the median and spread of the data, as well as the presence of any outliers. However for more heavy-tailed ...
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### Rates, underlying distributions, and measuring things

When comparing two metrics, say visitors and time spent on a website, by just taking the ratio (time on site)/(visitors) can this be misleading? And if so how can we describe this problem ...
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### The probability density function of a rescaled / transformed chi-squared random variable

If $X\sim\chi^2_{6}$, what is the probability density function of $T = \frac{(X-6)}{\sqrt12}$? The problem I'm confronted with is that the chi-squared random variable, $X$, can assume only positive ...
240 views

### Transformation of leptokurtic data

I'm working on my BSc dissertation currently. One of my variables is created using the ratio of one continuous (mostly) normally distributed variable to another. The distribution of ratio is very ...
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### Bounded response variable [-1;1] - Should I transform it?

I am planning to use two response variables. One is bounded between 0 and 1, and I guess I can use a binomial (or related) error structure. The second variable is bounded between -1 and 1. I am not ...
510 views

### How to model this odd-shaped distribution (almost a reverse-J)

My dependent variable shown below doesn't fit any stock distribution that I know of. Linear regression produces somewhat non-normal, right-skewed residuals that relate to predicted Y in an odd way ...
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### Transforming Percent Change: Lognormal Distribution?

I am dealing with a dependent variable relating to the price of an asset and the percent change in the price of that asset. The problem with this type of analysis, like when stocks are the unit of ...
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### When to use the raw dataset as opposed to a transformed dataset for computing divergence?

Let us assume I have a set of observations: Dataset 1: Raw $A = [a_1,a_2,a_3,a_4,...]$ $B = [b_1,b_2,b_3,b_4,...]$ One assumptions before I proceed: Range of the values that the random variable ...
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