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1answer
26 views

Simple definition of elliptical distribution

I'm looking for a simple explanation of what an elliptical distribution is and how it differs from a non-elliptical distribution. My knowledge of stats is very basic; Wikipedia was not much help on ...
1
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0answers
22 views

Question about the frequency definition of probability

In the book, it is written that the relative frequency or the frequency ratio gradually tends to become more or less constant as N becomes larger and larger. It is also mentioned that this is an ...
2
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0answers
40 views

What is the null hypothesis in the definition of Sensitivity and Specificity?

I have hard time to understand that what is the null hypothesis in the definition of Sensitivity and Specificity here? I'm student of Statistics and from my little knowledge in this field I can see ...
8
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2answers
324 views

Is variation the same as variance?

This is my first question on Cross Validated here, so please help me out even if it seems trivial :-) First of all, the question might be an outcome of language differences or perhaps me having real ...
1
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1answer
73 views

Why does doing LDA on a outer product of input matrix gives same result as doing PCA of the input matrix?

Why does doing Linear Discrimenant Analysis (LDA) on a outer product of input matrix gives same result as doing Principal Component Analysis (PCA) of the input matrix? Not exactly sure where this ...
5
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2answers
110 views

Definition of statistical model in case of hierarchical model

In wikipedia the definition of a parametric model is the following: A parametric model is a collection of distributions, each of which is indexed by a unique finite-dimensional parameter: ...
1
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1answer
50 views

Difference in meaning of these terms: Dataset vs Corpus

I have a question pertaining to definition of terms that I couldn't find answer for. What's the difference between Dataset and Corpus? I've seen them being used almost interchangeably. My ...
5
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1answer
39 views

Deviate vs. Variable

What is the difference between a multivariate normal random deviate and a random variable? More specifically, I suppose, what exactly is a deviate?
0
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0answers
41 views

What is a “subject” in ICC?

I have been working in R and have finally got some code working regarding intraclass correlation coefficients. In the output I get something called "subjects". I thought it was to do with the number ...
0
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1answer
46 views

Is true discovery rate (TDR) the same as true positive rate (TPR)?

This is a general question about the definition of true discovery rate (TDR) and true positive rate (TPR). It is more common to use TPR, defined as $\frac{TP}{TP+FN}$, and false discovery rate (FDR) ...
4
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1answer
178 views

Correct definition of number of parameters $K$ in Akaike Information Criterion

What is the term $K$ in Akaike information criterion? The AIC is defined as $2K-2log(L)$, where $L$ is the maximized value of the likelihood function for the estimated model. On the internet, I found ...
5
votes
2answers
261 views

What is the difference between posterior and posterior predictive distribution?

I understand what a Posterior is, but I'm not sure what the latter means? How are the 2 different? Kevin P Murphy indicated in his textbook, Machine Learning: a Probabilistic Perspective, that it is ...
0
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0answers
57 views

Is there a conventional definition of $\bumpeq$ in statistics?

I was reading a paper on Bayesian curve fitting (Dimatteo et. al. Bayesian curve-fitting with free-knot splines, 2001) and came across the symbol $\bumpeq$. It is used a few times throughout the paper ...
3
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0answers
123 views

Confidence interval vs Significance level question

Until now I thought that the significance level and the confidence interval were the complement of each other, i.e. when some question asked me to carry out a hypothesis test with a $p %$ significance ...
3
votes
1answer
168 views

What is “ANOVA”?

Wikipedia says: Analysis of variance (ANOVA) is a collection of statistical models used to analyze the differences between group means and their associated procedures (such as "variation" among ...
1
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0answers
54 views

Explain probability measure and probability distribution

Dear statistics community, I seek your help to understand the jungle of concepts about probability theory. I am struggling to form a coherent understanding of terms like probability mass function, ...
6
votes
1answer
145 views

What does “principled” mean, as in “principled Bayesian analysis”?

I am generally curious what the term "principled" means. It was used in the title of an unpublished manuscript, "Combining Computer Models in a Principled Bayesian Analysis". In addition, Zhang 2004 ...
-1
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1answer
341 views

Some clear range and interval definitions

What is your or an offical (please provide link to citation) definition of range AND interval _? Or perhaps put in another way: what is the major important difference between the two terms _? My ...
2
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2answers
83 views

Forecasting the past?

More of a literacy question that stats, but I'm looking for correct terminology and the Google machine hasn't thrown anything up. You have explanatory data and observed data for 2000-2010. You have ...
1
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0answers
73 views

What is meant by the “level” of a time series?

In much of the literature I'm studying it's one of those terms that occurs frequently yet without a rigorous definition to be found. Specifically, I am told: For time-indexed random variables ...
0
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1answer
94 views

Can a confounding variable be correlated with the DV and not the IV?

Can a confounding variable be correlated with the DV and not the IV? I have heard of the DV being corr. but I can't find IV in any textbooks. I found this def. in Wiki: ...
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2answers
1k views

Difference between superpopulation and infinite population

What is the difference between Superpopulation and Infinite population? Please explain this with examples. Thanks!
2
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2answers
286 views

Arbitrariness of Euler's number in exponential of log-normal distribution

The Wikipedia article of the log-normal distribution says If $X$ is a random variable with a normal distribution, then $Y = \exp(X)$ has a log-normal distribution; likewise, if $Y$ is ...
1
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2answers
171 views

What's the difference between likelihood and confidence in claim being true

I'm reading the IPCC report on climate change from 2007. In their uncertainity guide they make a distinction between likelihood and levels of confidence. What's the difference between the terms? ...
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2answers
2k views

Do you reject the null hypothesis when $p < \alpha$ or $p \leq \alpha$?

This is clearly just a matter of definition or convention, and of almost no practical importance. If $\alpha$ is set to its traditional value of 0.05, is a $p$ value of 0.0500000000000... considered ...
1
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2answers
170 views

How is the standard definition of independence applied to time-series?

So, [Wikipedia says] that the standard definition of independence is: $f_{X,Y}(x,y) = f_X(x) f_Y(y)$ How is this applied to timeseries? How do we calculate each side of the equation? If we're ...
1
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0answers
86 views

How do you call a situation or a point at wich statistics data stops changing?

When I calculate a prediction, for instance I am trying to find out who is going to win elections and I do that by asking people who they voted on. After a certain number of answers my data will stop ...
1
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0answers
157 views

Length weighted median

In the field of genome assemblies in biology (the problem being reconstructing the genome from many, short random pieces of it, where a genome is one or more long strings of a limited alphabet), there ...
6
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1answer
126 views

How to define what a “sample” is?

If I give you three numbers that are independently and identically drawn from a standard normal distribution, then have I given you three samples or one sample? If the answer is one sample, then is ...
5
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1answer
12k views

What is the difference between “margin of error” and “standard error”?

Is "margin of error" the same as "standard error"? A (simple) example to illustrate the difference would be great!
3
votes
1answer
603 views

Are nominal attributes strict classifications and equivalent to enumerations in programming languages?

I've been looking random forest algorithms for text classification and referencing the Mahout random forest decision tree description. In it, there is a reference to two types of variables, nominal ...
2
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3answers
2k views

Degrees of freedom for Chi-squared test

I am facing the following dilemma. I am aware of how to handle the one-sided Chi-distribution, but I am falling victim to how to handle degrees of freedom. Let me clarify with an example what I mean. ...
8
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4answers
574 views

Difference between the terms 'joint distribution' and 'multivariate distribution'?

I am writing about using a 'joint probability distribution' for an audience that would be more likely to understand 'multivariate distribution' so I am considering using the later. However, I do not ...
33
votes
8answers
3k views

Rigorous definition of an outlier?

People often talk about dealing with outliers in statistics. The thing that bothers me about this is that, as far as I can tell, the definition of an outlier is completely subjective. For example, ...
41
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7answers
4k views

What, precisely, is a confidence interval?

I know roughly and informally what a confidence interval is. However, I can't seem to wrap my head around one rather important detail: According to Wikipedia: A confidence interval does not ...
38
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5answers
28k views

What is the difference between fixed effect, random effect and mixed effect models?

In simple terms, how would you explain (perhaps with simple examples) the difference between fixed effect, random effect and mixed effect models?
2
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3answers
1k views

Calculation of incidence rate for epidemiological study — prevalence rate this time

Thanks for all the answer for the question Calculation of incidence rate for epidemiological study in hospital. And here come's the second part of the question: What about the prevalence rate then? I ...
4
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3answers
6k views

Calculation of incidence rate for epidemiological study in hospital

I have kinda puzzled when I heard from the other about the calculation of incidence rate From Kenneth Rothman's Modern Epidemiology, the incidence rate is calculated as ...
8
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4answers
30k views

What is the difference between effectiveness and efficacy in determining the benefit of therapy 'A' on condition 'B'?

The context of this question is within a health framework i.e. looking at one or more therapies in the treatment of a condition. It appears that even well respected researchers confuse the terms ...
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1answer
2k views

What is the precise definition of a “Heywood Case”?

I had been using the term "Heywood Case" somewhat informally to refer to situations where an online, 'finite response' iteratively updated estimate of the variance became negative due to numerical ...
6
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4answers
2k views

What practical implications/interpretations are there of a kurtotic distribution?

I'm familiar with what the 2nd moment (variance) indicates as well as what the 3rd moment (skewness) indicates. I know that on a histogram the 4th moment (kurtosis) indicates the "peeked-ness" of the ...
112
votes
16answers
32k views

Why square the difference instead of taking the absolute value in standard deviation?

In the definition of standard deviation, why do we have to square the difference from the mean to get the mean (E) and take the square root back at the end? Can't we just simply take the absolute ...
16
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6answers
2k views

What is meant by a “random variable”?

What do they mean when they say "random variable"?