This tag indicates questions about definitions of statistical terms. Use a more general tag [terminology] for questions on statistical parlance that are not specifically about definitions.

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5
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2answers
60 views

Why is the standard deviation defined using differences^2 instead of differences^4? [duplicate]

I've read some post about why to take the std. deviation and its benefits, here's one of them: Why square the difference instead of taking the absolute value in standard deviation?, and another by ...
1
vote
0answers
33 views

What is industrial statistics?

We have a course titled "Industrial Statistics". But I don't understand what is industrial statistics? What I have understood after searching some sites is only that Industrial statistics ...
0
votes
1answer
24 views

What is intervention?

An intervention is strategy to produce change among individuals or entire population. Is the definition of intervention correct ?
4
votes
1answer
50 views

Is there a basic definition of Significant result and Non-significant result?

Is there a basic or widely accepted definition of Significant Result and Non-Significant Result? Seems that every where I look they want to get into problem solving without defining what those terms ...
1
vote
0answers
39 views

Is a model including a square root of a variable linear in the parameters? [duplicate]

Is the model $$ y = \gamma_0 + \gamma_1 + \sqrt x + \varepsilon $$ linear in parameters? ( $\varepsilon$ is the error term.)
3
votes
0answers
22 views

How to construct “reference priors”?

I have been reading about noninformative priors. Two of the most popular priors of this kind seem to be the Jeffreys prior and the reference prior. The Jeffreys prior has a clear construction, being ...
5
votes
2answers
46 views

Short term for Probability of Type I error

When comparing statistical tests, one often compares the probability of committing a Type 1 error, and the probability of not committing a Type 2 error. While (2) can be concisely termed 'power', ...
5
votes
3answers
118 views

What makes constant function an estimator?

This is a theoretical one. This question is inspired by recent question and discussion on bootstrap, where a constant estimator, i.e. a constant function $$f(x) = \lambda$$ was used as an example of ...
1
vote
1answer
19 views

What does it mean to say that two classifiers are independent?

For example: http://www.tandfonline.com/doi/abs/10.1080/00031305.2013.778788 Is it simply that neither classifier uses the output of the other?
5
votes
2answers
111 views

Is a time series the same as a stochastic process?

A stochastic process is a process that evolves over time, so is it really a fancier way of saying "time series"?
8
votes
1answer
354 views

How does “Fundamental Theorem of Factor Analysis” apply to PCA, or how are PCA loadings defined?

I'm currently going through a slide set I have for "factor analysis" (PCA as far as I can tell). In it, the "fundamental theorem of factor analysis" is derived which claims that the correlation ...
8
votes
4answers
267 views

What is the difference between $E(X|Y)$ and $E(X|Y=y)$?

Generally, What is difference between $E(X|Y)$ and $E(X|Y=y)$? Former is function of $y$ and latter is function of $x$? It's so confusing..
3
votes
1answer
32 views

Question about definition of random sample

In my statistics class, we're just beginning to talk about (point) estimation. I have a small question that might actually be due more to notation/definition than anything very conceptual: Say you ...
0
votes
1answer
25 views

Is there a statistical differing interpretation between match and fit?

I've seen the terms matching/match and fitting/fit used almost interchangeably when discussing models goodness of fit, observed vs simulated data matching, etc. Is there a difference in ...
7
votes
3answers
668 views

What does “curvilinear” mean?

As far as I can tell, curvilinear is defined vaguely but means the same as nonlinear. Is that correct? Or does curvilinear have a distinct definition?
1
vote
1answer
112 views

What is the difference between sample and outcome? (plus events and observations)

I was sure that these are the same things but I do not get the difference reading about mass probability function Suppose that $X: S → A (A \subseteq R)$ is a discrete random variable defined on ...
0
votes
0answers
24 views

what dates to use to calculate length of follow up

I am dealing with a set of surgery patient data, have the date of surgery, date of discharge, and date of the last follow-up visit. I am wondering that for calculating the duration of follow-up, do I ...
4
votes
1answer
86 views

Has the parameter $\frac{1}{\sqrt{2(n-1)}}$ a name?

Has the parameter $\displaystyle \frac{1}{\sqrt{2(n-1)}}$ a name? $n=\text{number of observations}$
1
vote
1answer
27 views

Explanation of order of integration in the context of cointegration

Please explain the meaning of 'order of integration' when talking about cointegration. An explanation with some examples would be great.
1
vote
1answer
4k views

What is the difference between a parametric test and non-parametric tests? [duplicate]

Please explain the difference between a parametric and a non-parametric test. Do all data mining techniques come under the non-parametric category?
1
vote
0answers
32 views

Configural frequency analysis

What do you think about configural frequency analysis? http://en.m.wikipedia.org/wiki/Configural_frequency_analysis I personally love the idea to extract types and antitypes in heterogenous samples ...
1
vote
0answers
33 views

Window models in stream data processing

Reading about data stream clustering I met the next terms: landmark window model, sliding window model, damped window. As to sliding window it's clear - oldest data escape the scope, the new data ...
0
votes
1answer
55 views

What is the $p$ in Cook's distance?

In the equation for Cook's distance: $$D_i = \frac{\sum_{j=1}^{n}(\hat{y}_j - \hat{y}_{j(i)})^2}{p MSE}$$ the value of $p$ is defined as "the number of fitted parameters in the model." What does ...
0
votes
1answer
51 views

What are “second-order dependencies” and “higher order dependencies” in the data?

I am reading A Tutorial on Principal Component Analysis by Shlens, 2014, and it mentions these two notions: "second-order dependencies" and "higher order dependencies". I could not find any clear ...
0
votes
1answer
33 views

What is a seasonality of a data stream ? How to use it to estimate a stream attributes ?

I am trying to understand what is the rigorous definition of seasonality is, but couldn't find it. Is it a mathematical tool at all? I need to analyze a stream coming from one source and be able to ...
1
vote
1answer
201 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
vote
0answers
26 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
votes
0answers
54 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 ...
9
votes
2answers
4k 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 ...
8
votes
1answer
117 views

What exactly is called “principal component” in PCA?

Suppose $u$ is the vector that maximizes the variance of the projection of the data with design matrix $X$. Now, I have seen materials that refer $u$ as the (first) principal component of the data, ...
0
votes
1answer
147 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
votes
2answers
133 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
vote
1answer
157 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
votes
1answer
105 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
votes
0answers
57 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
votes
1answer
122 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) ...
5
votes
2answers
235 views

What is a “factor” in factor analysis?

What is a factor from a linear algebra point of view? Is it a vector, matrix, basis, tuple, coordinate system or something else?
5
votes
1answer
460 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
1k 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
votes
0answers
95 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
votes
0answers
157 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
226 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
vote
0answers
63 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
174 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
votes
1answer
1k 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
votes
2answers
116 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 ...
3
votes
0answers
139 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
votes
1answer
106 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: ...
6
votes
3answers
2k views

Difference between superpopulation and infinite population

What is the difference between Superpopulation and Infinite population? Please explain this with examples. Thanks!
2
votes
2answers
339 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 ...