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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3answers
91 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 ...
0
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0answers
23 views

What are parametric models? [duplicate]

The term Parametric Models does not sound unfamiliar to me, but I do not exactly know what they are. Can you please briefly explain what model is parametric and ...
1
vote
1answer
15 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
94 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
286 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 ...
7
votes
4answers
247 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
29 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
24 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
492 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
80 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
23 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
84 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
26 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
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1answer
2k 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
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0answers
26 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
31 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
54 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
40 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
32 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
147 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
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
53 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
votes
2answers
3k 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
vote
1answer
126 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
128 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
122 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
77 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
56 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
93 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
votes
1answer
167 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
383 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
957 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
87 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
150 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
212 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 ...
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0answers
59 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
172 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
894 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
108 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
vote
0answers
111 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
104 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
329 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
vote
2answers
260 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? ...
11
votes
2answers
3k 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
vote
2answers
179 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 ...
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vote
0answers
89 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
vote
0answers
178 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
votes
1answer
136 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
votes
1answer
18k 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!