A distribution is a mathematical description of probabilities or frequencies.

learn more… | top users | synonyms (1)

0
votes
0answers
6 views

What is the probability distribution of the absolute value of 1-U1(0,1)-U2(0,1)?

I'm not well versed in statistics so I'm not sure if my question is worded exactly correctly but basically here's the problem I'm trying to solve: imagine you have two equal sized arrays of size n. ...
1
vote
1answer
31 views

bivariate normal density function

I know how to show the first part, but I am confused about the second part, how to express the relationship between the two? Any hint, advice or suggestion is appreciated.
1
vote
0answers
7 views

Distribution of large set of fold changes

My background in stats is limited to a few undergraduate classes. However, I have a question that intuitionally seems to have a statistical answer. Let me describe my intuition first. I do systems ...
0
votes
0answers
16 views

Available Data from a Variety of Distributions

There are several websites and other tools, such as random.org for generating data from either uniform or Gaussian distribution. However, I've been unable to find any such tools for other ...
0
votes
0answers
9 views

Hypergeometric distribution and its continuous counterpart

I'm modeling an urn without replacement. I'm drawing $m$ balls from an urn containing $p_w$ white balls and $p-p_w$ black balls and I want to know what is the probability that I draw at least $m_w$ ...
1
vote
0answers
22 views

Compare 2D maps

I have a bunch of samples to compare. Each sample is composed of 30,000 cells (dots) for which I computed 2 dimensions (30,000 x 2 matrix). Each dot represent the expression of two parameters for a ...
1
vote
0answers
16 views

Unique matching for quantiles from one half of the density to a subset of the other half?

I am interested in finding the median absolute distance to quantiles. So, for $Q_\alpha$ the $0 \le \alpha \le 1$ quantile, I would like to find $Q_\gamma^*$ such that $Q_\gamma^*$ satisfies ...
0
votes
0answers
9 views

Finding a percentile of joint, correlated distributions [on hold]

To give an economics example, lets say I have a distribution of House Price Indices (HPI) and Unemployment Rates - both non-normal and correlated to each other. I want to know how to calculate the ...
6
votes
1answer
358 views

Why should we use t errors instead of normal errors?

In this blog post by Andrew Gelman, there is the following passage: The Bayesian models of 50 years ago seem hopelessly simple (except, of course, for simple problems), and I expect the Bayesian ...
0
votes
1answer
27 views

Probability distribution of Y in regression?

I'm trying to predict the probability distribution of $Y$ given $X_0, X_1, ...$ with a nonlinear regression. The probability distribution of $Y$ is likely not normal. So far, I've set up and trained ...
0
votes
0answers
7 views

Undefined real result error at WinBUGS

I am currently working on my thesis and interested in estimating a multilevel differential item functioning model and I using at WinBUGS. Until I had done model check-up, there are no errors. However, ...
0
votes
0answers
6 views

Custom kernel in R [on hold]

There are many kernels in common use, apparently. How can I implement a custom kernel in R? For example, is there a density-like command that takes a kernel ...
0
votes
0answers
10 views

Trap 66 (post condition violated) error at WinBUGS

I want to analyze a multilevel differential model in WinBUGS. The model is as below. When I run the model I receive ...
4
votes
2answers
71 views

Problem obtaining a marginal from the joint distribution

Suppose $X_1$ and $X_2$ have the joint pdf $$f_{X_1,X_2}\left(x_1,x_2 \right)=4x_1 x_2,\quad\text{for}\quad 0<x_1<1, 0<x_2<1$$ From that I found the joint pdf of $Y_1=\frac{X_1}{X_2}$ ...
0
votes
0answers
11 views

How to calculate the distribution of spend on options of a new car

I have a bit of a real world conundrum and I have reached the limited of my knowledge. The problem in question relates the distribution of the amount of money spent on options when buying a new car. ...
0
votes
0answers
16 views

Normal distribution probabilities [closed]

Suppose that one out of every ten plasma televisions shipped has a defective speaker. Out of a shipment of n=400 televisions, find the probability that there are: a. at most 40 with defective ...
1
vote
0answers
34 views

z scores, highest percentile ranking, different distributions

Let a value $x$ have a z-score of (say) $+0.10$. With respect to which distribution(s) can $x$ have the highest percentile ranking: normal, positively skewed, or negatively skewed?
1
vote
0answers
20 views

Sampling from a distribution with a margin of error

A survey of a population is taken using sampling. It is determined that 70% prefer option A and 30% prefer option B with a margin of error being 5%. Normally when simulating the process with the ...
2
votes
1answer
17 views

How to choose a kernel for KDE

There are a lot of kernels available for a univariate KDE. R uses normal by default, but the efficacy discussion seems to support the use of Epanechnikov. What should influence kernel choice for ...
0
votes
1answer
19 views

Stable Distribution Log-likelihood and AIC values

I have used the stableFit function from the fBasics package to come up with parameters (alpha, beta, gamma, and delta) for a stable distribution as you can see below: ...
0
votes
0answers
10 views

Meta-analysis - generating null distributions of test statistics.

I'm having trouble obtaining p values for effect sizes from a meta-analysis because the distribution of t-statistics is not normal. The analysis involves eight studies, each containing measurements ...
0
votes
0answers
16 views
+50

Help interpret Distribution of Wlan Signal Strength Measurements

For my project I need to evaluate large amounts of wlan signal strength measurements. Measurement is in dBm which is a logarithmic scale for milli watt (so every 3dBm the milliwatts double) where ...
1
vote
0answers
27 views

Standard Deviation and Variance

Can someone help me with this question because I'm not sure of how to do it exactly: There are two routes for a worker to get to his office. Both the routes involve hold ups due to traffic ...
0
votes
0answers
56 views

Distributions where higher variance in sample estimates leads to smaller loss when estimating mean

Let's say I have an unknown distribution a. I do not know the shape, mean or variance of this distribution but I have access to another distribution ...
1
vote
1answer
53 views

Parameters for a Levy distribution in R

Can someone help me figure out how I can get parameter estimates for a levy distribution using R? Unlike the normal distribution and Student T distribution which has functions ...
2
votes
1answer
23 views

Mean and Variance for a sum of independent weighted bernoulli random variables with different probabilities of success

Suppose $Z_i$ are independent Bernoulli random variables with differing probabilities $P_i$. Also suppose weights $W_i$ are positive and constant. Can you tell me the mean and variance for the ...
0
votes
1answer
21 views

Frequency distribution and number of samples

Suppose I have a frequency distribution of some process of f_n(x) that is based on n samples, with ...
1
vote
2answers
49 views

Ratio of CDFs $F(x)/x$ property

In my research project is useful to classify cumulative distributions functions of random variables with support in $[a,b]$ with $0\le a<b\le+\infty$ depending on whether the ratio, ...
-2
votes
1answer
27 views

How to simulate a prior for a Poisson distribution? [closed]

I would like to simulate random variates from a Poisson distribution to act as prior for a predictive model, but I fail to do it correctly. Here is my attempt: ...
2
votes
1answer
21 views

Distribution of Sample Means Compared to Population Mean

Assumptions I have a population (n=5000) and I know everything about it (all point values, mean, standard deviation, etc.) From this, I will sample 1000 items. I can calculate the mean of the sample ...
0
votes
0answers
19 views

prior predictive distribution negative binomial in R

I have a prior distribution Gamma(1.71,1.05) from a Poisson(2.2), and I know that the prior predictive distribution will be a Negative-Binomial of Gamma parameters i.e. Neg-bin(1.71,1.05). I would ...
3
votes
1answer
49 views

Regession diagnostics

Why is it necessary to have the number of independent variables less than the number of data points in a regression setup? If suppose, it is the other way round, i.e. the number of independent ...
2
votes
0answers
10 views

Distribution of Trace of non-centered Wishart matrix

I am looking for the distribution of trace of the non-central Wishart matrix with different variations along different axes. Is there a general formula for such distribution? If not, is there a ...
1
vote
1answer
19 views

Numerical problem in own code to derive pdf of Tukey g

Given a $X\sim N(0,1)$ and $g>0$, the random variable $$Y=\frac{\exp(gx)-1}{g}$$ is said to have a Tukey $g$ distribution with parameter $g$. I wrote the following R code to get the pdf of the ...
2
votes
0answers
59 views

Maximum minus average?

I have some legacy code that is doing some stats that I can't figure out. It's taking the maximum value of a data set, and subtracting the average of the data set. I've tried looking into what this is ...
0
votes
1answer
44 views

Estimating age distribution from first names

Is it possible to estimate an age distribution of a specific population (e.g. actors, customers, etc.) from a list of their first names? Given that data of the number of individuals grouped by birth ...
0
votes
0answers
25 views

Union of independent events

Let $ A_1, A_2, A_3 $ be independent events with probabilities $ \frac 12,\frac13,\frac14,$ respectively. How to compute for $P(A_1\cup A_2 \cup A_3).$ My solution starts from using the probability ...
1
vote
0answers
16 views

When do we “bootstrap” and then use “t-dist” versus just using “t-dist”?

I'm taking a Data Analysis class on Coursera, and we are learning about bootstrapping when you have a small sample size (>30). What I don't understand, is when do you bootstrap and then use the ...
2
votes
0answers
21 views

Truncated Gamma distribution parameter estimation

I need to estimate the parameter of a Gamma distribution form the data, but I only have samples from 0.05 to 3 (most of the samples are concentrated here). I tried MLE but due to the truncation is ...
-1
votes
0answers
34 views

Density distribution of outcomes of 2 dice rolled [duplicate]

This question is related to: http://stackoverflow.com/questions/26153925/r-studio-a-histogram-with-a-bar-for-each-frequency-value Amongst the outcomes of 2 dice rolled, the chances of 2 are equal to ...
1
vote
1answer
38 views

R - MLE of modified Champernowne density

I've come across an article (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=704903), in which author wrote about maximum likelihood estimates of parameters in the so called modified Champernowne ...
2
votes
1answer
26 views

How to draw these t-statistics in R

When determining the necessary sample size for a t test of a difference of mean of two populations a good rule of thumb is typically $$ n = 16 {\sigma^2 \over ...
0
votes
1answer
63 views

What probability distribution to use for a variable X for which only an estimate is known?

I demand that... X must be in the interval (0,1). The estimate given is the expectation of the unknown distribution. EDIT: Kind of heavy as an assumption, I would suspect. Would it be possible to ...
0
votes
1answer
26 views

GMM estimation of linear regression with intercept restriction

Say I have a time series regression as follows: $$y_t = a_i + \beta_i x_t + \varepsilon_t^i \ \ ; \ \ t = 1, 2, \cdots, T \ \ \text{for each } i$$ Now say I impose the following restriction on the ...
1
vote
0answers
38 views

Distribution for $Y = \sqrt{X_1^2 + X_2^2}$, when $X_1, X_2$ are dependent and normally distributed with different variance? [duplicate]

Is there a closed form distribution for the transformation given by $Y = \sqrt{X_1^2 + X_2^2}$, when $X_1, X_2$ are jointly normal but dependent random variables with different variance? OBS: I know, ...
2
votes
1answer
23 views

Sampling under assumption of log normal distributed data with sample mean and standard deviation

I have the sample mean and the sample standard deviation of income calculated from individual tax data of all citizens in country (let's call this data X). I do not have access to this tax income ...
1
vote
0answers
18 views

Testing GLMM residuals against specific families and link functions (R)

When running a GLMM in R with family=gaussian and link=identity, it's easy enough to test whether normality and homoscedasticity ...
0
votes
0answers
30 views

Data structure for Inverse Cumulative Distribution when columns are *NOT* separate variables

I am trying to structure data to conduct a Frequency analysis and output an Inverse Cumulative Distribution histogram for a biomechanics study. The goal is to compare 4 devices with respect to their ...
1
vote
1answer
31 views

Jensen Shannon Divergence vs Kullback-Leibler Divergence?

I know that KL Divergence is not symmetric and it cannot be strictly considered as a metric. If so, why is it used when JS Divergence satisfies the required properties for a metric? Are there ...
1
vote
1answer
22 views

Why is the posterior probability for the total number of carts being 60 about 0.006?

I’m reading Think Bayes by Downey and exploring the famous locomotive problem. After seeing cart 60 of a train zoom by, I’m trying to determine the posterior probability of there being X carts in the ...