Tagged Questions

0
votes
1answer
34 views

Working out probability with alpha and beta

Working out probability with alpha and beta? Let's say in an experiment, the Null hypothesis is patients having Condition A. Alpha (type I error) is 0.05 and beta (type II error) is 0.15. If i have ...
0
votes
1answer
44 views

Conservative confidence interval

One month before the election, a poll of a large number of randomly selected voters showed 65% planning to vote for a certain candidate. The newspaper article reported a 90% conservative margin of ...
1
vote
0answers
86 views

how can the probabilities of sampling subset proportions be tested?

Assume we have 10 different jigsaw puzzles. Each puzzle has a different number of pieces, e.g., ...
0
votes
1answer
47 views

Comparing two points corresponding to two different normal distributions

I have two multi variate normal distributions N1 and N2. Say two points p1 is from N1 and p2 is from N2. I want to get some statistical features from these two points. How can I do it? I need a ...
2
votes
0answers
25 views

Estimating the likelihood of independence of two discrete variables using the co-occurrence count matrix

I have some data about users from different regions visiting different directories of some website. Aggregating that data I get the co-occurrence frequency matrix (for regions and directories). Now I ...
1
vote
2answers
51 views

I want to compare two groups of coin tosses with different number of tosses

I have a list of results of two different groups of coin tosses generated by http://www.wolframalpha.com/input/?i=10+coin+tosses. But the number of tosses is different: There are 10 in one group and ...
0
votes
1answer
211 views

P values and t statistics?

I performed an experiment using two different methods on same object, the results of the experiments were Method 1 70,72,70,75 and 77% Method 2 80,81,67,75 and 82% On basis on average I claimed ...
1
vote
1answer
168 views

Poker winrate statistical test

In the game of poker, how do we test $H_o : \textrm{winrate} > 0$? Or how can we test $H_o : \textrm{winrate} = x$ for $x \in \mathbb{R}$? Winrate might be measured as the population $ profit per ...
1
vote
2answers
117 views

Significance of different mean values for two processes

I have an experiment that produces one measurement every time it is run. I can change something in the experimental setup, and I want to test if this change in the setup results in a change of the ...
1
vote
1answer
217 views

Frequentist properties of p-values in relation to type I error

This question is related to frequentist properties of p-values and their relation to type I error and why the results from an online simulation differ from what I would have expected. Assume that I ...
8
votes
3answers
2k views

Comparing and contrasting, p-values, significance levels and type I error

I was wondering if anybody could give a concise rundown as to the definitions and uses of p-values, significance level and type I error. I understand that p-values are defined as "the probability of ...
0
votes
1answer
100 views

What is the probability that the true effect is greater than z?

Say you run a regression (Y = Beta_0 + Beta_1 + GDP + ... ), and obtain a coefficient estimate for "GDP" of -6 with a standard error = 4. Assume sample size is 250. How do you answer the question: ...
3
votes
2answers
137 views

Detecting fishy data

Just a little thought I've been having. If we rolled a fair dice 60 times, and got 60 sixes in a row, we would (wrongly?) definitely assume that something fishy's going on. Is there any statistical ...
3
votes
0answers
164 views

Normalization/comparison-when the observed cardinality is a random variable, over finite sets

Given, $p_{ij}=\frac{|A_i|+|A_j|}{|A_i\cup A_j|}$ for sets $A_i$,$A_j$ $\forall i\not=j ,\forall i \in \left \{ 1,2...n \right \} $ and given the fact that $|A_i \cap A_j|>0$ for all $A_i,A_j$: ...
3
votes
1answer
75 views

Is there a way to test a probabilistic prediction for an uncontrollable experiment?

This is something that I've wondered about mostly in connection with weather forecasting, but I would like to ask the general question because it comes up from time to time in other contexts. Suppose ...
0
votes
1answer
92 views

Testing that a sample corresponds to an arbitrary distribution

I'm writing a set of unit test for a function that draws random numbers from an arbitrary distribution, defined as a PDF (example of such a function can be seen here). I am confused about the proper ...
2
votes
2answers
114 views

Testing against a custom probability distribution

What I want is some tool that will test an ordinal, discrete variable against a specific probability distribution, say the variable might take 4 values, 1, 2, 3, 4, and my expected probability ...
4
votes
2answers
5k views

How to find P(X > F) in ANOVA F-test?

(Apologies for the ASCII tables, Stackexchange doesn't allow HTML tables and since I'm not supposed to link to an image, this is the only way I know of showing the data) I'm learning about ANOVA ...
1
vote
2answers
118 views

Probability that X<=Y when X and Y are p values from two different hypotheses

If i test two hypotheses, one of which has a null that is -in fact- false and the other has a null that is -in fact- true, I want to know the probability that the first test will obtain a p value less ...
3
votes
1answer
282 views

How to calculate sample size for a one-sided test on a rxs contigency table

I work quite often with Google's Website Optimizer, essentially it allows you to make small changes to a site to determine if they have an effect on the ratio of clicks to a web page to sales. The ...
6
votes
2answers
180 views

Estimating the probability of a person getting a question right

We need to estimate the probability of a person getting a question right for a given content area given his history of getting questions in the same content area right in the past. We would also ...
29
votes
6answers
2k views

Motivation for Kolmogorov distance between distributions

There are many ways to measure how similar two probability distributions are. Among methods which are popular (in different circles) are: the Kolmogorov distance: the sup-distance between the ...