# Tagged Questions

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### Intuition for Gamma-Poisson / Negative Binomial

I have a data set which intuitively seems Poisson-like, but it's overdispered. So I'm investigating negative binomial. From this question and this page I understand one way of viewing this is to ...
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### Why does entropy increase with dispersion for continuous but not for discrete distributions?

For a pdf $f(x)$ (i.e. continuous distribution), Entropy (differential entropy) is defined as: $H_C(X) = -\int_\mathbb{X} f(x)\log f(x)\,dx.$ For a discrete distribution with p.m.f $F(x)$, Entropy ...
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### What is the intuition behind (M)ANCOVA and when/why should one use it?

As per my understanding here's the what/why/when of the following hypotheses tests in a crude sense: t-test: Used when comparing means between two samples ANOVA (one way): Used when you have one ...
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### Numerical example to understand Expectation-Maximization

I am trying to get a good grasp on the EM algorithm, to be able to implement and use it. I spent a full day reading the theory and a paper where EM is used to track an aircraft using the position ...
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### Explaining p-value to a sophisticated layman [duplicate]

I think I understand the concept of p-value but unfortunately I still have to exert a lot of brain cycles to get my arms around it. I would like to get an explanation of the p-value that is rigorous ...
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### Visual explanation of forecasting algorithm

I am trying to develop the concept to give an intuitive explanation of how my forecasting algorithm works. The forecasting algorithm uses historic data and some current-day data to forecast the ...
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### Deep Learning Networks: Fundamental differences

I have read and heard in several places that Deep Learning Networks take considerably longer to train than, say, support vector/kernel machines, random forests or boosting methods, but they can give ...
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### Wald test for threshold

In layman's terms, what is a Wald test for a threshold, and what does it mean when it has a nonstandard asymptotic null distribution?
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### How to explain PCA in layman's terms [duplicate]

I would like to know how can I explain PCA to someone not familiar with statistics. I have categorical/binary data and when I apply PCA the representation actually makes sense. So, if I put PCA in ...
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### Intuition for recursive least squares

The least squares formula, $\beta = (X'X)^{-1}X'Y$ can be recursively formulated as \begin{align} \beta_t &= \beta_{t-1} +\frac{1}{t}R_t^{-1}x_t'(y_t-x_t\beta_{t-1}),\\ R_t &= ...
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### Bottom to top explanation of the Mahalanobis distance?

I'm studying pattern recognition and statistics and almost every book I open on the subject I bump into the concept of Mahalanobis distance. The books give sort of intuitive explanations, but still ...
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### How to understand SARIMAX intuitively?

I'm trying to understand a paper about electric load forecasting but I'm struggling with the concepts inside, specially the SARIMAX model. This model is used to the predict the load and uses many ...
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### Multivariate response regressions vs many linear models

Would anyone be willing to venture an intuitive description of the situations under which a multivariate response model is more appropriate than many linear regressions? As an example, take a ...
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### Why is the formula for standard error the way it is?

So just "why" is $SE = \frac{s}{\sqrt n}$ ? How should one interpret/articulate the reason of having $\sqrt n$ in the denominator. Why do we divide sample mean by the square root of the sample size, ...
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### Derivation of the pdf of the Beta distribution [duplicate]

$$f(x)= \frac{x^{(\alpha−1)} * (1−x)^{(\beta−1)}}{\mathcal B(\alpha,\beta)}$$ Questions: How can we derive this famous pdf? What is the intuitive meaning of the Beta distribution? (Please ...
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### what is the intuition behind stationarity condition for AR(p) process?

i get that you have to find the roots of the characteristic polynomial but can someone explain the intuition behind the roots must be outside the unit circle? what is a unit circle? before anyone ...
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### Poker shared cards change odds

I wrote a poker simulator for seven card texas hold 'em, and I found a counter-intuitive result: If player A starts with a pair of aces against player B who has a random hand, I get a different %win ...
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### Is there an intuitive explanation why multicollinearity is a problem in linear regression?

The wiki discusses the problems that arise when multicollinearity is an issue in linear regression. The basic problem is multicollinearity results in unstable parameter estimates which makes it very ...
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### E-M, is there an intuitive explanation?

The E-M procedure appears, to the uninitiated, as more or less black magic. Estimate parameters of an HMM (for example) using supervised data. Then decode untagged data, using forward-backward to ...
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### How to understand a convolutional deep belief network for audio classification?

In "Convolutional deep belief networks for scalable unsupervised learning of hierarchical representations" by Lee et. al.(PDF) Convolutional DBN's are proposed. Also the method is evaluated for image ...
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### What is meant by a “random variable”?

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