Data, events, processes, etc, are non-independent if knowledge of 1 provides some information about the state or value of the other.

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30 views

What exactly is a higher-order correlation? [on hold]

What exactly is a higher-order correlation? Is the term just a catch-all for all dependencies that are not captured by second-order correlations? Or do people mean something more precise than ...
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1answer
29 views

Chi-square test to see if set of dependent correlations are equal

I've got four dependent correlations (i.e., from the same sample) that involve predictor variables $(A,B,C,D)$ and an outcome variable $(E)$. $N=172$. $$\begin{array}{c|cccc}{\rm ...
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0answers
11 views

Test which method is better if data is gathered on overlapping time windows (not independent)

I have two methods which are being used to estimate a specific signal. I have a ground truth measurement of this signal and these two methods are using noisy data to estimate this signal. This signal ...
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0answers
12 views

Estimating distribution function for dependent observations

Let $X_1,\dots,X_n$ be identically but not necessary independent distributed with distribution function $F$. I'd like to estimate $F$ efficiently. In case, $X_1,\dots,X_n$ are i.i.d., we can estimate ...
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0answers
9 views

Correlation between predictor variables and time in Survival Analysis?

I am using survival analysis to model time to an event. I would like to explore the effect of a continuous predictor variable on the hazard rate. The continuous predictor ranges in value from 0-8.5. ...
0
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0answers
29 views

How do I test the difference between two dependent correlation coefficients whilst controlling for other variables?

How do I test the difference between r(X,Y) and r(X,Z) [Williams Test?] whilst controlling for demographic variables that were measured in addition to X and Y and Z [Partial Correlation]? Thanks, ...
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0answers
35 views

Neural Network, dependence among outputs?

Is there a way to train a neural network in the following manner: You have $n$ observations in the training set. The neural net will start with random weights, and produce $n$ outputs. I want to ...
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0answers
26 views

Is the multivariate Gauss the only pdf incorporating covariances?

I am wondering whether there is another probability density function known to literature which is similar to the multivariate normal distribution in the respect that the pdf incorporates the ...
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1answer
20 views

Independent vs. Dependent Compound Poisson Distributions

I have an issue with a section of some Actuarial lecture notes that I am reading. Here are the snippets from the notes: "Consider a portfolio consisting of $n$ independent policies. The aggregate ...
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0answers
60 views

Estimating variance for identically non independent data

Let $X_{ij}$ with $1\leq i<j\leq n$ (that are $X_{12},\dots, X_{1n},\dots,X_{(n-1)n}$) be ${n \choose 2}$ identically normal distributed $N(0,\sigma^2)$ such that $ \text{corr}(X_{ij},X_{rs})=\rho ...
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0answers
33 views

Incorporating the non-independence of 'Date' into a model predicting temperature

I'm trying to analyse some temperature data, collected at 49 sites over a three month period. The data are in the form of a maximum reading at each site on each day. I'm interested in how temperature ...
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0answers
44 views

Correlation between independent groups of dependent data

I’m trying to correlate data between an accelerometer and a pedometer (step counts). These are worn simultaneously by 20 people for 7 days. If the two devices give me 1 datum per day at the end of the ...
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0answers
38 views

Probability of drawing a cursed coin not from a certain box

There are three boxes of gold coins. In the first box, 1 out of 3 coins are cursed, in the second 2 out of 3 are cursed, and in the third 1 out of 4 are cursed. Furthermore, the first box is ornate, ...
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0answers
110 views

A/B Test with factors other than conversion rate

I've read "AB Testing other factors besides conversion rate", but I don't know if it's relevant with my question, even if it seems similar. Here is my problem. Let's assume I am creating a new tools ...
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1answer
68 views

What is the expected value E(X), E(Y), Var (X,Y)

Suppose there are three cards labeled with values 1, 2, and 3, and two of them are chosen at random (without replacement). Let the random variable $X$ be the value on the first card chosen, and let ...
2
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0answers
26 views

Family-wise error of dependent tests?

Say you have a drug of which you want to test wether it increases the number of immune cells in your blood. You divide your sample in two groups where one group receives the treatment and the other ...
3
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2answers
65 views

Can non-paired data have dependency?

I have two vectors of data of different sample size. Both are the same experiment, but executed in a different environment. Since the sample sizes are different and they don't share any subject, is it ...
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1answer
32 views

Dependency between two independent experiments pointless?

Let's say I have two experiments of the same type, where I measure something x times in one location and y times in another location, is there any point in looking for a dependency in values between ...
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1answer
89 views

Total probability theorem with normal probability density functions

Let $X$ and $Y$ be two continuous random variables. Suppose that: $X$ has normal pdf with mean mu_1 and variance $\sigma_1^2$ $Y|X$ has normal pdf with mean $mu_2=(a+b*X)$ and variance $\sigma_2^2$; ...
2
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0answers
53 views

What is the distribution of an outer product of random values mod P?

I haven't been able to answer this daunting question for days now and I am not able to find the right resource for it, so maybe someone here might help me out. Consider an outer product of two ...
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0answers
61 views

dependent samples & correction for multiple testing

I have situation in which I compare many genomic regions between two or more cell lines (CL). Each region is covered by n probes measuring the level of methylation (continuous variable). The coverage ...
0
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0answers
35 views

Order statistics without independence assumption

I want to derive an expression for the cdf of the min of a set of $k$ random variables $X_i$ (with same cdf $f_i(x)$) which are identically distributed but not necessarily independent. So far, I got ...
2
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1answer
39 views

Understanding tail dependence coefficients

How can I analyze the $\lambda_U$ and $\lambda_L$ results (estimated by non-parametric method)? What does higher or lower coefficients mean? Does $\lambda_U = 0.5$ mean there's some kind of linear ...
2
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0answers
47 views

Naive Bayes with invalid independence assumption

I'm trying to understand the effects of adding non-conditionally independent features to a naive Bayes classifier. Let's say I have the features vector $X = [x_1,x_2,x_3,x_4]$ and that for each value ...
2
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1answer
246 views

Testing for differences between a sample and a subsample

For reasons I won't go into, I want to test for group differences between an entire sample A ($n=65$) and a subsample B ($n=45$). All of the variables I want use for mean comparisons are continuous. ...
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2answers
265 views

Regression with correlated explanatory variables

I have variables of the following kind (coded in R): ...
2
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1answer
60 views

Goodness of fit for possibly dependent data

My data consists of about a hundred animal visits to three different feeding zones, and I'm trying to determine if there was a preference for one zone over the others. Each animal visits between one ...
2
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0answers
25 views

Transformation of Martingale Differencce

We know non-zero measurable transformation of a dependent sequence is dependent. I want to ask if a non-zero measurable transformation of a sequence which is not martingale difference is not ...
3
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1answer
197 views

Is chi-squared the right method to compare time periods?

We manufacture foobars. In July, 91% of foobars were defect-free, but in August that figure was 89%. Would chi-squared be the right method to determine if the difference of 2% between July and August ...
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0answers
15 views

How can I do supervised classification with qualitative dependent variables?

How can I do supervised classification with qualitative dependent variables? A latent class model is not possible because variables are not independent.
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0answers
61 views

Correlated/dependent random variables

This may be a very basic question or a very difficult one, I am not sure. What does it mean if two random variables are perfectly correlated? What does it mean if two random variables are perfectly ...
0
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1answer
90 views

Which statistical test to use? Paired-sample or independent-sample?

I have 1 subject rating 40 participants on the big five personality traits and other variables. these 40 participants are in 2 conditions (20 each). I want to compare whether there is a difference ...
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0answers
45 views

Why can't I use the variance of the sample average in the Central Limit Theorem for the weak-stationary process?

Under mild conditions $\dfrac{\bar{X}-\mu}{\sqrt{\sigma^2/n}}$ approaches the standard normal (where $\sigma^2$ is the process variance, not the marginal variance $\sigma^2_x$). Why is the ...
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0answers
20 views

Check correlation of three dependent variables

thanks in advance for your precious help! One experiment with 15 subjects, one trial per subject. I measure three types of error (final_position_error, aver_pos_error, aver_orientation_error). I ...
3
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0answers
22 views

Martingale difference vs. sub-independence

We know that martingale difference is an assumption weaker than dependence, and stronger than uncorrelated. The same is true for sub-independence. My question is how sub-independence and martingale ...
3
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0answers
72 views

How to run a sensitivity analysis with dependent variables?

I am trying to run a sensitivity analysis on an efficiency indicator: the ratio between nitrogen outputs (milk, meat, crops) and nitrogen inputs (fertilizers, cattle feed, symbiotic fixation…). I ...
0
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0answers
34 views

Modelling non-independent y through a naive model by using shifted values of y as input

Excuse the unclear title, but I'm trying to ask about the validity of using a shifted dependent variable as a predictor of itself as a crude way of increasing the accuracy of predicting outcomes which ...
6
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3answers
163 views

Why is dependence a problem?

I'm interested in why dependent observations are a problem in statistics. Let's say you want to know if there is a difference in mean exam scores between two schools. You collect 50 observations in ...
2
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0answers
82 views

Comparison of dependent but unpaired data sets

I'm trying to find a statistical test that can help me compare the means of two dependent groups. My data: parameter values from white matter region in an in vivo rat brain parameter values ...
0
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0answers
45 views

ANOVA with semi non-independent data

Nectar accumulation in plants is induced by Wounding, and also modulated by the amount of Light reaching a plant. We were asking if nectar response to those factors were localized (in the same branch ...
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0answers
54 views

How to simulate multiple dependent 2x2 tables?

I am doing a case-control study where we have a large number, say $N$ of 2x2 tables. For a single table we have fixed column totals, say $n_{+0}$ and $n_{+1}$ such that $n_{+0} + n_{+1} = n$, the ...
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1answer
78 views

Non-independence of IVs in a random forest model

How is a random forest model affected if some of the variables are not independent?
1
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1answer
64 views

quantifying interaction between variables in an equation

What do I need to measure interaction between variables in a particular equation? For e.g. Me just taking 50 grams of protein everyday will help me health wise. Me just doing exercise for 1 hour ...
0
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1answer
110 views

How to check dependency on nominal variables?

I have data that map one real (float) and several nominal arguments to one real value: y = f(r, n1, n2, n3, n4) If I check dependency of ...
6
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3answers
337 views

regression with non-independent data

I will be performing regression on subjects total scores from 2 player games (prisoners dilemma) that they will be playing. I am aware that including both players score from a game will cause problems ...
13
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2answers
326 views

Is correlation equivalent to association?

My statistics professor claims that the word "correlation" applies strictly to linear relationships between variates, whereas the word "association" applies broadly to any type of relationship. In ...
0
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1answer
505 views

How to deal with correlated fixed effects in a mixed-effects model?

I am trying to predict (binary) memory for pictures based on two continuous fixed effects: memorability and clutter. Using a mixed effects model, I found that both effects predict memory and including ...
2
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0answers
335 views

How to compare the means of two dependent groups when the groups are not paired?

I have performed a behavioral experiment on bees from one single hive. I let them fly under two different conditions and now I want to compare the average flight speed in the two conditions. The ...
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0answers
127 views

Order statistic of dependent chi-squares

I was wondering if someone could please help me with the following. I am trying to find the pdf of a set of dependent $\chi^2$ random variables. Suppose $x_1,x_2,...,x_n$ are independent normals $x_i ...
2
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0answers
59 views

Dealing with dependant data when estimating probability of an event happening

I have 10 year worth of data from 1970 to 1980 (40 quarters). For each quarter I have five measurements M1, M2, M3, M4 and M5. TWIST: Although the data I have is on individual patient level the ...