Tagged Questions
2
votes
1answer
74 views
Shapiro test and transformation
I am playing with shapiro.test from R and checking for non-normality of error variance.
...
2
votes
1answer
142 views
Sum of normally distributed variables is a normally distributed variable?
Consider two Wiener processes:
$$
\begin{aligned}
X_a &\sim\mathcal N(0,a) \\
X_{a-b} &\sim\mathcal N(0,a-b)
\end{aligned}
$$
How do I show that:
$$
X_a - X_{a-b} \sim\mathcal N(.,.)
$$
That ...
0
votes
2answers
838 views
How to assess normality in variables to determine whether to use Pearson's correlation or Spearman's r (or Kendall)?
I have one dependent variable and am trying to see if any of my 12 independent variables correlate with it, however I need to check everything for normality.
I understand I need to look at skewness ...
3
votes
3answers
968 views
Calculating the error of Bayes classifier analytically
If two classes $w_1$ and $w_2$ have normal distribution with known parameters ($M_1$, $M_2$ as their means and $\Sigma_1$,$\Sigma_2$ are their covariances) how we can calculate error of the Bayes ...
