A probability provides a quantitative description of the likely occurrence of a particular event.
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0answers
10 views
Finding average number of rolls for recursive rolls on success
If there is more appropriate terminology to better phrase my question, please edit.
Imagine I have a 3 sided die: two faces marked 0, one face marked 2
Whenever a two is rolled, two more rolls are ...
3
votes
1answer
38 views
Distribution of a logit transform of a normal variable
If I have a normal distribution with a given mean and variance and apply a logistic transform to it, what is the mean and variance of my transformed variable?
This seems like it has to be a well ...
0
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0answers
17 views
K-Nearest-Neighbors Probability Distributions
I have a question about K-nearest-neighbors and whether it is possible to output more estimates than just the weighted estimate that the R package KKNN package gives you.
I am predicting sports ...
3
votes
3answers
38 views
Probability of a certain run of dice rolls
OK, so here's a simple problem: Suppose I roll a D6 one hundred times. What is the probability of any number appearing exactly 50 times?
Now, the probability of rolling 50 ones is presumably given by ...
-3
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0answers
31 views
Average Power Density Based On Weibull Probability Density Function [closed]
I want to generate a graph of the power density against the mean wind speed at each station for a period of 5 years..
on one graph i want, for 5 years for 1 station.. and also the weibull curve for ...
2
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0answers
38 views
Combining evidence using Dempster-Shafer theory
Can someone post a simple explanation of Dempster-Shafer theory? There are lot of links available but the reading material in those sites is academic in nature and time consuming to read and ...
1
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2answers
58 views
Regression and point-specific p-values (using R for explanation)
Consider the following (in R):
library(MASS)
plot(stack.loss~Air.Flow,data=stackloss)
regression <- rlm(stack.loss~Air.Flow,data=stackloss)
abline(regression)
...
1
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1answer
29 views
Finding a probability mass function for $[x]$ is defined as the largest integer $n$ such that $n \leq x$
If $X$ is an exponential random variable with parameter $\lambda$ and we have that $[x]$ is defined as the largest integer $n$ such that $n \leq x$.
If $Y$ is defined as $$Y = \left[ X\over a ...
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0answers
44 views
Likelihood Function [closed]
$n$ random variables or a random sample of size $n$ $\quad X_1,X_2,...,X_n$ assume a particular value $\quad x_1,x_2,...,x_n$ .
$\bullet$ What does it mean? The set $\quad x_1,x_2,...,x_n$ ...
3
votes
2answers
59 views
Probability of period without event
I have a data set of a list of invoices each of which have a date. I'm trying to detect when I might consider that a customer has stopped ordering a part.
The way I'm approaching this might be ...
1
vote
1answer
51 views
Estimating the probability of next failure?
I have some data about how some components failed. They can either be replaced in whole or have some of their sub-components repaired. I would like to know if there is a way to fit a failure model to ...
2
votes
1answer
50 views
Statistics wording question
I am reading a statistical procedure trying to figure out and understand what's going on.
The statement says "Compute the posterior on $\mu$."
Does this mean compute $p(\mu)$? Does this mean ...
1
vote
1answer
43 views
Modelling uncertainty with probability distributions
Suppose we’re building a system with certain qualities that we’re interested in, e.g. response time, battery usage, etc. Each of the system’s qualities depends on our decision about components we use ...
2
votes
0answers
33 views
How to calculate the log likelihood in HMM from the output of the forward algorithm in R?
How can I get the log likelihood or the probability value from the forward algorithm for an observed sequence?
For example, when I executed the forward algorithm in ...
1
vote
0answers
49 views
6-sided die roll average value [duplicate]
A die is rolled 100 times. Find the probability that the mean value would
be between 3 and 3.5.
I've found the expected value which is 3.5 without idea what to do next.
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0answers
32 views
Explain probability measure and probability distribution
Dear statistics community,
I seek your help to understand the jungle of concepts about probability theory. I am struggling to form a coherent understanding of terms like probability mass function, ...
5
votes
1answer
100 views
Probability that a random number will be the largest from sets
Let's say that I have three ranges of numbers:
$$ A: [0.15, 0.26]\\
B: [0.25, 0.34]\\
C: [0.20, 0.35]$$
If a number was randomly picked from the range of each set, what is the probability ...
2
votes
1answer
82 views
Why is the probability zero for any given value of a normal distribution?
I noticed that in the Normal distribution, the probability $P(x=c)$ equals zero, while for the Poisson distribution, it will not equal zero when $c$ is a non-negative integer.
My question is: Does ...
0
votes
0answers
43 views
Why we use infimum in the definition of Quantile function
I looked up the definition of Quantile function in Wikipedia, it is said that:
The Quantile function is $Q(p)=\inf\{x\in R:p\le F(x)\}$ for $F:R\to(0,1)$, for a probability $0<p<1$, the ...
3
votes
1answer
54 views
Understanding the two-stage choice paradigm
In Manski - The structure of random utility models the following example is proposed:
Consider the alternative set space a = $(\alpha,\beta,\gamma)$ with the attribute representation: $X = ...
2
votes
2answers
83 views
Intuition for cumulative hazard function (survival analysis)
I'm trying to get intuition for each of the main functions in actuarial science (specifically for the Cox Proportional Hazards Model). Here's what I have so far:
$f(x)$: starting at the start time, ...
0
votes
0answers
42 views
A question on the exponential distribution [closed]
I am wondering if you could help me with the following:
Charlie and Bella and their friends Mark and Leonard each have a toy. Each toy breaks at a time that is exponentially distributed with ...
-1
votes
0answers
44 views
Possible outcomes in a soccer match [closed]
If ten (10) matches are played, I want to find out how I can calculate the probability of the outcome being:
Between 3 and 7 home wins
Between 1 and 6 draws
Between 1 and 6 away wins
(The ...
0
votes
0answers
21 views
Does a random variable of t-square converge almost surely to another random variable?
Does a random variable of t-square converge almost surely to another random variable?
Here is the random variable $Tn$:
$$
Tn=\frac{Z_{0}}{\sqrt{\frac{1}{n}\left ( ...
2
votes
2answers
94 views
How can I calculate the relative probability of each move resulting in a win, given historic win/loss data for the possible moves?
We are at a position in a game where there is a decision to be made. As there are relatively few game positions and possible moves, we have collected statistics from previous occasions the game was ...
4
votes
2answers
104 views
Trying to understand formula for the Survival Function (survival analysis)
I'm trying to learn the Cox Proportional Hazards Model on my own, and found this link that describes it in clear terms. But when I get to Formula (5) ($S(t) = \exp(−H(t))$) I can't figure out where ...
5
votes
1answer
78 views
Probability of a subsequence occurring simultaneously in two longer sequences
Suppose I have two sequences of characters of length L and M respectively, with the characters chosen i.i.d. from an alphabet of A through H, each with probability p=1/8. I want to find the ...
3
votes
1answer
48 views
Probability of reaching a threshold after several trials
I was wondering if there wasn't some better way to get to the bottom of this question I had regarding the chances of reaching a certain threshold of guessing numbers correctly over a series of trials. ...
0
votes
0answers
47 views
Identifying argmax result in information theory
I'm reading through a thesis at the moment which uses a "well known result from information theory", namely
$\mathrm{argmax}_\mathbf{g}\,\mathbf{f}\,\mathrm{log}\,\mathbf{g} = \mathbf{f}$,
for two ...
1
vote
0answers
42 views
What is the meaning of McFaddens Axiom: Irrelevance of Alternative Set Effect?
On page 110 of McFadden,1973 - Conditional logit analysis of Qualitative Choice Behavior, Frontiers in Economics, ed Zarembka, New York: Academic Press, pp. 105-142 the following three Axioms are ...
0
votes
1answer
39 views
Probability distributions
What is the probability that a random number [0,1) will lie in [0.5,0.6]?
As far as I know, there are 3 probability distributions in physics we usually use, but I am not sure when we can use ...
0
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0answers
66 views
How to calculate probability with sigmoid output in feedforward neural network?
first of all I'm sorry for my not very skilled English, but I will do my best to explain my problem.
I'm trying to create a feedforward neural network with one hidden layer (with probably arctan ...
3
votes
1answer
66 views
Probability over $50$-day ranges to predict results on one day
The title is a bit complex, so I'll just post the question. This is in preparation for a final I'm going to take.
Consider the total number of cars that a car dealership might sell over $50$ ...
10
votes
0answers
159 views
Product of two independent random variables
I have a sample of about 1000 values. These data are obtained from the product of two independent random variables $\xi \ast \psi $. The first random variable has a uniform distribution $\xi \sim ...
0
votes
2answers
80 views
Finding the probability of given model
I'm trying to model a system given as a project, any help or advice is useful for now.
Here our assumptions for a part of it:
If I study for the finals and do assignments, I have $80\%$ chance to ...
2
votes
1answer
53 views
Finding conditions on unspecified CDF that permit a solution to an equation
[A duplicate thread can also be found at http://mathoverflow.net/questions/131142/finding-conditions-on-unspecified-cdf-that-permit-a-solution-to-an-equation ]
Let $F(\alpha) := ...
6
votes
1answer
54 views
Importance sampling of finite path of stochastic difference equation
Before passing to question, let me briefly recap what's importance sampling of random variables is about. Suppose $\xi$ is a real-valued random variable with density $f$, and let $g:\Bbb R\to \Bbb R$ ...
0
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0answers
21 views
Random variables resulting due to single or multiple experiments
Assume there are ‘n’ entities that collect some data after each ‘t’ time instances. Generally their collected data is within an “expected” range. However, occasionally the data exceeds the “expected” ...
1
vote
1answer
44 views
Expected peak to trough calculation
I am having trouble coding up in R equation 3.1 in the following paper: http://www.intelligenthedgefundinvesting.com/pubs/rb-cb.pdf
My function:
...
2
votes
0answers
52 views
A question regarding the central limit theorem
I would appreciate if you could please take a look at the following attempt. I am preparing for an upcoming exam, and this is taken from a past exam paper. I would like to know if it is correct. Thank ...
4
votes
0answers
40 views
Estimating repeat shoppers from an incomplete sampling
I'm trying to estimate how many people visited the farmers market once, twice, thrice, etc. in a given time period, using sampled data. We have interview data from approximately 50% of visitors as ...
1
vote
0answers
45 views
Question about proof for luce choice axiom w.r.t. conditional probability
In Luce (1959) the choice axiom is definied, that for a finite subset $T$ of $U$ such that, for every $S\subset T, P_S$ is defined.
If $P(x,y)\ne 0,1$ for all $x,y\in T$, then for $R\subset S\subset ...
0
votes
1answer
38 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 ...
1
vote
0answers
22 views
Partials of PDF with no closed form solution
I need to estimate partial derivatives for all N parameters denoted $\theta_{N}$ of a probability density function(PDF) $\mathcal{f}$.
This PDF $\mathcal{f}$ has no closed form solution and is ...
6
votes
0answers
143 views
Luce choice axiom, question about conditional probability
I'm reading Luce (1959). Then I found this statement:
When a person chooses among alternatives, very often their responses
appear to be governed by probabilities that are conditioned on the
...
0
votes
0answers
26 views
How to calculate probability contingent on multiple events?
This isn't a homework problem, but something I just thought of when watching a crime show.
If I am trying to determine the probability of [insert Conclusion] or C, and I know C is comprised of A ...
2
votes
1answer
37 views
Detect bias in subset of Bernoulli processes
I'm looking for advice on the best method to use to answer this question.
General scenario:
We have multiple testing machines A,B,C,D etc. each tests a identical randomly selected part and provides ...
4
votes
3answers
148 views
Problem with p-values from A/B testing
I'm pretty confused right now and the more I look at it, the more confused I get. Overthinking!
I'm doing some A/B tests for my website. I'm using the significance calculator that's in this article:
...
1
vote
2answers
99 views
Function with variable having gaussian distribution
If I have a variable $X$ whose Gaussian distribution is known and let $f$ be a known function, is there a way to compute $f(X)$ i.e. the resulting Gaussian distribution from this? Is the result ...
0
votes
0answers
56 views
Distribution of independent binomial variables conditional upon the sum
Suppose that we have independent binomial variates with differing sizes and probabilities $X_i \sim Binomial(n_i,p_i)$, and $Z = \sum_iX_i$ is the sum. I understand that $Z$ is distributed ...
