Tagged Questions

0
votes
1answer
43 views

Transforming the distance value from a center, to a probability value

Let $c_i$ be the center of a micro-cluster (i.e. we have many centers representing some fragments of clusters). Let $c_1$ be the center which is the closest to a new data-point $x$, such that ...
2
votes
0answers
49 views

Estimator bias without a closed form?

Given a regression loss function $l(Z,\beta)=||Y-Z\beta||_2 + \lambda \beta^TD\beta + r(X,Z)$ where $X$ is the predictor matrix, I would like to estimate a $Z$ that minimizes the above loss in a ...
-1
votes
1answer
64 views

How to show what is going on if we drop significiant variable in logit model?

How to show what is going on if we drop significant variable in logit model ? Bias and heteroskedasticity should emerge. But what is the framework for showing such behaviours in econometric models ?
4
votes
0answers
50 views

How to pick from a set of random variables the one with the highest mean using a fixed number measurements?

Suppose we have $N$ approximately normally distributed continuous random variables $X_1, X_2, X_3, \ldots,X_N$, each with an unknown mean and variance. I'd like to find the random variable with the ...
2
votes
0answers
103 views

Predicting percent of male and female party attendees

Problem #1: easy, probably solved Suppose someone holds a party (A) and invites $n_A$ people. You're not attending a party, but you get full list of guests' identity card and are told that out of ...
2
votes
0answers
88 views

Joint distribution of two sums of correlated variables

Suppose that $(X_1, Y_1)$ and $(X_2, Y_2)$ are independent and have the same joint distribution $F_{X,Y}$, which is a known copula $C_{X,Y}(F(X), F(Y))$. Also, suppose that $V = X_1 + X_2$ and $W = ...
1
vote
1answer
303 views

Composition of probability density

I know probability distribution for parameter $\phi$. I have the empirical distribution/statistical distribution of $X$ that is dependent on parameter $\phi$ for $\phi \in [0,1]$. I assimilate this ...
3
votes
1answer
276 views

Posterior distribution for multinomial parameter

(topic moved from maths.stackexchange.com) I'm currently developing an application integrating a probabilistic inference engine for Bayesian Networks. The Bayesian Network integrates some form of ...
0
votes
0answers
23 views

Sample size determination for polling with multiple choice type questions [duplicate]

Possible Duplicate: Question regarding sampling, estimation and accuray Let's say there are N sets of diamonds, containing 5 in each set. There can be anywhere between 1 to 5 defective ...
2
votes
0answers
207 views

What is a “polynomially bounded” function, and why is this a requirement of the The Delta Method?

I am reading a paper "A note on the Delta Method" by Gary Oehlert, JASA, 1992. I am trying to estimate the variance of a function of a random variable, but first I want to understand the limitations ...
2
votes
2answers
183 views

Estimating good buying and selling prices on eBay using eBay sales history

I am trying to create the algorithm that will tell me the good price to buy stuff and a correct re-selling price based on eBay item history. The main variables would be the auction type (buy now or ...
5
votes
4answers
233 views

How to evaluate quality of probability estimator for Bernoulli experiments?

Given that I have a set of bernoulli experiments, each with a different and unkown probability $p_i$ and an outcome $x_i$, and an estimator that for each experiment gives a prediction of the ...
2
votes
0answers
45 views

Calculating probability of discovery

I have a planner that can evaluate N arbitrary states, and calculate their fitness. The domains it evaluates have no explicit "end state", so it has an infinite horizon. What are good methods for ...
0
votes
0answers
96 views

having trouble applying hidden markov models to my game [duplicate]

Possible Duplicate: having trouble applying hidden markov/machine learning models Happy New Year! I’m having a problem applying hidden Markov models to a game I’m building to learn about ...
5
votes
1answer
283 views

Finding a minimum variance unbiased (linear) estimator

Here is a basic question that perhaps has a simple answer, but one that I was not able to find by quickly scanning the literature. Suppose that I have a collection of $n$ unopened boxes. Each box ...
2
votes
1answer
91 views

A random censored regression problem?

Assume I have random variables $X$ and $Y$. $X$ is observable; $Y$ is not. We also know that, if $X \leq Y$, $Z = f(X,Y)$ where $Z$ is a third random variable and $f(\cdot)$ is a known function; ...
3
votes
1answer
220 views

How to interpret the divergence of Fisher information expectation?

Consider translated Weibull distribution with probability density function: $$ f(x ; k, \lambda, \theta) = \frac{k}{\lambda} \left( \frac{x-\theta}{\lambda} \right)^{k-1} \exp\left( - ...
2
votes
0answers
42 views

How to interpret the divergence of Fisher information expectation [duplicate]

Possible Duplicate: How to interpret the divergence of Fisher information expectation? Consider translated Weibull distribution with probability density function: $$ f(x ; k, \lambda, ...
1
vote
1answer
186 views

Combining two pieces of evidence expressed as probabilities

I have a hidden binary random variable Z that can have a value of either 1 or 0. There is some true probability P(Z=1) = z that I do not know. I also have two separate pieces of "evidence" that give ...
7
votes
3answers
285 views

Probability of an event that is not measureable

We know from measure theory that there are events that cannot be measured, ie they are not Lebesgue measureable. What do we call an event with a probability that the probability measure is not ...
0
votes
0answers
75 views

Help evaluating a posterior probability expression

Consider $\boldsymbol{x}= [x_1,x_2,...x_n]$ and $\boldsymbol{y}= [y_1,y_2,...y_n]$ to be two multivariate Gaussians with an isotropic diagonal variance structure and uninformative priors so that: ...
1
vote
1answer
158 views

Expected number of shipments and its standard deviation

Recent history suggests that one supplier fails to meet this new specification 20% of the time. Assume that the next 15 batches of this alloy are a random sample. How can I find the expected number ...
2
votes
0answers
276 views

What will be minimum variance unbiased estimator?

Let $X_1, X_2, ..., X_n$ be a random sample from a distribution with p.d.f., $$f(x;\theta)=\theta^2xe^{-x\theta} ; 0<x<\infty, \theta>0$$ Obtain minimum variance unbiased estimator of ...
2
votes
1answer
72 views

Estimating variability of unseen factor

I'm looking at binomial data where I believe that the probability of the outcome is the product of two independent factors. If you think of it as a two step decision, At the first step, there is a ...
8
votes
1answer
170 views

Can I estimate the frequency of an event based on random samplings of its occurrence?

Some edits made... This question is just for fun, so if it isn't fun then please feel free to ignore it. I already get a lot of help from this site so I don't want to bite the hand that feeds me. ...
2
votes
1answer
431 views

Kernel density estimate takes values larger than 1

I am using scipy.stats.gaussian_kde to estimate a pdf for some data. The problem is that the resulting pdf takes values larger than 1. As far as I understand, this ...
6
votes
5answers
303 views

Density estimation methods?

What non-/semiparametric methods to estimate a probability density from a data sample are you using ? (Please do not include more than one method per answer)