# Tagged Questions

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### How to simulate rare events with extremely low probability

Suppose I have a time series with $2\times 10^8$ data points. One kind of rare event will happen at each time point with an equal and extremely low probability of $1\times 10^{-8}$. Can anyone tell me ...
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### Rare event ordinal logit with discrete response $Y_t \in \{1,2,3\}$

I have a response variable in $Y(t) \in \{1,2,3\}$ and I am considering to use ordinal logit to model it. We have $3000$ instances of $Y(t)=1$, $3000$ instances of $Y(t)=3$ and $2\,000\,000$ instances ...
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### How to implement bagging with under sampled majority class in decision trees (e-miner)?

I have a dataset where the target variable = Y to N ratio is highly skewed around 1% (events/successes) and 99% (non events/failures). I need to detect patterns using the independent variables which ...
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### Logistic Regression on very rare events - R

I am trying to run a logistic regression analysis in R using the speedglm package. The data is CNVs (a type of genetic variant), whether that CNV occurred in a case or control and wether genes in a ...
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### Estimating p-value of a very rare event using Monte Carlo

I am doing a Monte Carlo sampling from the null hypothesis in order to estimate a p-value of my data. Normally I would do, say, 1000 Monte Carlo runs, count the number of runs where I get values of my ...
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### Monte Carlo simulation of low probability events with impact

I wonder if I'm lacking the terminology to phrase this question: I would like to model, in Excel, the risk of a fairly rare event, E, happening over time, where time is divided into chunks called ...
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### explaining an extremely large coefficient in a rare events logistic regression

I am running a rare events logistic regression on a binary dependent variable. I have 538 observations and only 10 events (so 528 values of 0 and 10 of 1), which is why I chose to use a rare events ...
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### How to rebalance a dataset for a logit model in Stata?

I want to use logit model in Stata. In my dataset only 3% of my target variable observations are 1, and 97% are 0. How do I rebalance this data set, so I have more observations labelled 1, and fewer ...
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### Number of tests for rare events and multiple comparisons problem?

I am conducting some statistical tests on a rare event (11 cases out of 171 patient sample). I have two main hypotheses, but in the mean time I also want to conduct some exploratory tests on 6 other ...
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### Taleb and the Black Swan

Taleb's book "The Black Swan" was a New York Times best seller when it came out several years ago. The book is now in its second edition. After meeting with statisticians at a JSM (an annual ...
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### Evaluation of classifier using ROC curve in the presence of rare events

For binary classification problems where the data is highly imbalanced, i.e. much more negative samples than positive samples, it is recommended to evaluate the performance of a classifier using the ...