"References" is our generic tag for questions seeking information about books, papers, presentations, videos of lectures, on-line tutorials, etc., regarding any subject matter that is on-topic for Cross Validated.

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References for tiny sample statistics

There are multiple fascinating problems and approaches connected to really small samples. It is possible to estimate confidence intervals using a single point, or there are well known problems such as ...
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On Estimating the spectral density with a weighted sum of the sample covariances

I am new to estimating the spectral density and would like a reference that demonstrates that taking a weighted sum of the sample covariances of a sequence of covariance stationary random variables ...
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1answer
34 views

What is the long run variance?

How is long run variance in the realm of time series analysis defined? I understand it is utilized in the case there is a correlation structure in the data. So our stochastic process would not be a ...
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1answer
11 views

Multifactorial analysis of variance of repeated measurements-literature

What is the difference between multivariate and multifactor ANOVA? Does anybody have any pointers to downloadable literature about multifactorial analysis of variance of repeated measurements?
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39 views

Bad results for R's auto.arima

I have a time series for sales data on a weekly and monthly basis. I tried using holt.winter and auto.arima. ...
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3answers
251 views

How to intuitively explain what a kernel is?

Many machine learning classifiers (e.g. support vector machines) allow one to specify a kernel. What would be an intuitive way of explaining what a kernel is? One aspect I have been thinking of is ...
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1answer
40 views

What are good resources to learn about GLM? [duplicate]

Generalized linear models (GLM's) are apparently widely used, but I'm having some trouble to find comprehensive but still simple resources to explain it to someone who is not a statistician but has a ...
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54 views

Tail of the inverse cdf

I am almost sure I have already seen the following result in statistics but I can't remember where. If $X$ is a positive random variable and $E(X)<\infty$ then $\epsilon F^{-1}(1-\epsilon) \to 0$ ...
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Terminology for comparing anwers to a set of reference questions

I´m conducting a questionnaire in order to examine the behavior of drivers of electric vehicles when providing information, such as parking time, to a charging station. For several reasons it is ...
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0answers
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What is Frequentist Inference?

Frequentist Inference is defined as (according to the tag wiki) : In the frequentist approach to inference , statistical procedures are assessed by their performance over a hypothetical long run ...
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32 views

Summary of Statistical Publication [closed]

Is there a place for people to get a quick look at most, if not all, publications in statitstics. For example, is there a book of all abstract of published journal articles? Thanks!
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Can someone suggest a best book to start learning statistics from basics to in-depth? [duplicate]

I don't like extreme maths.. The big formulae gives me headaches but I love statistics. It is a fascinating subject for me. I would like to give it a try and want to learn more of it and data mining ...
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3answers
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A normal divided by the $\sqrt{\chi^2(s)/s}$ gives you a t-distribution — proof

let $Z \sim N(0,1)$ and $W \sim \chi^2(s)$. If $Z$ and $W$ are independently distributed then the variable $Y = \frac{Z}{\sqrt{W/s}}$ follows a $t$ distribution with degrees of freedom $s$. I am ...
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25 views

customer analysis - book / blog recommendation?

I'm new to the topic 'customer analysis' (in general) and need advice for a good starting point: What is a good book / blog / tutorial on this topic? My current situation is: I have a lot of customer ...
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0answers
28 views

Learning statistics through illustrations [duplicate]

Please suggest me a good book on statistics with more figures than equations, and it should go from scratch to higher levels of data analysis. To be specific I would like to apply concepts of ...
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0answers
30 views

Who conjectured that every correlation is caused by causal mechanisms?

I remember reading about this conjecture in Causality (Pearl, 2000). It states that every dependency between random variables can be explained (or originates from) a purely causal model. Of course ...
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1answer
89 views

Elementary Statistics book using Chemistry Data Sets

I searched a lot but could not find an Elementary Statistics book using Chemistry data sets for examples and exercises. I would highly appreciate if someone point out me such books.
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1answer
28 views

Recommend monograph on statistical model misspecification

Is there a good book on statistical model misspecification in general? It should cover, for example, the behavior of estimators (e.g., maximum likelihood) when the specified parametric family does not ...
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2answers
76 views

Monte carlo optimisation (find maximum of function with multiple parameters)

UPDATE 4 UPDATE I JUST NEED TO know name of method(because there are hundreds of mmc methods) I have a description of a Monte Carlo method and don't know if it is a sequential monte -carlo, dynamic ...
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32 views

Is there good introduction to scala for MCMC simulation

https://darrenjw.wordpress.com/2011/07/16/gibbs-sampler-in-various-languages-revisited/ It seems scala is the way to go for MCMC for complex models, Is there any good introduction for scala to get ...
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1answer
92 views

What the Wakeby distribution is named after?

Quoting from paper Int. J. Climatol. 21: 1371–1384 (2001) The Wakeby distribution (WAD), defined by Thomas and introduced by Houghton (1978), is defined by the quantile function: $$ x(F) = \xi + ...
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17 views

books for introduction to statistics. [duplicate]

Good Morning, I am currently working with a process automation company. I am new in this field and wants to know more about statistics. If somebody can suggest some basic books on statistics where I ...
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1answer
26 views

Reference for definition of multiple-output Gaussian process

Does anyone know any good reference that has a clear and precise definition of multiple-output Gaussian process? Something like the definition of the Gaussian process in the third page of this set of ...
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3answers
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In which case $\mathbb E[X]=\sum _ix_i P[x_i]$ can be $0$ when all $x$'s are not zero ($0$)?

Say $X$ is a random variable and $x$'s are realizations of $X$ . Say , $\mathbb E[X]=\sum _ix_i P[x_i]=0$ . But I do not understand in which case $\mathbb E[X]=\sum _ix_i P[x_i]$ can be $0$ when all ...
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4answers
160 views

Why is $\mathbb E(X)=\sum_{i=1}^{n}x_i P(x_i)$?

If $X$ is a random variable and $x$'s are the realizations form $X$ and $N$ is the population size $n$ is the sample size Which one is correct $\mathbb E(X)=\sum_{i=1}^{N}x_i P(x_i)$ or ...
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40 views

Errors and Residuals

In Wikipedia , it is written that : the sum of the residuals within a random sample is necessarily zero, and thus the residuals are necessarily not independent. The statistical errors on the other ...
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1answer
47 views

For the model $y_i=\beta_0+\beta_1x_{1i}+e_i,\quad i=1,\ldots,n$ , does $e_1=e_2$ imply $y_1=y_2$?

Which one notation is correct and why ? $y_1=\beta_0+\beta_1x_{11}+\epsilon_1$ or, $y_1=\beta_0+\beta_1x_{11}+e_1$ or, $Y_1=\beta_0+\beta_1x_{11}+\epsilon_1$ or, ...
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13 views

Using count data with number of days

I have two populations A and B. The data consists of count data per number of days after an event has occurred. For example: ...
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0answers
24 views

reference for regime shifting models [migrated]

I'm looking for a good introduction to regime shifting models. It would be nice to see things like simple example of regime shifting models, ways to detect a regime shift in data, fitting regime ...
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4answers
196 views

Textbooks on Matrix Calculus?

See this question on Math SE. Short story: I read The Elements of Statistical Learning and got frustrated when I was trying to verify some of the results, e.g., given $$\text{RSS}(\beta) = ...
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21 views

Class weights in unbalanced SVM classification

The answer to this question says that class weights for unbalanced SVM classification can be picked so that that sums of the weights for each class are equal. Should this be done before ...
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13 views

Good resources on General Linear Models

Unlike some other topics in statistics for which I usually find an abundance of good detailed resources, I seem to have a hard time finding good ones about GLM. I was taught about it in statistical ...
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2answers
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Kernel of a Normal Distribution

From Wikipedia , The kernel of a probability density function (pdf) or probability mass function (pmf) is the form of the pdf or pmf in which any factors that are not functions of any of the ...
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1answer
35 views

Autocorrelation or Serial Correlation

Autocorrelation is also known as serial correlation . Why is the terminology serial used ? Is there anything unserial or ...
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2answers
46 views

Correlation Coefficient for lag $k$ in Time Series Data

Formula of Pearson Correlation Coefficient is : $$r_{xy}=\frac{\sum_{i=1}^{n}(x_i-\bar x)(y_i-\bar y)}{\sqrt{\sum_{i=1}^{n}(x_i-\bar x)^2}\sqrt{\sum_{i=1}^{n}(y_i-\bar y)^2}}$$ In Time series ...
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2answers
112 views

Multivariate Data

There is a built-in data set USArrests data in R software . ?USArrests We use this ...
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0answers
47 views

Reference for this claim: important features in data can be “hidden” in the higher PCA axes that are typically thrown out [duplicate]

I remember reading a paper a while ago that demonstrated some cases in which PCA would fail to capture important features of a data set in the first few principal components, but where those features ...
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2answers
85 views

Machine Learning for Image Processing book recommendation

I'm searching a good (and compact) book about multivariate pattern analysis in images with machine learning techniques. I took a machine learning course and used for it the Bishop book but I found it ...
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1answer
20 views

Where I can find resources to learn how to calculate the sample size representativeness, and realiability and validity of questionnaires?

I'm totally newbie in psychometrics but starting from a research paper with full data I would like to understand: how to calculate if the sample size is representative; how to calculate reliability ...
2
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1answer
22 views

Random Effect Model and Response Surface Methodology

In Design and analysis of experiment , Random effect is defined as : An experimenter is frequently interested in a factor that has a large number of possible levels. If the experimenters randomly ...
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0answers
33 views

Johansen's cointegration test in small sample under non-normality

I am looking for references regarding the behaviour of Johansen's cointegration test (trace test, perhaps also eigenvalue test) in small samples with non-normal innovations. I wonder how robust the ...
0
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1answer
20 views

adjustment of lift measure

Lift is a measure widely used in many domains. However, it is known to have a problem for infrequent counts. What are the solutions for this type of problem? In frequent pattern mining hyper-lift was ...
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18 views

Pseudo-random numbers generators references

What can I read about pseudorandom numbers generators? In fact, I do not know even the difference between random and pseudorandom numbers. Could you please offer some introductory level notes, ...
1
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1answer
32 views

Multilevel Model

Multilevel Model , Level 1 regression equation: $$Y_{ij}=\beta_{0j}+\beta_{1j}X_{ij}+e_{ij}$$ Level 2 regression equation: $$\beta_{0j}=\gamma_{00}+\gamma_{01}W_j+u_{0j}$$ ...
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33 views

Intercept-Only Model

In this example, the model is $$Y_{ij}=\beta_{oj}+\beta_{1j}X_{1ij}+\beta_{2j}X_{2ij}+e_{ij}\ldots(1)$$ A class with a high intercept is predicted to have more popular pupils than a class with a ...
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0answers
10 views

Assumption of constant variance in every classes of multilevel regression analysis

In this post, in the referred book , it is also written that : The residual errors $e_{ij}$ are assumed to have a mean of zero, and a variance to be estimated. Most multilevel software assumes ...
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33 views

Multilevel Regression Analysis Example

Here is an example . I have not understood some points which I have highlighted and adjacently asked what I have not understood. Assume that we have data from $J$ classes, with a different number ...
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1answer
129 views

Neyman-Pearson lemma

I have read the Neyman-Pearson lemma from the book Introduction to the Theory of Statistics . But I have not understood the lemma . Can anyone please explain me the lemma in plain words ? What ...
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11 views

References for learning text stemming

I am trying to learn and experiment with text stemming. My ultimate goal is knowledge extraction from scientific text and corpus with emphasis on contextually multiplicity. But text stemming and ...
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2answers
94 views

Variance stabilising transformations

Can someone please point me to a textbook or lecture notes that explains what variance stabilising transformations are? I can only find bits and pieces on google. I don't know a lot of statistics, ...