Tagged Questions

0
votes
0answers
34 views

Is a multivariate normal restricted to an affine set normal? [duplicate]

This seems like a basic question, but I've been confused about it anyway. Let $X$ be a multivariate normal random variable in $\mathbb R^n$. Let $A$ be the affine set $\{x\in\mathbb R^n : ...
8
votes
4answers
317 views

Good resources (online or book) on the mathematical foundations of statistics

Before I ask my question, let me give you a bit of background about what I know about statistics so that you have a better sense of the types of resources that I'm looking for. I'm a graduate student ...
6
votes
1answer
131 views

Suggested books on spatial statistics

What are some of the best books for studying i) variability of univariate and multivariate variables (real, count data) across a spatial domain. ii) sampling a univariate or multivariate variable ...
7
votes
2answers
441 views

A proof involving properties of moment generating functions

Wackerly et al's text states this theorem "Let $m_x(t)$ and $m_y(t)$ denote the moment-generating functions of random variables X and Y, respectively. If both moment-generating functions exist and ...
4
votes
0answers
134 views

Derivation of prediction intervals for a normally distributed population with unknown population standard deviation

I have via the ISO standard 16269 found the solution to a problem that I've been working on. Based on a couple of independent samples from a normally distributed population, I would like to determine ...
8
votes
0answers
260 views

Gaussian Ratio Distribution: Derivatives wrt underlying $\mu$'s and $\sigma^2$s

I'm working with two independent normal distributions $X$ and $Y$, with means $\mu_x$ and $\mu_y$ and variances $\sigma^2_x$ and $\sigma^2_y$. I'm interested in the distribution of their ratio ...
1
vote
0answers
51 views

Good reference on analysis of dependent samples

Is there a good reference (book if exists) about mathematical statistics of dependent random variables? Something along the lines of Casella and Berger's textbook, but for dependent samples. I'm not ...
2
votes
3answers
628 views

Learning probability and statistics together

I posted a question earlier where I mentioned that I am interested in learning Machine Learning but that my background in statistics and probability is pretty weak. Recently I previewed pages of 2 ...
0
votes
1answer
183 views

What is an alternative to the book “Probability and Statistics” and covers the same material?

Can someone recommend a textbook(s) that covers the same topics as Probability and Statistics by by Michael J. Evans and Jeffrey S. Rosenthal? I find this particular textbook to be very poorly ...
1
vote
0answers
89 views

Mathematical reference for the convergence in distribution of the Gibbs sampler

This question is in some sense the intersection of this question and this question. I have read up on the Gibbs sampler, and am now asking for an introduction to the Gibbs sampler for mathematicians. ...
7
votes
5answers
1k views

Standard reference for classical mathematical statistics?

Can anyone recommend some books that are considered to be standard references for classical (frequentist) statistics? IE, fairly comprehensive, and also, been around for a while so that typos and ...
41
votes
20answers
3k views

Mathematical Statistics Videos

A question previously sought recommendations for textbooks on mathematical statistics Does anyone know of any good online video lectures on mathematical statistics? The closest that I've found are: ...