The scale-invariance tag has no wiki summary.
4
votes
2answers
95 views
Showing $\mathbb{E}[T_n] = \theta \mathbb{E}_1[T_n]$ is scale equivariant?
This is question 5 is from Staudte and Sheather (1990), Robust estimation and testing.
Let $X_1,\ldots , X_n$ be i.i.d with $$ F_\theta = F(\frac{x}{\theta}),\quad x>0;\theta>0.$$ Assume that ...
0
votes
0answers
47 views
Scaling of huge data and estimating the distribution
Suppose you have some sample of huge numbers and you want to fit some continuous distribution to these numbers. You will get some distribution that is loosely speaking highly "smeared", e.g. it has a ...
1
vote
1answer
161 views
Correlate heuristic metrics with future true performance
I am faced with a problem, that I'm pretty sure is a statistical one, but me taking 1 course in probability followed by 1 course in statistics back in university did not prepare me to adequately face ...
6
votes
2answers
480 views
Choice of weight function in Moran's I
I'm doing an autocorrelation analysis for a spatially distributed collection of observations. To perform my analysis, I am using Moran's I statistic.
My questions are: (1) What are the implications ...
7
votes
1answer
325 views
Scale-invariant analysis of time series
When developing a general purpose time-series software, is it a good idea to make it scale invariant? How would one do that?
I took a time series of around 40 points, and then multiplied by factors ...
3
votes
3answers
266 views
Why can scale invariance cause a loss of explanatory power?
Gary King made the following statement on Twitter:
scale invariance sounds cool but is
usually statisticians shirking
responsibility & losing power by
neglecting subject matter info
...
