-1
votes
1answer
209 views

Do we have different assumptions for point estimate and interval estimate?

The procedure for interval estimate and point estimate appears to be based on the central limit theorem. Is it a correct assertion.
0
votes
0answers
48 views

Validating sign of mean

I have a lot of experiments with the following kind of data. The sample size is $n\geq 1$. For each test $i$ in the sample a cost $c>0$ and a revenue $r_i\geq 0$. The cost $c$ is constant. The ...
1
vote
1answer
111 views

Multidimensional quantiles

I have 1000 observations with 2 continuous variables : Observation ID | X | Y
4
votes
1answer
2k views

About linear combinations of independent Brownian motions

Let $B(t)$ and $W(t)$ be two independent Brownian motions. Show that $X(t)=\frac{B(t)+W(t)}{\sqrt2}$ is also a Brownian motion. Find the correlation between $B(t)$ and $X(t)$.
3
votes
3answers
565 views

High order Markov Chain transition probability

I'm modelling a time series using high order markov chain and estimate the transition probability of the equivalent first order markov chain. The problem is that some of transition in the equivalent ...
1
vote
0answers
72 views

Kolmogorov-Smirnov test using half the sample to estimate mean and variance and testing against the other half moments for normality

using a monte carlo simulation Im just trying to test the null hypothesis for normality in a sample that splits N values into 2, using the first N/2 values to estimate the sample mean and variance, ...
3
votes
1answer
189 views

On properly setting up a control chart

Let me present to you the way I have being 'doing' control charts up until now. I have a series of $k$ samples of size $n$. I calculate the the sample means $\bar{x}_i$ and the grand mean $\bar{\bar{...
3
votes
1answer
2k views

Population stability index - division by zero

Population stability index quantifies the change of a distribution of a variable by comparing data samples in two time periods. It is very commonly used to measure shifts in scores. It is calculated ...
0
votes
0answers
49 views

Comparing two means with same sample size

I am trying to do some web statistics (AdWords). I have a cost, a revenue, and a number of clicks. How do I determine if the difference between cost/click and revenue/click is statistically ...
3
votes
1answer
1k views

What are the dangers of using a (log)normal distribution for a discrete response?

I have seen in the engineering field some papers (one example) using normal or lognormal distributions to model discrete outcomes. Typically, the explanatory variable is binned (into equal intervals) ...
2
votes
1answer
149 views

In what situations is covariance preferred to correlation?

If the magnitude of covariance doesn't really convey any reliable information, and correlation provides us the same information but also gives the degree of dependence, then why use covariance at all ?...
3
votes
3answers
209 views

Metropolis algorithm, what is the target distribution and how to compose it?

When we do Metropolis sampling or MCMC, we need a target distribution $P_{target}(\theta)$, and a proposal distribution $P_{proposal}(\theta)$, then a value $\theta_i$ is generated via $P_{proposal}(\...
0
votes
0answers
340 views

Model estimation procedure using backward elimination

I have run a multiple linear model using Minitab. The result showed that all variables are not significant. So, I use backward elimination. Lastly, I found that ...
0
votes
1answer
38 views

Model specification

Actually I want to see the impact of Investors sentiment on Aggregate stock market return, so my major concern is to identify the impact of investors sentiment. But besides investors sentiment I want ...
1
vote
1answer
6k views

given mean and standard deviation, find value of given percentile

I'm running a DnD campaign and made a Random NPC generator in Excel. It's pretty slick, but the random height/weight calculator is... flat. RAND(X,Y) flat. So I'd like to add some Bell Curve ...
1
vote
0answers
122 views

Proper splitting of data set for Ensemble methods

I have 10,000 documents. Each document has a label ($Y$) that is either $0$ or $1$ (the 0-1 split is pretty much 50/50 over my 10,000 documents). Each document has 10 fields. Each field can have any ...
0
votes
1answer
2k views

Difference between arithmetic vs geometric random walk

I have read about arithmetic and geometric random walks. What is the difference between them?
4
votes
2answers
24 views

Variance Estimation in case of nonrespondents

I saw in the book of Rubin (1987) that an increase in variance of estimation will occur due to nonresponses. But I wonder the reason behind this. Thanks for your shares!
0
votes
2answers
171 views

categorizing monthly gross income

what is the best way to categorize or even bin monthly gross income? As of now, the variable for income is numeric and continuous. I have seen many examples for annual income. Should I categorize ...
0
votes
0answers
29 views

Distribution for semi open interval

I have an application where I get back the time to perform an operation, the times are in the interval ]0:inf[ and I have this crazy idea. Lets say I know the mean ...
3
votes
1answer
5k views

How to find the expected Fisher information for a parameter of exponential distribution in an iid sample?

I am unclear to on how to find the Fisher information of $\lambda$ in the iid sample $X_1,...,X_n$. Attempt: I know that the fisher information for $X$ (not in a sample) would be: $I(\lambda) = - ...
0
votes
1answer
95 views

way to regress a positive response variable that is also not a count variable

I am asked to perform a regression on a dependent variable that only takes positive value. Intuitively one can think of Poisson or negative binomial, but unfortunately the response variable that I am ...
1
vote
1answer
297 views

How to combine two data sets (level-1 and level-2 data sets) for multilevel analysis in R

I want to analyze data from TIMSS on mathematics. Data contains two data sets one for student level information (i.e. level-1) and another one for school level information (i.e. level-2). Data sets ...
3
votes
1answer
281 views

Why use a null hypothesis not predicted by theory?

The current question is inspired by this one: Which one is the null hypothesis? Conflict between science theory, logic and statistics? Paul Meehl attributed the first occurrence of using a null ...
0
votes
0answers
136 views

Projecting the lifetime value of a subscription customer

We are looking for a way to predict the lifetime value of a subscription customer for a new subscription based company. The problem is that we won't know what the lifetime value of a customer is until ...
1
vote
1answer
48 views

Help identifying an error function

I've recently come across an old Excel sheet that is used to help assess whether someone has collected enough samples when performing a time study (essentially trying to figure out the distribution of ...
3
votes
1answer
172 views

Numerical solution of varying coefficients ODE

I have a set of observed raw data and use 2nd order ODE to fit the data $$y''+b_1(t)y'+b_0(t)y = 0$$ The $b_1(t)$ and $b_0(t)$ are time-dependent and I use principal differential analysis(PDA) (R-...
1
vote
2answers
134 views

SVM mathematical background

I try to get the basic understanding behing SVM algorithm, however I have a problem with basic mathematics. I follow the lecture Support Vector Machine. Suppose the two classes can be separated ...
0
votes
1answer
111 views

When Monte Carlo simulation can't be used to simulate a statistical system?

My question is simple. Which are the general conditions for which a Monte Carlo simulation can be used to represent a statistical system? Or conversely, which are the statistical system that cannot be ...
2
votes
0answers
68 views

Testing equality of two or more contingency tables

Which options are there to test, whether two contingency tables of the same variables, say $X$ and $Y$, are equal across the levels of a third discrete variable, say $Z$? I can think of a log-linear ...
2
votes
1answer
154 views

Degrees of freedom for chi square test for particular model

Coming back to degrees of freedom for chi squared, I have found a wonderful answer here: How to understand degrees of freedom? However it is hard for me to apply it to my particular case. Let's say ...
1
vote
1answer
488 views

Neural network with and without cross validation

I have been running ANN (Neural network) on my data set, until last week that I figured out I will get more robust model using Cross validation, So That's why I have started using ANN with the aid of ...
0
votes
1answer
655 views

Why is GARCH(1,1) = ARCH(infinity)?

How do you prove that GARCH(1,1) = ARCH(infinity)? Need some guidance on how to start on this.
0
votes
0answers
49 views

multicollinearity test

I use several control variables and use independent variable $A$ for model 1, use independent variable $B=1-A$ for model 2, use independent variable $C=A-E-F$ for model 3, use independent variable $D=...
2
votes
1answer
777 views

Measuring intra-observer correlation

We're far from what you'd call expert statisticians, so we'd like to ask some help in an ongoing medical research. We have 60 subjects. A researcher took at least 3 times the measurements of 8 of ...
0
votes
1answer
759 views

All factors have low proportion variance explained. What could this mean about the data?

I'm running factor analysis on a survey data set. Across any number of factors, the % variance explained for all factors is very low. No factor ever has a % variance explained greater than 9%. In ...
1
vote
1answer
72 views

Implications of using survival analysis with only observed data

I am doing survival analysis on a dataset where the number of right-censored individuals is much greater than the number of observed individuals. There are about 50,000 individuals and only about 5,...
1
vote
0answers
62 views

Inferring dimension weight in a mapping from a triangle to a distribution over its vertices

I have a dataset $(y_i, \mathbf{X}_i)$, where $\mathbf{X}_i$ is a $3 \times n$ matrix of reals and $y_i$ takes a value in $\{1, 2, 3\}$. Essentially, $y_i$ represents a "selection" of the row vector $\...
4
votes
1answer
4k views

How to compare dbscan clusters / choose epsilon parameter

I am currently trying to make a DBSCAN clustering using scikit learn in python. I would like to compare the different outputs when varying the epsilon parameter in order to choose the right epsilon ...
0
votes
1answer
114 views

logistic model interpretation / p-value and its outcome does not make sense

I need a bit of guidance here on a logit regression outcome. From the model I got logit results below So I thought everything looks good: P value < 0.05 seems to be statistically significant. But ...
2
votes
1answer
97 views

Assumption to make on data so that we can have an approximation of the final number of representatives

Let $t$ be a distance threshold (user-defined parameter). $X$ is a dataset containing some $p$-dimensional data-points. $L$ is a list of representative-data collected from $X$. Given the following ...
5
votes
1answer
516 views

How to calculate permutations of categorical variables with R

I want to simulate or calculate probabilities of combinations of group membership for different sample sizes (e.g., n= 3, 4, 5, 10, or 100) for two groups (of the same sample size). Each outcome could ...
0
votes
2answers
29 views

Do I need to counterbalance 8 audio excerpts to control for order effects?

I have 8, 1-minute audio excerpts, all that feature the same music. Four of them were recorded by a middle school music ensemble (2 expressive, 2 unexpressive) and four by a high school music ...
26
votes
3answers
29k views

Softmax layer in a neural network

I'm trying to add a softmax layer to a neural network trained with backpropagation, so I'm trying to compute its gradient. The softmax output is $h_j = \frac{e^{z_j}}{\sum{e^{z_i}}}$ where $j$ is the ...
2
votes
2answers
1k views

Visualizing data spread along both y- and x-axis in 2D scatterplot

I'm currently in the process of doing a literature review of a brain atrophy measurement, called BPF, commonly used in research regarding neurodegenerative disorders. I have searched for publications ...
1
vote
0answers
172 views

Does (matrix) t-distribution have a conjugate prior?

If my data Y follows matrix T-distribution, i.e. $ Y \sim T_{n,p}(\nu,0,\Sigma,\Phi)$, can I find an appropriate prior for $\Phi$ such that its posterior is in closed form? Inverse Wishart ...
1
vote
0answers
65 views

Regression with error in covariates

I am looking for some advice for a colleague who is dealing with regression models for which it is know, that the continuous covariate of interest $X_1$ was measured with error. More precisely, we ...
-1
votes
1answer
396 views

Confused with this confidence interval statistics [closed]

The formula used to compute a confidence interval for the mean of a normal population when n is small is the following. What is the appropriate t critical value for each of the following ...
0
votes
1answer
999 views

Finding statistical significance between two binary tests

I have two sets of data. One with a sample size of 82 with 53 "hits" and 29 "Misses." And a second sample of 105 with 67 "hits" and 38 "misses" Given that the second set of data is a control, is ...
5
votes
3answers
2k views

Error bars using median absolute deviation

I have tried to find a solution to my question on Google, but I can’t seem to find much information about error bars and median absolute deviation and I do not know much about statistical error ...

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