All Questions

36 views

Problems with the curve function in R [migrated]

I am working with a Bayesian posterior distribution derived from a sample $(0.8,-0.2,0.4,1.3,0.2)$ on a $\mathcal{N}(\mu,1)$ distribution, assuming an $\text{Exp}(1)$ prior distribution on $\mu$. My ...
21 views

Statistical differences between two percentages [duplicate]

I am doing an experiment on mice. I found 11 recombinants within 142 mice. I calculated the recombination frequency and found it to be 7.7%. Other studies (many studies, not one or two) had 1000 mice ...
11 views

How to find a meaningul threshold for relevant elements?

Is there any basic rule on which elements are over a certain threshold (and thus being important for further inspection) and which are below? Or can I set a "random" threshold just as I find it ...
7 views

Cross-estimating the independent variables to exclude outliers

Purpose: pragmatic data mining and prediction, NOT for publication or science Data: observations from nature, so a high degree of stability is expected in the relationships N: approx. 15 k I am ...
9 views

Independent vs. Dependent Compound Poisson Distributions

I have an issue with a section of some Actuarial lecture notes that I am reading. Here are the snippets from the notes: "Consider a portfolio consisting of $n$ independent policies. The aggregate ...
15 views

Calculating point estimates from model-averaged parameters

I'm using an IT-approach and multi-model inference with some count data. I have used model averaging to obtain parameter estimates from several GLMMs with Poisson-lognormal errors (Poisson family ...
26 views

Problems with covariance matrix, where it has less rows than columns? [on hold]

Suppose I have a matrix A which has more columns than rows. What problems will this lead to? For context, I use A for portfolio optimisation problems.
18 views

How to compute for Bivariate Logistic Distribution

This is the logistic distribution of single random variable (taken from Wikipedia). $x$ = random variable $\mu$ = mean of all random variables $s$ = variance. Now, I want to do a Bivariate ...
13 views

Regression Puzzle GLS var/covar matrix of B given summary statistics

There is a problem posted back in 2009 that I found that has me puzzled. I believe the estimates are from a generalized linear regression because after some thought it seems $X'X$ is impossible to ...
8 views

How to determine the proper sets or subsets of outcomes when autocorrelating frequency of each from year to year

I am trying to determine whether a baseball player has the ability to influence the outcome of an "at bat" by calculating the correlation coefficient between the percentage of at bats which result in ...
23 views

CLT can be used for weighted sum of different Bernoulli variables?

Suppose $$z_i \sim Bernoulli (p_i)$$ Can we use CLT for the following weighted sum? $$S = \sum_i w_i z_i$$ i.e. can $S$ be approximated with a normal distribution? If yes, with which theorem? ...
46 views

Deriving $\beta$ from expected loss function (Hastie, Tibshirani)

I am looking at equation (2.16) from Elements of Statistical Learning and can't seem to be able to derive it. I used $f(x) = x^T\beta$ as the linear model, and tried calculating $\beta$ by minimizing ...
18 views

Estimator of Bessel function?

I am trying to estimate the parameters of the modified Bessel function of the first kind for integer order case. $I_n(wt) = \sum\limits_{m=0}^\infty \frac{1}{m!(m+n)!}(\frac{wt}{2})^{2m+n}$ In ...
12 views

How to predict max value of a heavy tailed variable

I have a response variable which is right skewed. There are lot of low values, less than 10 and then extremely large outliers. I want to create a model which can predict the max values that the ...
7 views

What statistical analysis test do I need to run? I want to compare type of downloader (Legal and Illegal) to what type of content they download (Music, Movies etc). In SPSS I have set the type of ...
23 views

Evaluating a regression model

For classification problems I have been using Neural Networks and measuring Type I and II error using the confusion matrix and its measures as per this resource which is pretty straight forward. ...
9 views

How to deal with 0 values on the diagonals for a chi-squared test [on hold]

I am performing a chi-squared test in which differently oriented lines cross-cut each other. Because you cannot have two similarly-oriented lines cross-cutting each other, the diagonals on both my ...
27 views

Need some advice on data analysis

I collected data from 500 participants. Here's an example of the data: Response 1: Age: 25 Gender: Male Choice 1: 1 Choice 2: 1 Choice 3: 0 Choice 4: 1 Choice 5: 1 ... Up to choice 30 Response 2: ...
7 views

Stata import delimited w/ duplicated variables [migrated]

I have a csv with two identical columns: X,X 0,0 1,1 2,2 I would like to import this into Stata 13, but it does not like importing the second X (since the names ...
5 views

Bias in predicting survival with time varying covariates

I'm trying to predict survival probabilities with time-varying covariates. My dataset constitutes a variety of subjects who enter the study at different dates and receive multiple follow-ups. For each ...
38 views

Confidence Interval for a Random Sample Selected from Gamma Distribution

Working on a homework question and having some trouble... Any help would be greatly appreciated. Based on a sample 1.23, 0.36, 2.13, 0.91, 0.16, 0.12 from the GAM$(2,\theta)$ distribution, find an ...
40 views

Run time analysis of the clustering algorithm (k-means)

I was reading some notes on ML and clustering and it claimed that the run time of clustering was O(kn) where k is the number of clusters and n is the number of points. I was wondering why this was ...
68 views

central limit theorem

can I do my statistics work based on the central limit theorem? I need to perform a t-test, ANOVA and multiple regression. my outcome variable is highly not normally distributed (Highly positively ...
23 views

Name of this simple descriptive method for showing crosstable combination typicalities?

This might be a basic question, but I have no clue what this descriptive method could be named. Simplified, I have a cross-table with Occupations (e.g., doctor, lawyer, engineer) as rows, and Hobbies ...
44 views

Finding a suitable distribution for data in R?

I have a set of data with summary as below: The data are non-normal and transformations did not obtain normality. Given the data are continuous I have narrowed the range of distribution down to ...
7 views

Finding parameter bias under omitted variable, with variance covariance notation

Dear CrossValidated community, Can anyone help me to prove the bias in a given parameter of a regression when there is omitted variable? I know to do it using matrices and matrix algebra. For ...
20 views