0
votes
0answers
2 views

getting posterior probability of the hypothesis of hypothesis

At any given time about 5.5% of women (age 15-45) are pregnant. A home pregnancy test is accurate 99% of the time if the woman taking the test is actually pregnant and 99.5% accurate if the woman is ...
0
votes
0answers
7 views

Time series forecasting accuracy measures: MAPE and MASE

We come to this toy example showing MAPE and MASE are not consistent when measuring forecasting accuracy. Data consist of 100 white noise and 100 $AR(1)$ time series with length $N=500$, mean $\mu=1$ ...
0
votes
0answers
4 views

how do I test the relationship between infection and nurse:patient ratio

I am evaluating whether the prevalence of a specific infection in the ICU bears a relationship to the nurse:patient ratio over time. The infections are whole numbers (nominal variable)and the nurse: ...
0
votes
0answers
7 views

Specific Hypothesis

I have one sample group. (I know my test statistics is nonparametric.) My null hypothesis is a CI and alternative is ~ . What is your idea for testing this hypothesis?
0
votes
0answers
8 views
0
votes
0answers
11 views

demostrate Jensen's inequality (i think)

Please any help is very good. I was trying to start with the definition of expected value but I don't know how to finish.
1
vote
0answers
6 views

How is it meaningful to give fitted values for random effects if they don't appear in the likelihood function?

Software for fitting random effects models tends to output values for the random effects. For example, suppose the model is $$y_i = \alpha_i + \varepsilon_i, \qquad 1 \le i \le n$$ where $$\alpha_i ...
1
vote
1answer
18 views

Difference between identity and diagonal covariance matrices

thanks in advance for the help. Suppose I am training a linear model. What are the conceptual differences between using a diagonal covariance matrix and the identity? It is clear to me that the ...
0
votes
0answers
11 views

Test for correlation between continuous and categorical variable

I am wanting to know what type of statistical test would need to be carried out to determine if there is a correlation between one categorical variable and one continuous variable.
1
vote
0answers
16 views

High negative correlation between intercept and slope

I was trying to fit several mixed linear models, however for 2 (out of 4) I am getting quite strange results. The point is that I've collected data from two courses (a few students were the same in ...
2
votes
0answers
11 views

Error of bounded mean estimation with quantization

I have a distribution whose mean $\theta \in [0,1]$. Given $n$ observations, I compute the sample mean (say $\hat{\theta}$) and quantize it to accuracy $\frac{1}{n}$ (basically I can use only ...
3
votes
0answers
18 views

Show expectation is infinite

Let $X_1,\ldots,X_n$ be independent, identically distributed with expectation 1 and finite variance. If the random variables are sampled from a density $f$ that is bounded and strictly positive in a ...
1
vote
0answers
14 views

In Probabilistic Graphical Models, what does it mean that r.v. X influences r.v Y?

I wanted to pin down what the intuitive phrase: r.v. X influences r.v. Y as precisely and as rigorously as I could, and wanted to check if my interpretation was correct and complete with the ...
0
votes
0answers
24 views

Calculating probability of full house and royal straight in R poker simulation

Given a poker simulation in R using vectors for the denomination and class of playing card in a loop, how would one go about identifying a given hand containing a full house or a royal straight. I'm ...
1
vote
1answer
62 views

Regressing out a variable?

What exactly does it mean to "regress out" a variable or quantity? This is something I hear about all the time, but it's strangely difficult to find a precise description online. Any pointers - ...
1
vote
0answers
12 views

How do I filter insignificant modes from a kernel density estimation

How do I detect the number of significant modes in a set of data? I have a set of 1 dimensional data where the number of modes are unknown. I'm familiar with python and scikit learn so I use the ...
-1
votes
0answers
12 views

How do I solve problem 1. c) in the following link? (Marginal Probability)

https://moodle.concordia.ca/moodle/pluginfile.php/1785520/mod_resource/content/1/Assignment%201.pdf It seems as if I need to find the mean of the marginal distribution table, but I do not know what ...
1
vote
0answers
15 views

disadvantages of Neural network method

Hello Dear Researchers! I want to list the advantages and disadvantages of Neural network methods for classification or estimation purposes. I have already found the advantages of NN method in many ...
-2
votes
0answers
29 views

Interactions in regression [on hold]

Consider a multiple regression model with gender as one of the predictors. Suppose gender has no significant effect in this model. Is it possible that an interaction of gender with an independent ...
0
votes
0answers
6 views

Are there any packages to calculate accuracy, precision, recall and f-measure achieved by a KNN-classifier in R language? [on hold]

I have been trying to find packages to find accuracy,recall, precision etc performance metrics for the KNN-classifier. The closest I could find was caret but it says the object in its parameters has ...
1
vote
0answers
15 views

Sufficient and complete statistic

Let $ X_1, ... , X_n $ be i.i.d random variables with pdf given by $$f(x;\theta) = \exp(-(x-\theta))I_{(\theta, \infty)}(x)$$ It is asked to find a sufficient statistics for $ \theta $ and to verify ...
2
votes
0answers
13 views

Normalized RMSE

I have several time-series in a VAR(1) and, due to some of them haven't the same unit of measure, I'd like to estimate the RMSE in percentage. I know that it could be done in several ways (see below) ...
1
vote
1answer
14 views

Comparing and Interpreting covariances

I had a discussion about covariance recently and it would be nice to hear your feedback about this. Let's say we have a dataset of $n$ samples with $d$ attributes. For simplicity, let's say 3 of ...
0
votes
0answers
9 views

Simulation m values from posterior distribution with WinBUGS

I try to simulate from posterior distribution with WinBUGS. My data came from Multinomial distribution, i.e. : $y_i~\text{Multi}(n;p_1,p_2,p_3)$. A common prior for multinomial is Dirichlet, i.e.: ...
0
votes
0answers
4 views

Introducing binomial distribution as a sampling distribution over Bernoulli distribution

In many introductory applied statistics text books and curricula, study of basic probability distributions begin with binomial distribution. I think it would be pedagogically beneficial to introduce ...
-1
votes
0answers
41 views

Calculate the mean and variance of two random variables from their density functions

How do you calculate the mean and variance of two random variables X~F(m = 3, n = 6) and Y~F(m = 8, n = 6) from their density functions using R?
0
votes
0answers
9 views

Rescaling a variable in R [migrated]

I have a variable named Esteem that is in a scale 1:7. I would like to rescale it to 1:100. I understand that the R program scales can do so, however I am having problems with the syntax. Could ...
0
votes
1answer
10 views

Smoothing parameter for spline curve with duplicate points

I have body mass and age data for a population of individuals. I want to fit a cubic smoothing spline curve to the data. I'm using smooth.spline in R, which warns against using cross-validation to ...
0
votes
0answers
13 views

Panel data models when some regressors are non-stationary - I(1)

My model is $$ Y_{it}=X_{it}'\beta+\varepsilon_{it} $$ where $Y_{it}$ is a vector of weekly observations of a dependent variable and $X_{it}$ is a vector of explanatory variables (also weekly) with ...
0
votes
1answer
17 views

Neural Net Hidden Layer

I have done some searching on the topic and I know the answer is mainly "it depends". BUT, I haven't found anything stating general relationships regarding size of data and number of hidden layers. ...
0
votes
0answers
5 views

in a partial mediation relationship, can the independent variable and the mediator moderate each other?

Let's say age predicts experience, and experience predicts perceived reputation of doctor. Age also predicts perceived reputation directly, and moderates negatively the relationship between experience ...
0
votes
0answers
17 views

Analysis of mixed variables

I'm currently working some data collected as a part of an interview survey. I have a response variable in ordinal form, which mostly looks into people's perceptions of an animal, and a range of ...
0
votes
1answer
22 views

Why do we say a probability integral transformed variable is uniform on the interval [0, 1]?

I am reading and trying to learn about the probability integral transform and some of its uses. From the CV question PIT on a sample with m bins, and KS test used to estimate a good value for m, the ...
0
votes
0answers
24 views

Find out if I can ask for more

Scenario: I have a system that issues requests to another system. Each of these requests have a probability $p$ of requiring a specialized resource. The probability $p$ can be estimated using a ...
1
vote
0answers
15 views

Find the expected payoff for different strategies

I have recorded on a continuous scale (between 0 and 10) the strategy some players used in a video game and their associate payoff (also interval-ratio) in this game, so I have lots of couples of ...
3
votes
0answers
16 views

Error bounds when approximating densities

I was curious whether it is possible to obtain approximation error bounds on continuous densities from approximation error bounds of random variables. To make my question more precise: We consider ...
2
votes
0answers
15 views

Determine how much and why a sample differs from its population

I'd like to be able to determine a) how much and b) why a non-random sample “differs” from the population (there's probably a better word than “differs”; I was tempted to use “does not represent” but ...
0
votes
0answers
9 views

Error in K-means cluster analysis - adding initial cluster centers [migrated]

What could be the problem for such an alert in SPSS after I have created initial cluster centers file from hierarchical cluster analysis and wanted to use it in k-means cluster analysis? "The file ...
0
votes
0answers
30 views

how to get theoretical center of distribution and theoretical variance of the distribution

Here for 1000 simulations and 40 samples for each, here is random exponential distributor using replicate function ...
2
votes
1answer
22 views

Univariate Kolmogorov-Smirnov test instead of multivariate

Since it is not easy to apply a Multivariate Kolmogorov-Smirnov test for two samples, I thought: is it possible to compare the different statistics with the univariate KS? For example: Object 1: ...
0
votes
1answer
58 views

OLS vs IV estimates - Sign and Significance

Assume I have an equation with 1 endogenous variable, and many other exogenous variables. Also assume I have 2 valid instruments for the endogenous variable for IV estimation. If I were to estimate ...
0
votes
0answers
12 views

Cluster robust standard errors for the Hausman-Taylor estimator

Suppose I compute the Hausman-Taylor estimator using the plm command with the option: model= "ht". Using the result I like to obtain a robust variance-covariance matrix to make inference fully robust. ...
1
vote
1answer
57 views

Multiple regression in R with different data types of predictors

My goal is to investigate a dependent variable which is metric (time in hours). The independent variables include 3 metric, 2 binary (factors), and one factor variable, which consists of 11 districts ...
0
votes
0answers
13 views

The outlier in non-random data

I have tested a time series data by using Run Test. The result shows that it is non random. How could I detect which data point(s) caused that non-randomness? Is there have any methods I can use? ...
0
votes
0answers
7 views

Compare failure probabilities

I'm studying a process that may be used several times each year. For each time it is used I can calculate its failure probability and I also have a damage evolution law with the number of uses so I ...
0
votes
0answers
9 views

Proving something is not strict stationary

Let $W$ be a uniform distribution on $(0,\pi)$. Let $Z_t=\cos(tw)$. I know that $Z_t$ is a strict stationary but I have no idea how to prove this. Can someone show me how or give me some methods?
0
votes
1answer
32 views

Unbiased estimator based on geometric mean for random sample on an exponential distribution

Let $X_1, \ldots, X_n$ be a random sample on an exponential distribution with mean $\theta$. Obtain an unbiased estimator for $\theta$ based on $G$, where $G$ is the geometric mean of the ...
0
votes
0answers
12 views

ANOVA for exponential regression model in excel

How to get ANOVA table for exponential regression models in MS excel? I mean nonlinear regression exponential fit.
0
votes
0answers
6 views

Regression coefficient in Curve expert software

While using curve expert software for developing models, regression coefficient of the curve obtained cannot be found. How to find regression coefficient of the model curve obtained in Curve expert ...
2
votes
1answer
18 views

SLR: Variance of a residual

I am having problems calculating the variance of a residual in an SLR setting, ie $\text{var}$$(y_i- \hat{y_i})$. Here is what I have thus far. If $ \hat{y_i}= \hat{\beta_0} + \hat{\beta_1}x_i$ ...

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