0
votes
1answer
6 views

Optimally sampling a sequence of observations

Given a multivariate population, I'd like to define a sequence of observations to sample, such that coverage and representativeness is optimal at each step (cumulatively). For example, a sample of ...
-2
votes
0answers
12 views

Given mean and standard deviation

If you are given a mean of approximately 10, and a std dev of 1, and you need 8 data points, how do you figure out those data point values?
-1
votes
0answers
7 views

SVM file preparation [on hold]

I have a file in which i have comma separated value like this 0.000,17.021,8.511,6.383,4.255,6.383,4.255,2.128,10.638,6.383,0.000,8.511,4.255,0.000,8.511,6.383,4.255,0.000,2.128,0.000 ...
1
vote
0answers
9 views

Interpretation of standard deviation if data is not normally distributed

This is very basic question. But I want to know how one can interpret the standard deviation if data is not normally distributed. My concern is regarding financial market. Investors generally use ...
1
vote
0answers
4 views

State of the art for bagging/model averaging?

If I estimate a collection of models predicting $Y$ by $\hat{Y}$, which methods are out there to combine these forecasts? Which methods work well/best (and why?) to improve prediction accuracy? My ...
0
votes
0answers
2 views

Difference between multivariate normal regression multiple imputation and chained equation MI? (Or any other type, for that matter)

Basically what the title says. I've used multiple imputation in a survival analysis, where I had a substantial amount of missing data on two covariates related to the type of contract and the ...
0
votes
0answers
8 views

Determining if variation in winning percentage between game players is statistically significant

I have several bots that play a game (note that this is a one player game, where the only possible outcomes are win or lose), each bot uses a different strategy. I was wondering how to determine if ...
3
votes
1answer
27 views

Why does the number of continuous uniform variables on (0,1) needed for their sum to exceed one have mean $e$?

Let us sum a stream of random variables, $X_i \overset{iid}\sim \mathcal{U}(0,1)$; let $Y$ be the number of terms we need for the total to exceed one, i.e. $Y$ is the smallest number such that $$X_1 ...
1
vote
0answers
14 views

How to consistently distribute numbers on polyhedral dice?

There are several regular solids made into dice (d6, d8, d10, d12, d20, d30). You have to number each face starting at 1. Given the imperfect nature of dice manufacture, you want to distribute the ...
1
vote
0answers
14 views

What type of data would have non-normal errors?

I'm trying to understand the assumptions for an OLS model. I get that the error term should be normally distributed if we want easy-to-calculate confidence intervals for our coefficient estimates. ...
0
votes
0answers
4 views

LSSVM Prediction using LS-SVMLab toolbox v1.8

I'm trying to forecast a time series of air passengers using LSSVM with the help of the LS-SVMLab toolbox v1.8 from http://www.esat.kuleuven.be/sista/lssvmlab/, specifically the NARX model function. ...
0
votes
0answers
5 views

Use of data not captured in a survey for survey glm model

A former statistician in my organization carried out a survey to understand customer satisfaction using stratified sampling. On arriving at the organization, I was interested in seeing how variables ...
0
votes
0answers
7 views

How to deal with the missing data in stan? [on hold]

I am a newbie to stan and I am implementing the probabilistic matrix factorization model. Given a user-item rating matrix: ...
1
vote
0answers
12 views

Statistics of performance

I have done some testing on the performance of a method. Basically, there are 4 materials I can use. Each will give me a different amount of results in a different time frame. I used these four ...
1
vote
0answers
9 views

Simultaneous Equation Model (SEM): is the following system identified?

$Y_1 = \alpha_0 + \alpha_1 Y_2 + \alpha_2 Y_3 +\alpha_3 X_1 + \alpha_4 X_2 + u_1 \quad (1)$ $Y_2 = \beta_0 + \beta_1 Y_3 + \beta_2 X_2 + u_2 \quad (2)$ $Y_3 = \gamma_0 + \gamma_1 Y_2 + u_3 \quad ...
2
votes
0answers
11 views

Difference between pairwise t test and multivariate linear regression results

I got different results when comparing means of different groups using a pairwise t test and multivariate linear regression. ...
0
votes
0answers
8 views

Supervised HMM Training in R

I'm looking for an R package that implements the supervised training of Hidden Markov Models. By supervised, I mean given a sequence of observations, we know which ...
0
votes
0answers
6 views

difference in difference cross section or panel

Hello so i am doing some econometric on inflation targeting. What do you recommend I use if I am doing difference in difference with CPI quarterly: the method of collecting data on should it be cross ...
4
votes
0answers
11 views

Minimal sufficiency with indicator functions

The following theorem can be used to demonstrate that a statistic is minimal sufficient: Let $f(X|\theta)$ be the pmf or pdf of a sample X. Suppose $\exists$ a function $T(X)$ such that, for ...
0
votes
0answers
7 views

Scale a coefficient in a regression

Can I multiple a coefficient by 100? For example, Y= b0 + b1Distance Distance is in metres If I increase distance by 1 metre, Y increases by b1. Multiple b1 by 100, my interpretation is: If I ...
4
votes
0answers
31 views

How to generate two groups of $n$ random numbers in $U(0,1)$ such that sum of these two groups equal? [on hold]

I want to have two groups of $n$ random numbers $u_i$ and $v_i$ in $U(0,1)$, such that $\sum u_i = \sum v_i$ What I tried is: I can firstly get $u_i$ by $U\sim U(0,1)$, make $s=\sum u_i$. Then I ...
0
votes
0answers
5 views

Should I perform parameter tuning on the balanced or imbalanced dataset?

Consider a binary classification problem. As far as I know, if the dataset is imbalanced and if the two classification errors are not equally serious, then we should balance the distribution of the ...
0
votes
0answers
16 views

How do I transform a vector in the space of eigenvector? [on hold]

Hello I have a matrix C C = 0 2.2361 63.7887 2.2361 0 61.6117 63.7887 61.6117 0 and I calculate its eigenvectors V and ...
1
vote
2answers
174 views

Why is this definition of the Central Limit Theorem not incorrect?

I found the following definition of the Central Limit Theorem from book Probability and Statistics by Degroot (also from Wikipedia). It simply states the CLT as $$ \lim_{n\to\infty} ...
0
votes
0answers
15 views

Similarities between Pade approximations and ARMA(p,q) in time series [on hold]

I am wondering if someone would mind explaining how Pade approximations in calculus and ARMA(p,q) in time series are similar.
0
votes
0answers
10 views

Two independent variables in one mediation model (PROCESS) [on hold]

is it possible to have two independent variables in one mediation model? independent variable 1: social status (high/low) --- independent viarable 2: public (public/private) --- mediator: motives --- ...
0
votes
1answer
9 views

Why does SGD and back propagation work with ReLUs?

ReLUs are not differentiable at the origin. However, they are widely used in Deep Learning together with Stochastic Gradient Descent algorithms and Backpropagation, where the gradients of the loss ...
0
votes
1answer
11 views

Multiple binary logit regressions vs multinomial logit regressions? [duplicate]

Lets assume we have a dependent varible which can take on three values: 1, 2 and 3. Is there any differences in running multiple binary logit regressions(ie. 1 vs 2 and 2 vs 3) or the multinomial ...
0
votes
0answers
2 views

Multinomial logit model and Principal component analysis

I am trying to estimate if a household owns a PC, has access to PC or none. I have very large and rich dataset on household data. In the data set I don't have income variable so I was thinking to use ...
0
votes
0answers
8 views

Modelling Reflexivity with a Time Series Model

I'm new to this forum so hi to everyone! I would like to find a time series model that is capable of modelling two time series with following properties: 1) consider time series X and Y. X is ...
0
votes
0answers
6 views

Identifying important differences between supervised learning datasets

The training data in a multi-class supervised learning task shows a significant dependence on time that is apparently not captured well by my learners. Specifically, the two learners I used (OvR ...
0
votes
0answers
14 views

continuous vs discrete random walk

For 1D random walk in discrete case the probability of finding walker at position X after N steps(P_N(X)) is binomial distribution(http://mathworld.wolfram.com/RandomWalk1-Dimensional.html), moreover ...
2
votes
1answer
37 views

Is my understanding of regularized logistic regression correct?

I learned that regularized logistic regression helps prevent the model from over-fitting the data. I understand that the function is still technically a high-order polynomial, but the effect is ...
1
vote
0answers
9 views

The likelihood of response variables in variational Bayesian probit regression

I read the paper Explaining Variational Approximations (J.T. Ormerod & M.P. Wand) and there is a part where they explain variational probit regression with auxiliary variable since the posterior ...
0
votes
2answers
25 views

Parametric vs Non parametric test difference

I'm reading PDQ Statistics[1], I have a small base of statistics and I can't figure out this statement from the book. They assure in the book that It seems that most people who have taken a stats ...
0
votes
0answers
7 views

How do I compare the size and power of the tests?

Let $X_{1},\dots,X_{9}$ be a random sample from $N(\theta,1)$, where $-\infty<\theta<\infty$. Consider the following two tests for testing $H_{0}:\theta=2.5$ against $H_{1}:\theta=4$. Test1: ...
-3
votes
0answers
16 views

DOUT ON AUTOREGRESSIVE INTEGRATED MOVING AVERAGE METHOD [on hold]

MY NAME IS R.REBECca.I AM DOING PROJECT IN FORECASTING USING ARIMA MODEL . can anyone tell me theortical calculation part of arima for the given question below. QUESTION : FOR A GIVEN A SET OF 10 ...
1
vote
1answer
14 views

Probability that 2 out of 3 friends win a raffle?

Let's say it's me and 2 other friends are at a contest. There are 10 total contestants. What is the probability that exactly two of us win (it's not ranked, so it's just a combination problem)? I'm ...
0
votes
0answers
12 views

plotting a three way interaction in an lmer model using r

I have a significant three way interaction between three continuous variables (frequency, exposure, and density) in a linear mixed effects model. I'd like to understand the nature of the effect by ...
0
votes
0answers
12 views

Geometric interpretation of MLR

$\vec{y}=\mathbf{X_{n\times p}}\vec{\beta}+\vec{\epsilon}$ We know that $\hat{\beta}^{\text{LSE}}=(X^TX)^{-1}X^Ty$ If all the dimensions are orthogonal, we can obtain that $\beta_j=\frac{\langle ...
0
votes
0answers
13 views

what is a regressional study? Does any such study exist? [on hold]

Am a novice in statistics just want to get schooled from this site on basic statistical matters.
0
votes
0answers
9 views

Questionnaire data analysis. Correlation between a model and questionnaire data

kind of a newbie with data analysis here, and looking for some guidance. I've made a questionnaire in relation to a model regarding the security of certain software. The questionnaire is mostly made ...
0
votes
0answers
9 views

nominal variable (fixed actor) only relevant to a subset of data in SPSS / GLM

An example to illustrate the question I have: Suppose Strength is a function of gender (male/female) and, AMONG MALES, testosterone level (low, medium, or high). I don't care about testosterone ...
0
votes
0answers
5 views

How to interpret clmm output

I am using the clmm() function from the R package ordinal. I understand that the ...
0
votes
0answers
7 views

please I want to know what type of study its when certain variables are examined for in type 2 diabetics? [on hold]

I dont have a training in statistic. And am doing a research work on the effect of mean platelet volume and von willebrand factor in type 2 diabetics
2
votes
0answers
17 views

Confidence interval of linear regression variable calculation [duplicate]

I want to be able to calculate the confidence interval from the estimated coefficient and respective standard errors. I have a linear regression model which can be summarized (in R): ...
0
votes
0answers
12 views

How can implement Multi Armed Bandit to choose best models?

I have hundreds of models and I use big data "huge data" as input to those model "in development time" so I would like to use any multi armed algorithm to find which best models"say best 10 models" ...
3
votes
0answers
16 views

Approaches to fast estimation of new levels of a hierarchical linear model from new data

I have a hierarchical linear model I've applied to a dataset in which the effect of a factor on my outcome measure can vary for different people. Say I have a new individual for whom I have some ...
2
votes
0answers
36 views

Poker make a flush with suited starting hand

Poker - 52 cards 4 suits of 13 (rank) cards each Poker probability A flush is 5 cards of the same suit The chance of a flush in 5 random cards is: $$\frac { \binom{13}{5} \binom{4}{1}} ...
4
votes
1answer
67 views

Bias of Tibshirani's Lasso estimator

I am searching for a theorem that gives upper bounds for the bias of the Lasso estimator from Tibshirani[1]. Do anybody know such a theorem? [1] Tibshirani, R., (1996). “Regression Shrinkage and ...

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