# All Questions

396 views

### How to prove independence of marginal/conditional (?) posterior distributions?

This is a question about exercises 4.2 and 4.3 of Jim Albert’s “Bayesian Computation With R” (p. 82). Note that while this might be homework, in my case it is not. We are to prove that, given two ...
30 views

### Meaning of “reconstruction error” in PCA and LDA

I am implementing PCA, LDA, and Naive Bayes, for compression and classification respectively (implementing both an LDA for compression and classification). I have the code written and everything ...
108 views

### Power martingales for change detection: M goes to zero?

I'm trying to apply the power martingale framework by [Vovk et al., 2003] to change detection in unlabeled data streams, just like in [Ho and Wechsler, 2007]. The basic idea involves using a power ...
5 views

### Find Variance of AR(2) process Xi = 0.3Xi-2 + ui

Full question: X0,X1, …., Xn are distributed according to the following AR(2) process Xi = 0.3Xi-2 + ui, for i=1,...,n, X0=X1=0 where ui are iid N(0,3^2). Have no idea where to start with this one. ...
7 views

### Show that if $X$ is uniform on $[0, 1)$ then $Y = k\log X$ is an exponential r.v. such that $⟨y⟩ = k$

Attempt: probability is conserved under change of variables. If $p(x)$ is a probability density then $p(x)dx$ is the probability that there is some $x′$ in $[x, x+dx)$. By change of variables $x$ -> ...
10 views

### Not complete repeated measurement for linear mixed effect model in R using na.omit

I have measured the effect of different stimulation types in a group of subjects and I am using linear mixed effect models in R to check the effect of each stimulation type. Let's say I have ...
5 views

### Path Analysis Vs Multinomial Logit

Would anyone be able to explain the logic behind using a Path Analysis over running several multinomial logits. The theoretical model I am testing has X1-3 mediating Y1. Y1 and X1 predict U1-3 (the ...
7 views

### RMSE vs R Squared literature

I have found many related answers and explanations, but not one that involves literature. I have a model and I have used cross validation. Some models have really high R and adjusted R squared values, ...
30 views

### Test dispersion around $y = x$ line

As shown in the figure, the lines in both panels are $y = x$. The lines are not regression lines. I see that in the right panel the data points scatter further away from the $y = x$ line. ...
6k views

### Estimating a distribution based on three percentiles

What methods can I use to infer a distribution if I know only three percentiles? For example, I know that in a certain data set, the fifth percentile is 8,135, the 50th percentile is 11,259, and the ...
4 views

### Equivalent of significance in population data?

I know that significance tests don't make sense on population data. But how then can I figure out if effect sizes are meaningful? Is it purely a judgement call? Background: I have a census for an ...
9 views

### How do I compute the posterior distribution of the success probability with uniform priors?

This is a question from a homework assignment A clinical trial is conducted to compare the effectiveness of three drugs. 100 patients are randomly assigned to each drug (300 total patients), and Y_1 ...
2k views

### Hidden Markov Model to predict the next state

I am learning to use HMM and I am trying to solve the following problem. There is a robot moving around the nodes in graph. The robot can move to adjacent nodes with certain probabilities. Each time ...
9 views

### K-Means Clustering - then use created clusters in SVM

I'm using K-Means clustering to split data into 2 clusters as follows. ...
11 views

### How to calculate one probability out of several Bernoulli probabilities?

For a multi-agent problem I want to calculate the probability that a certain event happens for any agent (1 or more). There are n agents, and $P(X_i=1)=p_i$ for each agent. I want to calculate the ...
31k views

### What's the difference between principal components analysis and multidimensional scaling?

How are PCA and classical MDS different? How about MDS versus nonmetric-MDS? Is there a time when you would prefer one over the other? How do the interpretations differ?
14 views

### How to fit a curve for a histogram

I am trying to fit a curve (gaussian) for my distribution represented here with an histogram, like the red curve represented in the attached shema. X = rchisq(1000, df = 5) hist(X) Thank you
3 views

### Why can't I access or even find trials data

I would like to access trial data for a multicentre RCT A6181004 to calc SEMs (I know how to do this, but cannot seem to find trial data, at least in Cochrane, which seems linked to Central). ...
11 views

### SOM (Kohonen) using the term document matrix [on hold]

Language: R Package: kohonen Function: som I have a term document matrix (tdm) with 64 terms (row) and 1017 documents (columns). I want to use the self-organized-map to cluster the terms on 25 ...
168 views

### Fitting a glm to a zero inflated positive continuous response

I'm trying to fit R glm's to data sets where the response is zero inflated positive continuous. This is an example data set ...
21 views

### Statistics help required

I am doing a project in A/B testing.I want statistical approach to evaluate my work. A/B testing is comparing two versions of a web page/ taglines /landing pages to see which one performs better. You ...
4 views

### Planned contrasts in ezANOVA

I have a data set that is 3 x 5 and I can easily run a repeated measures ANOVA using ezANOVA in R. I now wish to have planned contrasts going into the ANOVA. The data consists of one control ...
4 views

### When (and why) is a conditional logistic regression equivalent to a Cox proportional hazards model?

In the the help for the clogit function in the survival package in R, the details section ...
3 views

### ECM or first differences if panels are integrated of different orders

If I have panel data and am interested in modeling short and long-run effects, what are the consequences if some of my panels are I(0) and others I(1)? Some have suggested I can just pool the data and ...
101 views

### How can I find the optimal weighting scheme to aggregate these estimates?

I have data in which about 150 subjects separately estimate 6 different quantities. The quantities are the answers to general knowledge questions like "How many far apart in kilometres are Milan and ...
11 views

### Estimating the distribution of frequencies from a sampling of unique values

Let $L$ be a list of elements with repetitions, and $S$ be the set of elements appearing in $L$. I have two tools at my disposal: I have a sample of $k$ elements taken uniformly in $S$, and for each ...
11 views

### Statistical significance in time series (R)

Stats newb here, I have to determine if two time series are really different instead of being part of the same population with noise in the samples. The data is a comparison between two algorithms ...
131 views

### Help in regression interpretation, including interaction terms

I m doing a quantitative analysis for my dissertation and I m having issues with the interpretation of my results (I have little knowledge of SPSS). I m doing a panel data analysis with multiple ...
8 views

### Support of distribution (distribution fitting)

This might be a weird question. I want to know why Matlab still run to produce estimated parameter whenever I input data which doesn't belong to the support of the distribution? E.g. I want to ...
4k views

### Fitting t-distribution in R: scaling parameter

How do I fit the parameters of a t-distribution, i.e. the parameters corresponding to the 'mean' and 'standard deviation' of a normal distribution. I assume they are called 'mean' and 'scaling/degrees ...
34 views

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### Filling a Matrix on the basis on data in two columns [on hold]

I have a following matrix M - A B C D A 0 0 0 0 B 0 0 0 0 C 0 0 0 0 D 0 0 0 0 and Data Frame - DF C_Name F_Name Sam A Sam D Sam C Tom C Tom ...