# All Questions

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### Proof of Algebraic Formula for the Sum of Dice Throw

To figure out exactly the expected frequency of a given sum in a dice toss (given a certain number of dice and sides/dice), the following formula is posted here by @Glen_b (adapted to dice of six ...
2 views

### Test MAPE < Train MAPE using auto.arima()

I am trying to build a forecasting model for the passenger vehicles registrations in a given country, and I wanted to use $auto.arima$ function from the $forecast$ package to estimate a simple ARIMA ...
4 views

### Making sense of the first difference regression model

There must be a fundamental error in my approach. Let's start by sating we have a simple regression with two variables X and Y: $Y_t = BX_t + e_t$ Where B is the coefficient and e is the error term. ...
147 views

### Accounting for groups in GzLM Poisson regression

I am currently trying to perform a regression on data with one predictor and one covariate. The hypothesis I am trying to test is whether the incidence of pores (a hole through a cell) increases when ...
18 views

### Interpreting the result of decomposing time series

I don't have a lot of experience working with time series data. Now I have a 3 year, monthly data for several entities (you can think about them as different stores), that I would like to do some ...
18 views

### Singular value and eigen-decomposition of a square symmetric matrix should be identical, but differ in sign

As far as I know, singular value decomposition (SVD) and eigendecomposition give the same result for symmetric square matrices. But when I check the results in R, that's not what I see. Please see ...
2k views

### How to understand effect of RBF SVM

How can I understand what the RBF Kernel in SVM does? I mean I understand the maths, but is there a way to get a feeling when this kernel will be useful? Would results from kNN be related to SVM/RBF ...
267 views

### Kernel density estimator that doesn't collapse in the tails

I have iid data-points $x_1, \dots, x_n$, generated by an unknown density $f(x)$. So far I have approximated $f(x)$ with a normal $N(\hat{\mu}, \hat{\sigma}^2 )$, where $\hat{\mu}$ and ...
36 views

### Rotation to get equal loadings in the first principal component or factor

I have the observations of $n$ variables $x_i(t)$ where $t$ is the time, and $i=1,2,\dots,n$ is the number of the variable. They're very correlated, so I wanted to use PCA. The first component ...
190 views

### Kernel density estimation (KDE)

Due to an assignment I need to implement a algorithm based on KDE to schedule an input data in different servers. So far, I studied statistics in my bachelor but we did not go that far and they did ...
112 views

### ARMA - GARCH fitting

I have an ARMA model which has these terms Constant + AR23 + MA1 + MA3 + MA24. The residual of this model has heteroskedasticity (from ...
25 views

### Is there a name for the $n=50$ quantiles?

For $n = 5, 10, 20, 100$ we have quintiles, deciles, vigintiles, and percentiles. Is there a name for $n = 50$? A candidate would be quinquagintiles, but I can't find that having being used.
10 views

### r package: CFA and missing data

I am running CFA with r. As I have several missing observations, I get two series of results, on "used" (152) and "total" observations (246). How is the total calculated? Which of the two results ...
173 views

### package in R for weighted Knn regression

I would like to know if there is a package in R that does weighted knn regression. I managed to find weighted knn classification package in R but not regression. Thankx. joseph.
86 views

### Unscented Kalman Filter with Gaussian Process regression for time series prediction

I've trained a gaussian process which will take X (x1:5) and predict Y (x6). I'm trying to do 1step ahead prediction with Unscented Kalman filter with this GP as my state transition funtion. The ...
82 views
+50

### Supervised keyword extraction: results

I've considered the keyword extraction method as a classification problem (1 = author generated keyword, 0 = no keyword) and I've tried to automatically extract keywords from text document. I've done ...
10 views

### Approximating the marginal likelihood in Bayesian Model Comparison

Given some data $y$, my interest centers around a collection of models $\{\mathcal{M}_1,\mathcal{M}_2,\cdots,\mathcal{M}_L\}$ representing competing hypotheses about $y$. Each model $\mathcal{M}_l$ ...
3 views

### Back propagation of Uncertainty

I am recently working on the subject of uncertainty. I read that uncertainty analysis and sensitivity analysis are important topics in this domain(the first is ti do a forward propagation of ...
1k views

### Interpreting coefficient, marginal effect from Linear Probability Model

I am regressing part time as a binary dependent variable (0 who dont work part time and 1 people work part time) with different parameter listed below partime – variable=1 if employee works part ...
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### Distribution of p-values - Binomial test

I heard that under the null hypothesis the p-value distribution should be uniform. However, simulations of binomial test in MATLAB return very different-from-uniform distributions with mean larger ...
190 views

### Bhattacharyya distance for three histograms

There is a paper “Auto White Balance Based on the Similarity of Chromaticity Histograms” mention about automatic white balance. One of the key point of this algorithm is how to measure the similarity ...
5 views

### How should items be order in a bar chart comparing items in two general categories?

The following chart compares two types of computational workloads based on six aspects of their interaction with the memory system. While it is obvious that individual benchmarks should be grouped ...
6 views

### Using simulated data to check when patterns in GLMM residual plots are acceptable

I have run the following Poisson GLMM: ...
17 views

### Plotting a ECDF in R and overlay CDF

I need to plot a ECDF in R and overlay a CDF. In my case I have to do this with the gamma distribution where alpha = 2, ...
3k views

### What is the difference between lm() and rlm()?

I just found "Robust Fitting of Linear Models" rlm() function in the MASS library. I would like to know what is the difference between this function and the standard lm() (linear regression). Could ...
252 views

### Does testing for assumptions affect type I error?

I just performed simple simulation. Made two "populations" with different means and the same variance. Since I prepared them I know that they: are normal, differs in location and both have the same ...