# All Questions

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### Texts on Various Topics in Statistics (GLMs, MCMC, Decision Trees, etc.)

I am currently looking for texts (or preferably a specific text) which have a good balance between theory and application and are as comprehensive as possible and are at an introductory level, ...
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### Binning method: looking for an example

I heard and read several times of the use of 'binning' methods to estimate the uncertainty and the auto-correlation time of a sample generated by MCMC but I can't find a textbook example of it being ...
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### The meaning of “positive dependency” as a condition to use the usual method for FDR control

Benjamini and Hochberg developed the first (and still most widely used, I think) method for controlling the false discovery rate (FDR). I want to start with a bunch of P values, each for a different ...
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### HoltWinters Vs ARIMA for high frequency time series

I am trying to forecast monthly time series with frequency/seasonal as 1008. Based on reading from RobjHyndman and CrossValidate it seems HoltWinters seasonal is ...
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### Estimating the time for completing a sequence of actions

In short: suppose I have observations for times taken to do some action. I want to estimate, how long will it take to complete a sequence of actions. The estimate should minimize the mean absolute ...
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### Likelihood and estimates for mixed effects Logistic regression

First let's simulate some data for a logistic regression with fixed and random parts: ...
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### Estimating the ratio of cell means in ANOVA under lognormal assumption

I am conducting a two-sample test (1-way ANOVA with 2 treatments), and the goal is to estimate the ratio of cell means assuming that the data are lognormal. A simple approach is to log the response ...
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### Estimating parameters in a two poisson process using gibbs sampling

I have the following scenario. A total of $N$ devices exists. Each device has two parts in it, call it $A$ and $B$. Each part can fail at random following a poisson model with rate parameter ...
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### Is there a desription in the literature of a Normal hierarchical model with hyperparameters for both the mean and the standard deviation?

I'm looking for a comprehensive description of and justification for a Normal hierarchical model where both the means of the groups and the standard deviation are modelled. It is common to find ...
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### Testing the variance part of a Generalized Linear Model out of sample

Suppose I have a response vector and an ANOVA design (for simplicity, assume it’s a one-way ANOVA with two treatments). A few Generalized Linear Models (Poisson, Negative Binomial, etc) are fitted to ...
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### Prior on a non identifiable parameter-MCMC integration

To introduce the problem I will explain the Projected normal distribution. Let $\mathbf{z}_i=(z_{i1},z_{i2})$ be a bivariate vector distributed as a bivariate normal with vector mean ...
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### Cross validation with nonparametric smoothing regressions

When I use regression models I like to explore functional relationships using nonparametric smoothing regression (e.g. generalized additive models, lowess, running line smoothers, etc.) before ...