Linked Questions

69
votes
8answers
11k views

What is meant by a “random variable”?

What do they mean when they say "random variable"?
43
votes
5answers
72k views

Regression when the OLS residuals are not normally distributed

There are several threads on this site discussing how to determine if the OLS residuals are asymptotically normally distributed. Another way to evaluate the normality of the residuals with R code is ...
55
votes
5answers
15k views

On the importance of the i.i.d. assumption in statistical learning

In statistical learning, implicitly or explicitly, one always assumes that the training set $\mathcal{D} = \{ \bf {X}, \bf{y} \}$ is composed of $N$ input/response tuples $({\bf{X}}_i,y_i)$ that are ...
34
votes
5answers
24k views

What exactly is a Bayesian model?

Can I call a model wherein Bayes' Theorem is used a "Bayesian model"? I am afraid such a definition might be too broad. So what exactly is a Bayesian model?
18
votes
4answers
4k views

Can anyone clarify the concept of a “sum of random variables”

In my probability class the terms "sums of random variables" is constantly used. However, I'm stuck on what exactly that means? Are we talking about the sum of a bunch of realizations from a random ...
13
votes
3answers
1k views

Definition and delimitation of regression model

An embarrassingly simple question -- but it seems it has not been asked on Cross Validated before: What is the definition of a regression model? Also a support question, What is not a regression ...
6
votes
2answers
7k views

How does OLS regression relate to generalised linear modelling

Can anyone please shed some light on the relationship between OLS and generalised linear model? Has it to do with the distribution of the error terms, general linear model requires normality in the ...
5
votes
3answers
3k views

What's the difference between “classifier” and “model” in classification?

I wonder what the difference between the terms "classifier" and "model" is with relation to classification methodologies for machine learning. Thanks in advance for your answers!
16
votes
3answers
637 views

What exactly is a distribution?

I know very little of Probability and Statistics, and am wishing to learn. I see the word "distribution" used all over the place in different contexts. For example, a discrete random variable has a "...
2
votes
1answer
1k views

What is meant by using a probability distribution to model the output data for a regression problem?

Often a theoretical text will say something like, 'a probability distribution may be used to model the data' or, 'assume a probability distribution such as normal or Lognormal for the outputs'. ...
1
vote
2answers
169 views

How to determine a 'strong' driver?

I have a set of drivers that are binary and a concept to measure that contains natural numbers between 1-10. I'm currently using Kruskal's key driver analysis to determine the relative contribution ...
2
votes
1answer
73 views

Confusion about estimation and prediction

I have a very basic question, consider the following: While learning to predict y from x, we are learning the joint ...