Questions tagged [absolute-value]

Question concerns the consequences of using the absolute value function in part of the definition of one or more statistics.

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Computing Expected Values for Skewed generalized $t$ distribution

If $X$ has a Skewed generalized t distribution , whose PDF is given by $$f\left(x;\mu,\sigma,\lambda,p,q\right)=\frac{p}{2\nu\sigma q^{1/p}B\left(1/p,q\right)\left(\frac{\vert x-\mu+m\vert}{q\left(\...
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MGF of the absolute Value of a Skellam RV

I am trying to derive the moment generating function for the absolute value of a Skellam random variable $Skellam(\lambda_1, \lambda_2)$ Suppose $X_1 \sim Pois(\lambda_1)$ and $X_2 \sim Pois(\lambda_2)...
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Finding the value of $k$ for an Uniform Distribution defined on $(-k,k)$

If $X$ be an uniform distribution defined on $(-k,k)$, then the value of $k$ for so that : $$P(|X|<1) = P(|X|>2)$$ I began by defining the $p.d.f$ of the Uniform function namely: $$ f(x) = \...
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Expectation of absolute random variable and its relationship with absolute expectation value

For any continuous random variable $X$, it is obvious that $|E X| \leq E|X|$. My question is, what kind of distribution $P$, such that $X\sim P$ and satisfy $|E X| \geq c E|X|$ for some positive $c\in ...
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Distribution of errors

I am struggeling with a basic question and would be happy to get some pointers. I am trying to evaluate an algorithm $f$ which maps some sample $x$ onto a scalar $y\in\mathbb{R}$, i.e. $f(x) = y$. For ...
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About relative and absolute change

I am trying to assess the relationship of change in the level of a marker with the development of a disease. If I assess absolute change, there is a significant association. But if I assess relative ...
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Need help understanding how only variable A can be correlated to the absolute value of A-B

I'm currently working with the dataset of a study I'm conducting. The data is comprised of serially drawn samples from patients where we've measured the cell counts of those samples and compared them ...
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An interesting non-smooth regression

Consider the following setup: Let $x_1^k$ and $x_2^k$ be length $N$ vectors of observed reals, where $N$ is about, say, 100,000, $k\in 1:K$, and $K$ is about, say, 200. (So $x_1,\;x_2$ can be thought ...
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Expectation of sum of absolute values for correlated normal random variables

Let $x_1, x_2, \dots, x_{N}$ i.i.d. random variables $\sim \mathcal{N}\left(0,\sigma^2_x\right)$. Further, let $z\sim \mathcal{N}\left(0,\sigma^2_z\right)$, $z$ is independent from all $x_i$. We build ...
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Expected value of the absolute standardized t distribution

What is the expected value of the absolute standardized t-distribution - i.e.,: $E(|X|)$, where $X$ has the standardized t-distribution?
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Compounding a Gaussian distribution with variance distributed according to the absolute value of another Gaussian distribution

Have there been earlier descriptions of the following compound distribution? Compounding a Gaussian distribution with variance distributed according to the absolute value or square of another ...
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Why is there a need to find a variance and take the square root to get a standard deviation? [duplicate]

My question is why is the formula for finding the standard deviation of a given data (either grouped or non grouped) the way it is? so let me start from the definition of a standard deviation with my ...
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951 views

What is the expectation of the absolute value of the Skellam distribution?

In particular, for a Skellam distribution obtained by substracting two iid Poisson Processes. Thank you!
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Why should I prefer the standard deviation over other measures of variance? [duplicate]

The most common kind of deviation is the standard deviation. $$ \text{Sd}(x) = \sqrt{\text{Mean}((x - \text{Mean}(x))^2)}$$ The standard deviation is very similar to the mean absolute deviance or $$...
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Is the absolute value of the difference between two Poisson distributions a Poisson distribution?

What is the distribution of the absolute value of the Skellam distribution?
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Why square the difference instead of taking the absolute value in standard deviation?

In the definition of standard deviation, why do we have to square the difference from the mean to get the mean (E) and take the square root back at the end? Can't we just simply take the absolute ...