# Questions tagged [computational-statistics]

Refers to the interface of statistics and computing; the use of algorithms and software for statistical purposes.

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### How to set up a posterior predictive test quantities (Bayesian context) to check for independent Poisson distributions?

Suppose we are given data $y_j \sim \text{Poi}(\lambda)$ and assume $y_j$ are iid. We can assume the prior distribution for $\theta$ follows $\text{Gamma}(\alpha, \beta)$, The posterior ...
278 views

### Dixon test for outlier but which one is an outlier?

Following my previous question, I used Dixon test for outliers with the help of Michael Chernick answer. So now I have pvalues for say 10 numbers (basically 10 patients). But I have around 50k pvalues ...
290 views

### Computing the expected value using the sample mean gives poor convergence?

This is for Project Euler problem #371: http://projecteuler.net/problem=371 My solution was to generate a huge random pool of numbers between 0 and 999 inclusive, repeatedly ask the question 'How ...
118 views

### How to compare two data sets with similar standard deviation and different type

I know my title is a little bit weird but here's an example. I was working on a project about RPG game. To be more simple, there are four values: physical - attack & defence magical - attack &...
758 views

### naiveBayes does not give expected probabilities

I do not understand how the naiveBayes method from the e1071 package is calculating probabilities when classes are perfectly separable (more generally in categories where there are only one class ...
226 views

### What is SVM regression? Is it for regression or classification?

I'm trying to understand what is SVM regression. It's used for classification or regression? Can someone give an intuitive understanding of it?
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### Unable to calculate kappa or weighted kappa when 1+ raters give the same rating to everyone — what is a good solution?

Are there alternate inter-rater reliability statistical tests one can perform in cases where a rater gives the same rating to everyone? SPSS is unable to return a kappa or weighted kappa value when ...
13 views

### Statistical Process Control - Variable Forgetting Factor in recursive PCA

Can someone explain to me how can the frogetting factor remain within the limits [0,1] with the definition of variable forgetting factor proposed by Lane et al (2003) for recursive PCA? If the ratio ...
12 views

### Calculate the sentiment knowing the single probabilities

I am working on finding the sentiment of some text. Right now I am using a python library called VADER that for each sentence it gives me back the probability that a specific phrase is positive, ...
30 views

### Is there a multivariate analogue of the Discrete Inverse Transform Sampling?

Context : I have been tasked for an assignment with the implementation of a Metropolis-Hastings algorithm to simulate the Ising model. In short, this model consists - in the case I'm considering - in ...
13 views

### comparing ratios between every sample across groups

I'm pretty new to statistics. I have some data sets: ...
14 views

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### How to evaluate the ratio of (large) gamma functions in the normal inverse gamma marginal likelihood?

I am doing some Bayesian modeling where I am using Normal-Inverse-Gamma as prior for the unknown mean and variance, and Normal for likelihood. In my application, I need the marginal likelihood, where ...
747 views

### Determining shape parameter for Generalized Pareto Distribution Scipy

I have a set of values to which I want to fit a Generalized Pareto Distribution. Scipy provides functions for doing so: https://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.stats....
23 views

### Identifying interaction terms in nonlinear data whose underlying function may be unknown

This is the data that I am using to frame and ask this question (code written in R): ...
14 views

### Do I need to calculate proposal probability using random walk on exponential space?

I know I can use symmetric random walk to avoid computing the proposal probability. However, I'm not sure if doing symmetric random walk on transformed space should also cancel the proposal ...
44 views

### Changepoint detection and confidence score

I am familiar with Bayes Theorem and hypothesis testing, but not much above that. However, I have a problem that I cannot seem to formulate in frequentist terms - to my knowledge. From what I know ...
207 views

### Ordinal multinomial logistic regression on one-hot encoded data

I have a task I am unable to tackle by principle. I'm working on survey data for one of our clients such that my design matrix is made of one-hot vectors with 15 features (originally 3 variables with ...
128 views

### Random-effects-meta-analysis-simulation: zero-estimates for tau^2

I am working on simulating a random-effects-model for comparison of the DerSimonian-Laird-method vs. Hartung-Knapp-Sidik-Jonkman-method in R. To do so, I chose different combinations of mu (true ...
105 views

### Must MSA be re-performed after annual instrument calibration?

I'm working in an automotive company that must follow IATF (International Automotive Task Force) requirements. I administrate a test-bench that performs radio frequency tests using an appropriate ...
102 views

### SPSS Statistics

The variance measures how far each number in the set is from the mean I have 151190 records of a table. and i have to analyze the data on SPSS. after the analysis i have some results. Mean=74617.92 ...
477 views

### Computing Steady Probabilities for Markov Process

I hope I am asking this question on the correct SE, if not, please redirect it. I am trying to compute steady state probabilities for a Markov process using python. Knowing the transition rate values ...
117 views

### Filtering out bursts with a consistent range from a time series

I have time series of bursts that look like this: … and zoomed in: Now, there are also spurious bursts (which I call noise) in the data, which look like this: … and zoomed in: As you can see, the ...
135 views

### Is this model really saturated? Is there a good alternative to an ANOVA for saturated models?

I have chemical data from groundwater wells that were exposed to two separate amendments of vegetable oil and monitored over several time points. I am trying to set up a 2-way ANOVA to test if the ...
432 views

### Comparing trends in 2 time series with different units, scales, directions of change?

I have two time series data as shown below in the figures. I want to compare if the rate of change is same in the both the line plots regardless of the direction of change (i.e increasing trend or ...
19 views

### Data Correlation for computing software metrics

I have the below sets of data per application, you can call them as software metrics. These metrics vary depending on the size of an application. ...
84 views

### Computing new variable of nominal and scale z scores variables

I'm analyzing a set of data where participants' reaction time and number of errors made during the task were measured. As there were two trials (where same data was measured) I was thinking I could ...