# Questions tagged [definition]

This tag indicates questions about definitions of statistical terms. Use a more general tag [terminology] for questions on statistical parlance that are not specifically about definitions.

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### What is the definition of a non-linear estimator? I heard that ratio of estimators is non-linear

Why don't we consider nonlinear estimators for the parameters of linear regression models? says that LASSO is a non-linear estimator. I think LASSO has a solution via matrix multiplication. I don'...
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### Does the tetrachoric/polychoric covariance and variance exist?: Does a "pseudo" correlation exist? [closed]

Does the tetrachoric/polychoric covariance and variance, and mean exist? If not, I think the tetrachoric correlation is a pseudo-correlation, and akin to Kl-divergence is not a distance metric.
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### How to express in mathematics "standarized residuals pre-multiplied by the inverse square-root factor of the estimated error correlation matrix"?

What is the explicit formula for "standarized residuals pre-multiplied by the inverse square-root factor of the estimated error correlation matrix"? Suppose x is a fitted object of type lm, ...
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### A Rigorous Definition of Data Generating Process (DGP)

I am trying to find a rigorous mathematical definition of a data generating process (DGP) under a well-defined probability space. The closest source I have found on Cross Validated is this one, and it ...
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### What does 'Parent Distribution' mean in statistics?

I am studying some articles related to statistics and some of them mention the term 'Parent Distribution'. What does that mean? Is it a distribution model that the authors decide to use as a basis of ...
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### What is effect size?

It might be silly question-want to have clarity of this concept.I was wondering if someone can elaborate meaning and examples of effect size in clinical research. How to interpret it accurately? How ...
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### Can a consensus be reached on the exact meaning of "Cohen's D" and "Hedge's G"?

This question: Difference between Cohen's d and Hedges' g for effect size metrics shows there are at least two different interpretations each of both Cohen’s D and Hedge’s G, one of them in ...
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### Loss function definiton for relabelling

Taken from the appendix to the paper (Yongning Wang & Ruey S. Tsay) of this (2019) paper Clustering Multiple Time Series with Structural Breaks. Appendix to be downloaded her Appendix To fix label ...
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### What does it mean to say that a covariance matrix is ​a positive definite matrix? [duplicate]

I'm doing a work on covariance matrix and this question came to me that was not very clear.
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### Is the probability attached to a random variable inherited from the outcomes, or is it simply the CDF of the mapped points? [duplicate]

This is self-study. I realized I had not payed attention to the definition of a random variable, and it is different than I thought. I understand a random variable (RV) maps from outcomes (or events?) ...
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### Does the term Big Data refer to large number of features or datasize-per-feature? [duplicate]

I understand that Big Data means a dataset with a large number of feature values whether or not it has an enormous size of data in each feature. Is my understanding correct, or is it the other way ...
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### What is the correct definition of the correlation of two random variables?

In the book Signal Processing for Communications by Prandoni and Vetterli, correlation of two variables is defined as the expected value of their product, while the covariance is refered to as the &...
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### "observational study vs experiment" why is the answer of the question "experiment " and not "observational study"?

this will be on my exam and i'm indignation to have such confusing/vague questions "validating" my results (explaining me why it is not "confusing/vague" and make me look like a ...
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### is the definition of "observational study" wrongly elaboreted?/ observational study vs experiment

Google. "An observational study observes individuals and measures variables of interest but does not attempt to influence the responses" Question that made me have an argument with my ...
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### What is the concept of limiting event? [duplicate]

Would any member of Cross validated stack exchange prove highlighted 1 and 2 by simple and clear explanation with examples? My answers: A sequence of events {$E_n, n\geq 1$} is said to be an ...
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### Do we really know what does probability mean? [closed]

When I read debates or listen to videos about probabilities and bayesians versus frequentists, it reminds me like a lot the question of "do we know what infinite means?" (related to the ...
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### What does it mean that the hypothesis space does not contain the target concept?

I read that the algorithm candidate elimination would not converge if the Hypothesis space $H$ does not contain the target concept. You can look it up here. I quoted from the 5th heading: The ...
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### Why do we call an assignment mechanism unconfounded assignment mechanism?

Consider some experiment with $n$ units along outcomes $Y=(Y_1,\dots, Y_n)$, covariates $X=(X_1,\dots, X_n)$ and treatment vector $W=(W_1,\dots, W_n)$ where $Y_i=(Y_i^1,Y_i^0)$ for treatment and ...
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### What is the difference between a census and a parameter in statistics?

I'm going through my class textbook and the definition for a census is When desired information is available for all objects in the population, we have what is called a census. I remember from ...
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### Are there classifiers with infinite number of classes?

I am writing something about time series classification and wrote the following: A classifier is a function that for given input $x_1, ..., x_n$ (in this case representing data stored in audio file) ...
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### Can weak-learner be defined in the case of regression problem?

weak-learner is often defined relating to PAC learning. However, to the extent I know, I have never seen the definition of weak-learner when regression. That is, the definition of weak-learner on ...
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### Bayesian definition of sufficient statistics

Some time ago I wrote a question about what I think/thought (up to my understanding) is an ambiguity of the common definition of sufficient statistics : Conditioning in the definition of sufficient ...
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### Time-series correlation if t is negatively correlated with t+1, t+2... but t+1, t+2... are positively correlated

What kind of time-series correlation are we talking about if t is negatively correlated with t+1, t+2, t+3,... but t+1, t+2, t+3,... are positively correlated? So for example, a positive value in t ...
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### Definition of Corrected Contingency Coefficient

I quote RACHEV, HÖCHSTÖTTER, FABOZZI, FOCARDI (2010). Starting from the bivariate variable $(x,y)$, with the component variable $x$ taking values in $(v_i, i=1,\dots,r)$ and the component variable $y$ ...
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### Doubt around Covariance definition

Given the general definition of Covariance between two random variables $x$ and $y$: \begin{equation*} \text{Cov}(x,y)=\frac{1}{n}\sum_{i=1}^n(x_i-\bar{x})(y_i-\bar{y}) \end{equation*} Does the above ...
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### Data appear in both dependent and independent variable: what is this error called?

I want to find a proper name for the analytical problem I've identified below. One of the most accurate measure of firearm availability is the proportion of suicides committed with firearms, or FS/S (...
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