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Questions tagged [inference]

Drawing conclusions about population parameters from sample data. See https://en.wikipedia.org/wiki/Inference and https://en.wikipedia.org/wiki/Statistical_inference

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Averaging classification metrics vs Direct infer

Suppose I have tensor X_test with this shape: (10,2,512) Where: 10 is num of ID 2 is num of Channel of every ID, let's say ...
Muhammad Ikhwan Perwira's user avatar
1 vote
1 answer
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Birnbaum's Theorem: Strong belief in a model $\implies$ the likelihood function must be used as a data reduction device?

Working through understanding section 6.3.2 (pg. 292-294) in Casella and Berger's Statistical Inference (2nd-ed). The following definitions and principles are given: Definition (Experiment): An ...
Aaron Hendrickson's user avatar
3 votes
3 answers
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Is considering a specific distribution necessary before computing an average?

Many times, I compute averages of variables without considering distributions at all, and I use those computed averages to represent measures of variables in my data without mentioning specific ...
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How to find multi-variable correlation?

I have a degree in engineering but no deeper knowledge in statistics so I'm wondering if anyone can point me the direction to find a solution to the following problem: I have a set of input variables ...
FELIPE_RIBAS's user avatar
4 votes
2 answers
142 views

Help developing intuition behind sufficient statistics (Casella & Berger) [duplicate]

Migrated from MSE I am trying to understand the following intuition for sufficient statistics in Casella & Berger (2nd edition, pg. 272): A sufficient statistic captures all of the information ...
Aaron Hendrickson's user avatar
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Negative Correlation Fallacy [duplicate]

This is inspired by epsiode 4 of season 4 of Curb Your Enthusiasm. A major part of the plot of this episode is the weatherman, who just so happens to predict thunder storms when it is in fact very ...
GeorgeWTrump's user avatar
2 votes
1 answer
48 views

Regression with dependent observations of only one individual

Last week, I received a task to plan an analysis that my team wishes to perform. My objective is to measure if one physician agrees with the outputs that a certain tool generates for a set of N ...
kKodorna's user avatar
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Model suggestion to predict a ratio

I have a project where I have a data on companies (one variable being their number of clients and if they have a had a compliance issue.) Im trying to build a model to find a ratio of employees to ...
B_fig's user avatar
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Can we use time difference as the condition to classify control and experimental group

I came across a 'study' where the 'researcher' wanted to find out whether certain personality traits (for example, conscientiousness) would influence the number of car accidents that a person might ...
Nemo's user avatar
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Why are confidence intervals valid? [duplicate]

Recently, I began my statistics journey to understand the field better. Previously, my experience with statistics consisted of memorizing formulas, conditions, and applications of the latter. While ...
LateGameLank's user avatar
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Estimate population relative standard deviation from noisy sample

We would like to estimate the relative standard deviation (the standard deviation divided by the mean) of a random variable $X$ defined on a population by measuring a small sample. The problem is that ...
Daniel Bergh's user avatar
7 votes
3 answers
471 views

Derivative of the Score Function in Fisher Information

I'm studying Fisher Information and am trying to develop an intuitive understanding. Keep in mind I only have bachelor level mathematics background so I would appreciate an answer that is more ...
Ryan's user avatar
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22 votes
7 answers
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Isn't it problematic to look at the data to decide to use a parametric vs. non-parametric test?

I've seen in some instances of people mentioning that using a parametric vs. non-parametric approach may be decided by looking at the data. For example this question: nonparametric vs. parametric Isn'...
Coris's user avatar
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1 answer
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How to find the average and SE of a un unknown PDF from a set on sample values already combined into several bins? [duplicate]

I have this data here: and I want to know the average and the SE of the original PDF that generated it. As a first estimate I'm assuming its normally distributed. Can you help me?
Zm_ranger's user avatar
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Mapping two Dirichlet Distributions into a comparative Dirichlet

Assume I observe some draws from 2 choice options, and want to infer the probabilities of various outcomes, e.g. non-negative integers up to a limit L. I could simply use 2 Dirichlet distributions to ...
Max Montana's user avatar
5 votes
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Is the total effect from HIV on stroke equal to the direct effect in the Table 2 fallacy paper by Westreich and Greenland

In the paper The Table 2 Fallacy: Presenting and Interpreting Confounder and Modifier Coefficients by Daniel Westreich and Sander Greenland, the authors present a simple example to illustrate how to ...
Boussens-Dumon Grégoire's user avatar
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Conjugate prior for a beta distribution [duplicate]

What is the conjugate prior of the beta distribution? All I can find is the wikipedia page on conjugate prior. Is this correct? And does anyone know where it came from? Like a specific paper? Thanks
Thomas's user avatar
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Am I using the right method to model my zero-inflated data?

I have a dataset of workplace permits, sample size n=3000. The data is collected between 2012-2020, so if a permit was active some time between 2012-2020, I included it in my analyses. My exposure of ...
user9410's user avatar
3 votes
1 answer
39 views

How do you interpret estimates when the model is the same for two exposure variables?

I want to investigate the direct effect of two environmental variables $X_1$ and $X_2$ on a quantity $Y$. $X_1$ and $X_2$ are connected together and with two other environmental variables $X_3$ and $...
Boussens-Dumon Grégoire's user avatar
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0 answers
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Is Bootstrapping Independent Time Series to Construct Prediction Intervals Valid?

Question: I have a dataset consisting of multiple univariate time series, each representing an independent sequence of insurance claim amounts over time. My goal is to predict future claim amounts ...
Brandon_33's user avatar
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Likelihood ratios not distributed as a chi2 distribution with the correct dof (Wilks' theorem)

I perform Bayesian inference on a mixture model such that $\mu$ is the mixture weight for a feature in the mixture $p(x | \mu, \theta) = \mu p_{f}(x|\theta) + (1-\mu)p_{nf}(x|\theta)$ I have prior $p(\...
malavika v vasist's user avatar
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1 answer
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How to approximate the point a sequence is converging to?

I have created a poker solver as part of my Master's Thesis. This solver uses Counterfactual Regret Minimization (CFR) to compute a Nash Equilibrium of Hold'em or Omaha Poker. The solver uses existing ...
Timon Groen's user avatar
2 votes
1 answer
41 views

Minimum Survey Respondents for Hypotheses I want to answer

I am an eager statistics noob, so apologies on the basic questions. I am looking to send out a survey to a population that is large (people with diabetes who take insulin in the US) (~ 8.4 million) ...
Christine's user avatar
2 votes
1 answer
53 views

Explain ANCOVA to a newbie

I'm currently doing a statistical analysis between the effect of diversity and population density on depression in different counties across the US. I have currently run a two way ANOVA test and I ...
computer_goblin's user avatar
1 vote
0 answers
26 views

Statistically determining a count of particles

I perform experiments to do measurements on various pharmaceuticals. One such measurement is interested in the number of particles which is confined into a small volume. The raw data in my experiment ...
gokudegrees's user avatar
1 vote
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48 views

Find minimal sufficient statistic of this random sample with cursed support

Suppose $X_1,X_2,...,X_n$ is a i.i.d random sample with probability mass function $p(x_i,\theta)$ where $x_i \in \{\theta,\theta+1,\theta+2,...\}$ and $\theta \in \mathbb{R}$. I claim that minimal ...
ArshakParsa 's user avatar
2 votes
1 answer
52 views

Interpretation of estimates for adjusted variables

I've started using DAG to improve the construction of my regression models and I was wondering if it made any sense to interpret the estimates I get for variable I adjusted for in my model ? Let's say ...
Boussens-Dumon Grégoire's user avatar
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0 answers
22 views

Confidence intervals ODE ridge regression

i want to find confidence intervals for a least squares loss which is L2 regularized. I have only found something for linear problems, but in my case i want to estimate ordinary differential equation ...
LH44Stat's user avatar
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0 answers
8 views

When are we required to add isolates as part of the ergm model and how to interpretate the coefficient

Recently, I am trying to perform network analysis by modeling a network of companies with ERGM. When i was looking into some popular terms to be added in the model, I come across with isolates term, ...
Stephen Johson's user avatar
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26 views

Predicting if individual has a trait based on their previous locations (distribution of trait at locations is known)

I have been thinking about a problem and I was wondering if anyone has the right name/method/textbook of how this problem should be approached, or if they would be willing to help with finding a ...
oventerrible's user avatar
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1 answer
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Survival function for a certain population

If the survival function for a certain population is given by $$ s(x) = \left( \frac{1}{1+x} \right)^4 $$ for $x \ge 0$, how long would you expect a person who is $41$ years old to live? (a) $14$ ...
mattsteiner64's user avatar
0 votes
1 answer
47 views

Advice Desired: Predicting US Tornado Counts Via Multi-Level Model

I wish you good health and the best in life (whatever that means for you in particular). Context I want to model aggregated (monthly) tornado counts in the United States for a question on Metaculus. ...
FilteredFrames's user avatar
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0 answers
31 views

Sufficient number of data to determine whether a model fits the data well

I was wondering if, chosen a proper mathematical model, there is a minimum number of data that allows us to state if the model fits well the data or it doesn't. I'll explain better my question. Let's ...
Mattia's user avatar
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2 votes
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43 views

Standardization of summary statistic of group-linked values

Assume that you measure a summary statistic (e.g., arithmetic mean) in measurement windows of a fixed size along a long sequence of values and that these values are grouped into regions belonging to ...
Michael Gruenstaeudl's user avatar
3 votes
1 answer
32 views

Can/should a scientific paper simultaneously perform one-sided hypothesis testing and a two-sided confidence interval?

Let's say you wish to perform a one-sided hypothesis test in which you want to reject $H_0: \Delta \leq 0$ in favor of $H_1: \Delta >0$. You select this hypothesis test specifically because you are ...
NovicePatience's user avatar
6 votes
3 answers
400 views

The rationale for when significance or null hypothesis testing is needed

Why do people sometimes claim that an effect is so huge and "obvious" that it does not warrant any inferential statistics calculation, even though the sample size is not large? This is ...
BioLeal's user avatar
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Does a random variable that includes the summation of independent samples from different distributions obey Central Limit Theorem? [duplicate]

I am learning from the book of statistics by sheldon M ross and it's a great book. However, I landed upon a small query that book failed to address me. According to CLT , sum of random variables when ...
CREATIVITY Unleashed's user avatar
7 votes
2 answers
133 views

What to show as error-bar if the bootstrap distribution is biased?

Say I have a sample, of finite size $N$, and I compute some statistic $\theta$ from it. I want to plot this sample estimate, $\hat{\theta}$, with an error-bar. To compute the error, I am using ...
Luismi98's user avatar
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For a test of sample means, is it fine to use a z-distributed test statistic if the standard error is estimated through bootstrapping?

In an online course I'm taking, for a hypothesis test (one sample test of sample mean), we use a z-statistic instead of a t-statistic (the population variance is not known). The reasoning being ...
WorldGov's user avatar
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1 answer
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Interaction: Posterior comparison brms, difference between as_draws, and posterior_predict. Is it correct to interpret posterior_predict instead?

I have an interaction effect in my model, and I want to extract the posterior of each of my parameter in order to compare them and make inference about them. I couldn't simply use the as_draws() ...
Guillaume Pech's user avatar
0 votes
1 answer
45 views

Which statistical test should I use for 3 independent variables and one dependent variable?

What are the tests that I can use for 3 independent variables (ordinal - Likert) and 1 dependent variable (college grades - general average)? I am trying to see if the IV really affects their GWA (DV) ...
Emma's user avatar
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2 votes
1 answer
59 views

When a credible interval coincides with a confidence interval, can one interpret confidence interval as credible interval and vice versa?

Let's say I have a frequentist model with $n$ data points to derive a confidence interval for a parameter. I also have a Bayesian model with $n$ data points to derive posterior for the parameter. In ...
user45765's user avatar
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1 vote
1 answer
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Which technique to use for models that include Likert-scale items?

I have three or more independent variables (a Likert scale was used) and GWA as my dependent variable, to see what variables are influencing student compliance with respect to a school's grade ...
Emma's user avatar
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4 votes
1 answer
114 views

Inferences on ratio of branch means in randomized experiment

It's generally well known that the difference of means is an unbiased estimator of the Average Treatment Effect in randomized experiments: $\mathbb{E}[Y|A=1]-\mathbb{E}[Y|A=0]$ is unbiased for $\...
user1993951's user avatar
0 votes
0 answers
11 views

Conditional and random coefficients/mixed logit models with no alternative-specific constant terms (ASCs)

How would the interpretations of some alternative-specific variables change if alternative-specific constants (ASCs) are not included, and what possible justification can one provide on why ...
Jonathan Brown's user avatar
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0 answers
46 views

Second Generation P-values in the Context of Statistical Evidence and Sample Size

I am currently doing research on statistical analysis, and I have come across the concepts of Second Generation P-values (SGPVs) introduced by Blume et al. I understand that these are used to ...
Maale Faustus's user avatar
0 votes
0 answers
8 views

Can you deduce if a lasso model has a smaller/larger/equal RSS to a forward selection model?

I came across this question in my exam. Where there is a table where the columns are the different model selection methods: OLS, Lasso, Forward_Size1, ForwardSize2. And the rows are the predictors, ...
CodusOProgrammatus's user avatar
0 votes
1 answer
153 views

Dependence through an unknown parameter?

Consider an urn from which we sample with replacement. Let $\pi$ represent the proportion of the urn's balls that are black, with the remainder being white. From a frequentist perspective, each ...
Trisoloriansunscreen's user avatar
2 votes
0 answers
57 views

the PDF of the empirical distribution

Say I have n samples $x_1,...,x_n \sim F$ where $F$ is a continuous distribution on $\mathbb R$. The Empirical Distribution Function gives us an estimation for the CDF of $F$. I am trying to ...
BinyaminR's user avatar
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1 vote
0 answers
61 views

Maximum Likelihood in High Dimensions [closed]

What are some examples of high-dimensional random variables for which MLE are solved using numerical methods because we are unable to explicitly solve the equations nicely? The only example to comes ...
Nicolas Bourbaki's user avatar

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