Stack Exchange Network

Stack Exchange network consists of 174 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

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

0
votes
0answers
11 views

Two-Sample Method [on hold]

In class, my professor began to talk about the two-sample methods. He also brought up the point that one should use the two sample method with great care. What did he mean by that? Are there some ...
0
votes
0answers
20 views

How important is research on model selection methods in Statistics?

My question is nothing technical. I just wanted your opinion on how important is the model selection problem in the field of Statistics considering the age of big data. Are the current methods such as ...
1
vote
1answer
30 views

UMP Test of $H_0 : \theta \leq 0.1$ vs. $H_1 : \theta \gt 0.1$ for iid Geometric Random Variables

Consider $90$ iid geometric random variables having parameter $\theta$ (and thus mean $1/\theta$), and a UMP test of the null hypothesis that $\theta \leq 0.1$ against the alternative that $\theta ...
1
vote
1answer
32 views

How can I use linear/logistic regression for inference with colinear variables and a smallish dataset?

I have a dataset of around 120 observations, with 30 calculated variables and I am trying to predict a continuous response (result of an experiment) using those 30 variables. Ideally the smallest ...
0
votes
2answers
21 views

How can I predict the value after a point with a short time of data?

I have a customer's online data. I have data such as the number of items purchased by the customer, the number and number of keyword queries for the customer, the age of the customer, the residential ...
2
votes
1answer
40 views

Comparing coefficients of two different probit models---is this “bad statistics”?

Apologies for any stupid mistakes, or if the answer to this question is trivial: I have no formal statistical training. Long story short: can we meaningfully compare coefficients of two different ...
0
votes
0answers
13 views

Quantifying time series predictions

After building a time-series prediction model, Test Data: ...
1
vote
0answers
16 views

Hypergeometric Confidence Intervals

I need to create a confidence interval for the mean and variance of hypergeometric distribution of random numbers in R. Does anybody know how I can do this?
0
votes
1answer
29 views

Unbiased estimator for Theta of a Normal Distribution

If $X_1,\ldots,X_n\sim \operatorname{iid} \operatorname N(\theta, \sigma^2)$, then verify that $\bar{X}_n$ is unbiased estimator for $\theta$ and that Cramer Rao bound is met? I am facing difficulty ...
0
votes
1answer
23 views

Applying inferential statistics for customer data

This may be a dumb question, but I don't understand when to use which statistics. Please explain. So I have the customer data with columns like registration and tenure. Registration column values ...
0
votes
0answers
10 views

Posterior predictive for the beta distribution? [duplicate]

I'm looking to do Bayesian inference using the beta distribution. Are there any sources for a derivation of the posterior predictive? It's an exponential family, so it should have a conjugate prior, ...
0
votes
0answers
20 views

test on fold change of the mean vs. mean of fold changes [duplicate]

Suppose we have 5 subjects. For each subject, biomarker is measured at t0, t1 and t2. Measured values are skewed. We want to compare the values at t1 and t2. When we have skewed data, usually we do ...
0
votes
0answers
43 views

Bayesian inferences on related conditional uniforms [closed]

I'm having issues with conditional probabilities that are uniform in Bayesian inference. Assuming there to be a R.V $X\sim \operatorname{Uni}(0,A)$ where $P(X) = 1/A$ when $ 1\leq X\leq A$. 0 ...
0
votes
0answers
10 views

How to determine block size for a block bootstrap and it's variants?

I am working with time series data and wish to use bootstrapping to compute confidence intervals of the mean prediction of my model's accuracy. My data is not i.i.d and therefore I need to use a ...
0
votes
0answers
18 views

Finding the score for an event of interest

I would like some inputs in a problem I am trying to solve, which I don't know if I should go all the way to supervised learning or general statistics: I have data behavior data about how customers ...
1
vote
0answers
7 views

ANOVA with dependent means?

I want to perform an ANOVA test on where hospital equipment is located within a hospital on different days of the week and months of the year. My dependent variable is the proportion of equipment in ...
1
vote
0answers
23 views

Does Probability and P-value same thing? What is actually P-value means in hypothesis testing (t/ ANOVA / Tukey)? [duplicate]

We have been taught that P-values is "calculated probability". In this past 10 years, I have been using statistical test (t/ ANOVA / Tukey) more than thousand times. I have published scientific papers ...
0
votes
0answers
132 views

Step-by-step tutorials on Bayesian Networks

I'm trying to study Bayesian Networks (BN), but during classes [1] we covered just some theory and no exercises were given. Therefore I'm looking for step-by-step tutorials or solved exercises for BN ...
0
votes
0answers
24 views

Problem determining the expectation

I really have no clue how to solve subquestion D the following question. I have tried everything. I tried various methods, but I seem to constantly get stuck on the same thing. One of my attempts ...
0
votes
1answer
18 views

Suggestions on the best inference method for this data

I'm a 5th semester statistics major doing an internship at a government agency. My department is performing a research on how well citizens evaluate services provided by the agency. People can ...
1
vote
0answers
20 views

Bayesian hypotesis testing, can i use HPD?

I have a statistic question concerning the null hypotesis testing in bayesian inference. I red that i can use HPD for testing the null value in a linear bayesian regression: "We can then use the ...
0
votes
0answers
13 views

Sample size calculation for multiple hypotheses testing on two or more metrics

Let's say I want to run an experiment where there's a control and there's a feature group (say, 50-50 random split). The treatment can affect the feature group in 1, 2 or three ways (or any ...
2
votes
1answer
40 views

Visual Aids for Explaining Statistical Significance to a Jury?

This question How would you explain statistical significance to people with no statistical background? provides some good ideas for explaining statistical significance to a lay audience in a limited ...
3
votes
1answer
31 views

Survival model for an epidemic — can the observations be treated as independent?

I've been thinking about ways to tackle an epidemic modelling problem I've been working on, and I've come up against a conceptual difficulty over the way survival analysis works. Here's a really ...
0
votes
0answers
35 views

How do I construct posterior probability distributions for normally distributed variables? [closed]

In a paper that I will write my Economics Bachelor thesis about is a model that uses Bayesian Inference to describe the effect of Exchange Traded Funds on the underlying financial markets. In it the ...
3
votes
1answer
45 views

Asymptotic Distribution of function of $\bar{X}$

$X_i \stackrel{iid}{\sim} N(\mu,\sigma^2)$ i=1,2,...,n $Z_n=\sqrt{n}(\bar{X} - \mu)$ I believe the asymptotic distribution of $Z_n$ is $N(0,\sigma^2)$. So what would the asymptotic distribution of ...
0
votes
0answers
9 views

Kullback-Leibler Divergence - Distance between two univariate gaussian distribution when their means are equal [duplicate]

We find the KL divergence between two univariate Gaussian distributions: p(x) and q(x). When the mean is same for both the distributions , Which KL divergence is larger, D(P||Q) or D(Q||P).
0
votes
0answers
25 views

Higher Variance due to Overfitting

This is a homework question. Consider the following two regression models $$\mathbf y=\mathbf X_1\mathbf {\beta_1} + \mathbf {\varepsilon}$$ $$\mathbf y=\mathbf X_1\mathbf {\beta_1} + \mathbf X_2\...
0
votes
0answers
26 views

Shrinkage methods - are they any good for statistical inference or should they be used for prediction goals only?

I am working on my master thesis with a goal to find regressors which influence companies' decisions on how to pay for a target in acquisitions (cash, stock or a mix of both). I have 13 regressors to ...
4
votes
1answer
56 views

Which of the Gauss-Markov assumptions does error-in-variables violate?

The Gauss-Markov theorem states that for a linear model $$y = X \beta + \epsilon $$ if both of the conditions are true $$\operatorname E[\epsilon \mid X] = 0$$ $$\operatorname{Var}(\epsilon) = \...
2
votes
1answer
39 views

Number of samples and Statistical Power

I know that as size of the sample $N$ increases, the $Z$ value increases. But as the $Z$ value increases, that means the $p$ value must decrease. So what happens to $\alpha$ If we had set it to $.05$...
0
votes
1answer
38 views

Variance of OLS Coefficients with Omitted Variables

I've read in several sources, for example here page 51, that if you omit a relevant variable from an OLS regression the resulting standard errors are smaller. Their arguments make sense but I'm trying ...
0
votes
0answers
5 views

infer if absolute or relative time series

I was wondering if there is a statistical test or method for estimating the likelihood a time series is the absolute value or relative move. For example I have a large database of housing indices ...
1
vote
0answers
24 views

What are some good non-negative distributions for modeling data in Bayesian inference?

I'm just currently getting into the world of Bayesian machine learning, with a lot of frequentest stats background, and I frequently find myself limited in my modeling by my lack of knowledge about ...
0
votes
1answer
27 views

Finding UMVUE of a family of continuous random variables

Let $X$ has probability density function $f_X(x;\theta) = a(\theta)b(x)I_{(0, \theta)}(x)$ (where $a(\theta)$ and $b(x)$ are nonnegative). I have to find the UMVUE of $\theta$ or show that one doesn't ...
0
votes
0answers
14 views

Estimating excess count

I have values of sales made for 20 months over two months period. The values are recorded as count per month and we have a hunch that the values were under-reported. I am trying to build a ...
5
votes
0answers
73 views

Finding MLE and MSE of $\theta$ where $f_X(x\mid\theta)=\theta x^{−2} I_{x\geq\theta}(x)$

Consider i.i.d random variables $X_1$, $X_2$, . . . , $X_n$ having pdf $$f_X(x\mid\theta) = \begin{cases} \theta x^{−2} & x\geq\theta \\ 0 & x\lt\theta \end{cases}$$ where $\theta \...
0
votes
0answers
15 views

Determine confidence Interval of the model fit with Small Number of Observations

There are two parts to this question: I have two observations of a star. I would like to determine its temperature so I use a model to fit its spectrum. Each fit gives me one value of the star's ...
0
votes
0answers
18 views

Comparing two independent groups that follow a power-law

I have two independent samples that each follows a power law distribution. I want to investigate whether the average of one of the samples is greater than the average of the other sample. Which ...
0
votes
0answers
15 views

LRS for poisson process

How to use likelihood ratio statistics test for Poisson process with different intensity function model? Model 1: $ \lambda(t)=\lambda$ Model 2: $ \lambda(t)=\exp( \beta_1 + \beta_2 t)$ I think the ...
1
vote
0answers
39 views

Possible questions on testing on hypothesis in A/B testing for a position of a data scientist (EDITED)

What are some possible machine learning and statistics questions on the subject of A/B testing for a position of a data scientist in Ad Tech industry working in retargeting? I'm interviewing for such ...
0
votes
1answer
13 views

IPTW ATE Significance Test

Does anyone have any experience using propensity weighting schemes such as IPTW (Inverse Probability of Treatment Weighting) estimation? I have a model that uses IPTW to estimate the Average Treatment ...
0
votes
0answers
8 views

Applicability of Trimmed Estimators in estimating population parameters

I have been recently focused on trimmed estimators. I read a couple of articles but they seem to be giving a somewhat conflicting output. Below I have outlined the two different conclusions I have ...
0
votes
0answers
81 views

Inference from regression in presence of multicolinearity

I would like to estimate the effect of one independent variable on the predicted variable in the purely observational study. On the other hand I know that there exists another independent variable, ...
1
vote
0answers
62 views

Finding the pdf of the posterior distribution and the corresponding Bayes Estimate of $\theta$

Suppose that we observe i.i.d random variables $X_1, X_2, \ldots , X_n$ having pmf $$f_{X}(x\mid\theta) =\theta(1−\theta)^{x−1}I_{\{1,2,3,\ldots\}}(x)$$ where $\theta\in(0,1)$. Consider the ...
0
votes
1answer
19 views

Determine sample size and mean variance

Currently my data looks like this; there're 50 videos, and each video has been viewed and rated by 30 people, and I want to find out if I could have a smaller sample size (n<30) that gives similar ...
2
votes
0answers
29 views

Finding complete statistic from a single sample

How do I find a complete statistic for the sample of size 1 of the following random variable: $f(x; \theta) = \frac{2x}{\theta}I_{[0, \theta]}(x) + \frac{2(1-x)}{1-\theta}I_{[\theta, 1]}(x)$ ? ...
0
votes
0answers
27 views

Can linear regression be combined with a smoothing technique?

I have a dataset with a large number of observations. My question is regarding the combining of linear regression and another smoothing technique. For example, if I have thousands of observations, ...
4
votes
2answers
134 views

question about MSE mean square error

The following is taken literally from Wikipedia's mean squared error in the mean subheading: "Suppose we have a random sample of size $n$ from a population, $X_1$, ... ,$X_n$. Suppose the sample ...
1
vote
0answers
29 views

Sample size and standard errors in OLS estimation

The standard errors of the estimated parameters from OLS estimation strongly depend on the sample size (n). Indeed, the standard errors tend to decrease when the sample size gets larger (ceteris ...