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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How to interpret a QQ plot

I am working with a small dataset (21 observations) and have the following normal QQ plot in R: Seeing that the plot does not support normality, what could I infer about the underlying distribution? ...
10k views

Who Are The Bayesians?

As one becomes interested in statistics, the dichotomy "Frequentist" vs. "Bayesian" soon becomes commonplace (and who hasn't read Nate Silver's The Signal and the Noise, anyway?). In talks and ...
58k views

Understanding “variance” intuitively

What is the cleanest, easiest way to explain someone the concept of variance? What does it intuitively mean? If one is to explain this to their child how would one go about it? It's a concept that I ...
7k views

What is a good, convincing example in which p-values are useful?

My question in the title is self explanatory, but I would like to give it some context. The ASA released a statement earlier this week “on p-values: context, process, and purpose”, outlining various ...
9k views

Two-tailed tests… I'm just not convinced. What's the point?

The following excerpt is from the entry, What are the differences between one-tailed and two-tailed tests?, on UCLA's statistics help site. ... consider the consequences of missing an effect in the ...
5k views

Why would someone use a Bayesian approach with a 'noninformative' improper prior instead of the classical approach?

If the interest is merely estimating the parameters of a model (pointwise and/or interval estimation) and the prior information is not reliable, weak, (I know this is a bit vague but I am trying to ...
59k views

Testing equality of coefficients from two different regressions

This seems to be a basic issue, but I just realized that I actually don't know how to test equality of coefficients from two different regressions. Can anyone shed some light on this? More formally, ...
29k views

Rule of thumb for number of bootstrap samples

I wonder if someone knows any general rules of thumb regarding the number of bootstrap samples one should use, based on characteristics of the data (number of observations, etc.) and/or the variables ...
3k views

What is the fiducial argument and why has it not been accepted?

One of the late contributions of R.A. Fisher was fiducial intervals and fiducial principled arguments. This approach however is nowhere near as popular as frequentist or Bayesian principled arguments. ...
2k views

Why does basic hypothesis testing focus on the mean and not on the median?

In basic under-grad statistics courses, students are (usually?) taught hypothesis testing for the mean of a population. Why is it that the focus is on the mean and not on the median? My guess is that ...
1k views

Performing a statistical test after visualizing data - data dredging?

I'll propose this question by means of an example. Suppose I have a data set, such as the boston housing price data set, in which I have continuous and categorical variables. Here, we have a "quality"...
866 views

Accommodating entrenched views of p-values

Sometimes in reports I include a disclaimer about the p-values and other inferential statistics I've provided. I say that since the sample wasn't random, then such statistics would not strictly apply....
19k views

Inference vs. estimation?

What are the differences between "inference" and "estimation" under the context of machine learning? As a newbie, I feel that we infer random variables and estimate the model parameters. Is my this ...
8k views

Intractable posterior distributions

In Bayesian statistics, it is often mentioned that the posterior distribution is intractable and thus approximate inference must be applied. What are the factors that cause this intractability?
7k views

What if your random sample is clearly not representative?

What if you take a random sample and you can see it is clearly not representative, as in a recent question. For example, what if the population distribution is supposed to be symmetric around 0 and ...
10k views

Why do we need multivariate regression (as opposed to a bunch of univariate regressions)?

I just browsed through this wonderful book: Applied multivariate statistical analysis by Johnson and Wichern. The irony is, I am still not able to understand the motivation for using multivariate (...
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Should we address multiple comparisons adjustments when using confidence intervals?

Suppose we have a multiple comparisons scenario such as post hoc inference on pairwise statistics, or like a multiple regression, where we are making a total of $m$ comparisons. Suppose also, that we ...
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Kullback-Leibler divergence WITHOUT information theory

After much trawling of Cross Validated, I still don't feel like I'm any closer to understanding KL divergence outside of the realm of information theory. It's rather odd as somebody with a Math ...
961 views

What does “fiducial” mean (in the context of statistics)?

When I Google for "fisher" "fiducial" ...I sure get a lot of hits, but all the ones I've followed are utterly beyond my comprehension. All these hits do seem to ...
2k views

What non-Bayesian methods are there for predictive inference?

In Bayesian inference a predictive distribution for future data is derived by integrating out unknown parameters; integrating over the posterior distribution of those parameters gives a posterior ...
4k views

How many times must I roll a die to confidently assess its fairness?

(Apologies in advance for use of lay language rather than statistical language.) If I want to measure the odds of rolling each side of a specific physical six-sided die to within about +/- 2% with a ...
4k views

Comparison between MaxEnt, ML, Bayes and other kind of statistical inference methods

I'm in no way a statistician (I've had a course in mathematical statistics but nothing more than that), and recently, while studying information theory and statistical mechanics, I met this thing ...
164k views

What is the difference between descriptive and inferential statistics?

My understanding was that descriptive statistics quantitatively described features of a data sample, while inferential statistics made inferences about the populations from which samples were drawn. ...