# 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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28 views

### Making one-sided conclusions from two-sided tests

I'm reading Montgomery's Design and Analysis of Experiments. On page 39, he rejected a two-sided $t$-test against the null hypothesis that modified formulation of some cement mortar doesn't change its ...
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### Confidence interval for success failure ratio?

I need to report the ratio of success to failure with a confidence interval. Assume I have a list of success and failures in the following form: $X = [1,0,0,0,0,1,1,1,1,0,0]$ I need to calculate the ...
86 views

### Forecasting: Linear vs. Exponential vs. ARIMA

I have tried forecasting next 13 years data point by using past 20 years data (1998-2010) available in the following graphs. I used three models to compare- linear regression, exponential regression, ...
13 views

### z scores in spatial statistics [on hold]

I have a map of employment rates for all census tracts in a city. Is it OK to calculate z scores for the employment rates given that there may be spatial autocorrelation present and my observations ...
64 views

### Finding minimum/maximum peaks in a n-modal distribution

I have distributions that show n-modal behavior. I need to find the values of the largest and smallest modes. For example, in the histogram below I need to find the values representing the yellow ...
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### What defines a correct / incorrect model in Bayesian inference when it comes to independence

This might be a very broad question but I'm wondering whether we can say a model of Bayesian inference is "correct" or not about assuming independence. For example, suppose there are $N$ coins each ...
40 views

### Borrowing observations for prior probability in Bayesian Inference

For the purposes of Bayesian Inference, is it assumed that the historical observations used for the prior probability values must be from the exact entity for which you are looking to calculate the ...
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### Bayesian inference out of partial information - Dirichlet example

Suppose we have two coins $X_1$ and $X_2$. They are possibly biased and correlated coins. The heads probability of each coins is denoted by $p_1$ and $p_2$ which we don't know at the beginning. The ...
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### Multiple Linear Regression Zero Conditional Mean Assumption

Greene  and Wooldridge  emphasize that in the standard multiple linear regression model $${\bf y}=X{\bf b}+{\bf e}$$ a key assumption is that $$E[{\bf e}|X]=E[{\bf e}].$$ Or, in other words, $X$...
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### When should one do class rebalancing? [duplicate]

Does anybody know a source when class rebalancing should be considered? Say one has a very small dataset. About 70 observations. When would class rebalancing make sense? When the 0/1 ratio is 70/30, ...
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### Expectation of exponential family distributions

Is there a closed form of the following marginal (one dimensional data) $\pi(\theta|y) = \mathbb{E}_{x \sim \pi_R(x|y)} \pi(\theta|x)$, where both $\pi, \pi_R$ are exponential family distributions?
43 views

### Statistics help! Reporting ANOVA results!

I am new to statistics and I need some help in understanding how to report the data of some tests I am running on R, I hope this is the right place! I have a dataset: ...
62 views

### Treating missing data in making Bayesian inference

Suppose we have two biased coins $X_1,X_2$ that are possibly correlated to each other. In each round, when both the coins are tossed, there can be four possible outcomes: $(HH,HT,TH,TT).$ Let's ...
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### Time series explaining the trend

I'm very new to time series analysis and I've been tasked with trying to make sense of some data and was hoping you smart folks out there could provide some guidance. I have some data relating to ...
57 views

### Relationship between mean and variance of samples

I am thinking about the relationship between sample mean and variance in an example. If we want to look at the average goals per month for a soccer team. And we have mean and variance of goals for ...
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### Bayesian inference about means, observing only the sum of two random variables

I have: $X \sim \mathcal{N}(\mu_x, \sigma_x^2)$ and $Y \sim \mathcal{N}(\mu_y, \sigma_y^2)$. $X$ and $Y$ are independent. $\mu_x$ and $\mu_y$ are not known and I want to learn about them (Bayesian ...
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### If a distribution’s scale parameter cannot equal 1, is it part of a scale family?

In general if $f$ is a scale family we have that if $X\sim f(x\mid\lambda)$ then $\frac{X}{\lambda}\sim f(x\mid 1)$. However what if $f$ has the constraint that its scale parameter \$\lambda \in (1, \...
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### Help with Old exam questions on Bayesian Inference Problem [closed]

I've been trying to teach myself bayesian inference and I found a question sheet online ---> https://math.mit.edu/~dav/05.dir/ps6.pdf. I was attempting to solve question 4 but I'm not sure the method ...
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### Is bootstrapping appropriate for this scenario?

There are 2 binary classification models (Denoted modelA and modelB) that we built with different approaches, both of which are expected to output the probability of possitive outcome. There's a ...
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### Motivations for experiment design in statistical learning?

My interests in statistics centre around statistical learning, including Bayesian inference, inference in combinatorial spaces, Monte Carlo methods, Markov decision processes, modeling stochastic ...
30 views

### fit a model to data

I want to fit a model to a data set, however each point is actually a distribution (i.e. I have the samples for each distribution). In an ideal world, I would assume that the distributions are ...
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### inferential approach for estimating error rate on classified population

I am looking mainly for ideas and approaches which I could not find by just Googling. I created a classification model to predict about 175 unique classes from text features. I trained the model on ...