All Questions
Tagged with mathematica mathematical-statistics
19 questions
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5
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how to distinguish negative shock or positive shock in TGARCH model?
IN the picture, how to know whether the yellow highlighted part exists or not?
because the return of day 1000 drop from 0.02 to 0.01, so there was a negative shock, so l should keep the yellow ...
- 1
0
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54
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Are these data points decaying exponentially or as a power law?
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I have a set of data points. The first coordinate is time and the second coordinate is energy. I am trying to figure out how the energy is decaying over time. Particularly, I have to find if it is ...
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1
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61
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Would I use a one-tailed paired-sample t- test on this?
I am doing an assignment that tests whether acceptance and commitment therapy is beneficial for social anxiety disorder.
With an experimental and controlled group.
I just need to know what test I ...
2
votes
1
answer
205
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Prove E[Y|X] = f(X)
I have a model $Y = f(X) + \epsilon$
where $\epsilon$ is independent of $X$ and $\mathbb{E}[\epsilon]=0, \mathbb{E}\left[\epsilon^2\right]=\sigma^2$.
Show that
$$
f(X)=\mathbb{E}[Y \mid X]
$$
This is ...
- 25
2
votes
0
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108
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Maximum Uncertainty in Normal Distribution
While reading Goodfellow's Deep Learning Book, I came across the below fact about Normal Distribution. I am not sure I have understood what led to this conclusion, Can someone help with it?
"Out ...
- 51
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483
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How can Hinge loss be upper bound of the 0-1 loss?
I just have a question and I did not find clear explanation, hinge loss is upper bound of 0-1 loss, so does this mean upper bound regard to a single point loss such as 0 or 1 ?!. So, for example the 0-...
- 109
1
vote
1
answer
107
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How to simplify the understanding behind Hypothesis Testing? [duplicate]
Quote recently, I have trying to understand this confusing idea of Hypothesis testing. Although I am pretty much clear with the way it works, that is:
Choosing a test statistic
Then choosing a Null ...
- 11
1
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1
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132
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Is there any relationship between two normalized gamma distributions?
Consider two normalized gamma distribution functions $\frac{\Gamma(x,y)}{\Gamma(x)}$ and $\frac{\Gamma(nx,ny)}{\Gamma(nx)}$ where $n$ is a positive integer value. Is there any relationship between the ...
- 11
1
vote
1
answer
34
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How to expand $\text{erf}\bigg(\frac{(ax-b)}{\sqrt{2}}\bigg) = \text{erf}\bigg(\frac{ax}{\sqrt{2}}\bigg) + \text{some_value}$?
The error function is defined as, $$\text{erf}\bigg(\frac{(ax-b)}{\sqrt{2}}\bigg) = \frac{2}{\sqrt{\pi}}\int_{0}^{\frac{(ax-b)}{\sqrt{2}}} e^{-t^{2}/2}dt$$. My question is how to expand the above ...
- 335
0
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1
answer
139
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how to find domain of marginal pdf when its two variables domain are dependent
I have a pdf $f(x,y)=1/π, 0< x^2+ y^2 <1$； 0, e.w.
Here, we can see $-\sqrt{1-x^2} < y < \sqrt{1-x^2}$
So, the marginal pdf of $X$ is $$\int_{-\sqrt{1-x^2}}^\sqrt{1-x^2} 1/πy \, dy\,.$$
...
- 39
2
votes
1
answer
417
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Linear Regression Coefficient Interpretation [closed]
I have a regression problem: regress y on x1 x2
y: Sales revenue, x1: is_holiday (dummy variable), x2: another continuous variable (note that this is just the ...
- 21
1
vote
1
answer
251
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Find $\mathbb{E} \bigg[ \frac{\textbf{h}^{H} \textbf{y}\textbf{y}^{H} \textbf{h}}{ \| \textbf{y} \|^{4} } \bigg]$ with Mathematica? [duplicate]
Considering the following complex random vectors (Complex Gaussian random variables):
\begin{align}
\textbf{h} &= [h_{1}, h_{2}, \ldots, h_{M}]^{T}\ \ \sim \mathcal{CN}(\textbf{0}_{M},d\textbf{I}_{...
4
votes
2
answers
305
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Book recommendation for undergraduate stats with Mathematica
Having just completed my Bachelor with a major in math and physics, I am aware that due to my chosen specialisation, I lack a good training and exposure in statistics beyond the first year.
Could ...
0
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1
answer
95
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$X_1, X_2$ are IID $N(0,1)$. Find Cov($X_1$, $X_1 X_2$).
Two variables $X_1, X_2$ are independent and identically distributed as $N(0,1)$. I need to find
Cov($X_1$, $X_1 X_2$).
Thanks!
1
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2
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66
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Comparing two crash rates and determine if they are statistically significant
Let's say I have two version of an App. Version A goes to 1000 users and Version B goes to 800 users.
A month into testing, I have all of my crash data and crash percentages for both of the versions. ...
- 11
6
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1
answer
6k
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Comparing two datasets with same variable
thanks in advance for anyone taking the time to read/answer this.
I am comparing a ground-sourced dataset versus a satellite-sourced dataset for weather conditions, such as temperature. Both sets are ...
- 175
1
vote
1
answer
3k
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On what basis we are evaluating variance is high or low? [closed]
I am having a below case where N = 300 , Mean = 67 and SD = 30. With the above data we can say the variance is high because of SD = 30. My question is how we are defining it as high on what basis we ...
- 111
2
votes
1
answer
14k
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What is a good test for comparing frequency counts between two groups?
I am looking for statistical methods used to compare frequency of observations between two groups. I have two geographical locations with data on different soil types present.
for example, my data ...
- 21
1
vote
3
answers
271
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Samples from a multivariate t distribution
Hi I have the following problem.
I draw a sample of a multivariate t-distribution with some fixed covariance matrix,
so that the realizations are correlated, and $\nu=4$. Now I repeat this $n$ times, ...
- 13