# Questions tagged [mathematical-statistics]

Mathematical theory of statistics, concerned with formal definitions and general results.

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### Perfusion Analysis Counts as Survival Analysis?

In perfusion analysis, the patient is injected with some dose of medicine. A machine detects, over time, the dose of medicine in the patient's body. In other words, the data for each patient is time ...
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1 vote
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### Combine back- and forecast errors for cross-validation

Suppose I have a procedure to predict the timeseries value $Y_{t+k}$, where $t$ is the current period and $k \geq 1, 2, \dots$. Now, I want to estimate the procedure's out-of-sample performance. The ...
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### Proof of Strong consistency of Beta posterior distribution

Suppose that we have random variable $X_{1}, X_{2}, ..., X_{n} \sim^{iid} \text{Bernoulli}(p_{0})$ with $p_{0}$ true unknown probability in $[0,1]$. Now, I want to implement Bayesian machinery to ...
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### Rough answer for the maximum of absolute value of $n$ standard gaussians (Computer Age Statistical Inference Problem 1.3)

I am working through "Computer Age Statistical Inference" as a self-study and am stuck on the follow exercise (1.3): The details of equation 1.6 are unimportant for the exercise, so far as ...
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