# Questions tagged [mathematical-statistics]

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

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### Correlations between two sequences of irrational numbers

If $x$ is an irrational number and $b$ an integer, let's define $g(x,k) = \mbox{Correl}(\{nx\},\{nb^kx\})$. Here $k=1,2,\cdots$ is an integer. The brackets represent the fractional part function. ...
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### Linear Quadratic Regulator

from http://people.eecs.berkeley.edu/~somil/Papers/lqrlecture.pdf Why must the matrices be positive semidefinite? What is the input authority cost? What is the purpose of multiplying the transpose ...
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### U~U(0,1) and Xt = sin(2*pi*u*t), t = 1,2,3,… Does Xt (t is a suffix of X) is strictly stationary, why or why not? [on hold]

The time series X_t = sin (2*piUt), where t=1,2,... and U follows uniform (0,1). Does X_t is strictly stationary?
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### Reconstruct data of the past of a time serie

I'm trying to construct a time series model in which the water flow (caudal) is a function of temperature and precipitation. I want to forecast the results of the water flow. My problem is that I don'...
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### How to calculate tf-idf for a single term

I am following the tf-idf method described in this paper: Measuring, Predicting and Visualizing Short-Term Change in Word Representation and Usage in VKontakte ...
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### How many classmates does a freshman have?

The freshmen at East China Normal University has just received their student ID. Let the last three digits of a student ID be ABC, then A is the class he is in, whereas BC is his number in the class. ...
0answers
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### How to perform regression with different error variances? [duplicate]

I have two series of measurements values, first series is X and second is Y. I need to model Y as a function of X, where I know the method that was used to measure X is two times better then the ...
1answer
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### What is a good measure of the similarity of 6 different time series?

Essentially, I have 6 different data time series that were each generated first using an industry standard methodology (call it method m.A) and then again using my technique (call it method m.B). ...
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### Statistical test to check whether an item meets the specification

I have a data on emission of an automobile which a company manufactures. The emission test was conducted on roads near towns and villages and the data is as follows. According to a new rule passed ...
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155 views

### Tr of matrix in Kullback-Leibler divergence PRML2.13

I've learned PRML recently but get stuck in a math problem. this exercise is to calculate $KL$ divergience of $2$ multi Gaussian $$N(\mu,\Sigma)\ \ \ and\ \ \ N(m,L)$$ but I do not know how to ...