# Questions tagged [mathematical-statistics]

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

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### Hot topics in mathematical statistics [closed]

What are some hot topics that mathematical statistics researchers are studying now?
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### What is the purpose of characteristic functions?

I'm hoping that someone can explain, in layman's terms, what a characteristic function is and how it is used in practice. I've read that it is the Fourier transform of the pdf, so I guess I know what ...
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### What is the relation between statistics theory and decision theory?

I was wondering how statistics and decision theory are related? It looks to me all the statistics problems/tasks can be formulated in decision theory. Also problems in decision theory can be ...
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### Big picture on survival analysis and life data analysis

I have heard of survival analysis and life data analysis, but don't quite get the big picture. I was wondering what topics they are covering? Is it pure statistics, or just application of ...
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### p-vector and K-vector

I'm reading "The Elements of Statistical Learning" and early on there are references to p-vectors (page 10) and K-vectors (page 12). What exactly is meant by a p-vector and K-vector?
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### Is there a limit function in R?

Is there a 'limit' function in R? help(lim) or help(limit) weren't useful. And in general, is R suitable for mathematical ...
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### References for use of symplectic geometry in statistics?

I have heard that many problems in Mathematical Statistics can be stated and solved in terms of Symplectic Geometry. Unfortunately this was a pretty vague statement and I am interested in something ...
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### Which test to find out best concentration (the one having maximum effect)?

Hi my apologies first, I'm a biologist and not so good in statistics. In my study I'm studying the effect of concentration of feed on growth of a certain specimen. I have with me the different ...
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### Choosing the right threshold for a biometric trait authentication system

I have a biometric authentication system that is using a person's gait to authenticate them. I extract features from gait, run it through a comparison versus a template and produce a similarity score (...
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### Calculate ROC curve for data

So, I have 16 trials in which I am trying to authenticate a person from a biometric trait using Hamming Distance. My threshold is set to 3.5. My data is below and only trial 1 is a True Positive: <...
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### How to use CDF and PDF statistics for analysis

This may be too much of a general question but I hope I can find help here. I am starting a RA job in my university and my topic will be related to Internet Traffic Analysis. I am fairly new to the ...
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### Simple algorithm for online outlier detection of a generic time series

I am working with a large amount of time series. These time series are basically network measurements coming every 10 minutes, and some of them are periodic (i.e. the bandwidth), while some other aren'...
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### What types of data analysis do not count as statistics?

When does data analysis cease to be statistics ? Are the following examples all applications of statistics ?: computer vision, face recognition, compressed sensing, lossy data compression, signal ...
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### Lies, Damn Lies and Statistics [closed]

Is there something about statistics that lends itself to this sort of saying, or is it just that people will say anything to support their case, and this includes citing irrelevant or incomplete ...
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### What is Bayes' theorem all about?

What are the main ideas, that is, concepts related to Bayes' theorem? I am not asking for any derivations of complex mathematical notation.
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### What's the difference between probability and statistics?

What's the difference between probability and statistics, and why are they studied together?
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### How do you convey the beauty of the Central Limit Theorem to a non-statistician?

My father is a math enthusiast, but not interested in statistics much. It would be neat to try to illustrate some of the wonderful bits of statistics, and the CLT is a prime candidate. How would you ...
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### Mathematical Statistics Videos

A question previously sought recommendations for textbooks on mathematical statistics Does anyone know of any good online video lectures on mathematical statistics? The closest that I've found are: ...
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### Motivation for Kolmogorov distance between distributions

There are many ways to measure how similar two probability distributions are. Among methods which are popular (in different circles) are: the Kolmogorov distance: the sup-distance between the ...
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### Testing (and proving) the randomness of numbers [duplicate]

Possible Duplicate: Testing random variate generation algorithms What's a good way to test a series of numbers to see if they're random (or at least psuedo-random)? Is there a good statistical ...
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### What are some good frameworks for method selection?

I have been looking into theoretical frameworks for method selection (note: not model selection) and have found very little systematic, mathematically-motivated work. By 'method selection', I mean a ...
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### What is meant by a "random variable"?

What do they mean when they say "random variable"?