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Questions tagged [mathematical-statistics]

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

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Observational Data and Bias - A real problem

I'm hoping you all can provide some guidance. I'm working a problem with the following objectives and data set. I would like to be able to predict, for each unit, at each sampled moment, the expected ...
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Simulation - problem of maximization inside a circle

I am doing some projects related to statistics simulation using R based on "Introduction to Scientific Programming and Simulation Using R". In the Students projects session (chapter 24), I am doing ...
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Tweedie index parameters are restricted: why?

The Tweedie distribution have variance like var(y) = $\phi \mu^p$ for any real p not between 0 and 1. I read in many places (even wikipedia) that p can take any real value except between 0 and 1. ...
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How to evaluate the bias-variance tradeoff?

How can you evaluate the bias-variance tradeoff by looking at the train error and at the test error?
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Parametric family problems

I came across such a problem that I cannot solve: Let $\mathcal{P} = \{\mathbb{P}_\theta : \theta \in \mathbb{R}\}$ be a parametric family over $\{0,1\} \times \mathbb{R}$ defined in the following ...
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How can I interpret the result of the 3D two-sample Kolmogorov-Smirnov test computed in R?

I would like to check if the two three-dimensional samples could come from the same distributions. In my data two dimensions are coordinates and third dimension is distances. In K-S test we have null ...
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How can I get the cumulant expression from the recursive relation between cumulant and moment?

I am reading some paper about high-order statistics https://link.springer.com/article/10.1007%2Fs11004-009-9258-9?LI=true. The paper gives two recursive expressions relating the multivariate cumulants ...
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How to see if time series terms are independent

I've already read this question, however I found it too theoretical for me, since I haven't studied time series yet. I have a time series that I have gathered from some measurements. At the current ...
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Is it bad practice to shift traffic distributions for test experiences during the run of a test?

I have recently come across a testing design that Adobe uses in their "Adobe Target" tool that they call "Auto-Allocation". Here is their article on the test design. https://marketing.adobe.com/...