Questions tagged [normal-approximation]

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How normal is the following distribution of data? [closed]

I'm using the following dataset with 2 columns (features) and 1 label to train a Gaussian Naive Bayes classifier. How would you determine (using a stastiscal normality test) whether the data is ...
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0answers
52 views

Approximating a distribution with normal

Let's say I generated samples from a distribution $f$ whose functional form I do not know. I want to approximate this distirbution with a multi-variate normal. We know that if samples are generated ...
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1answer
69 views

How does Normal approximation work when ties exist for Wilcoxon Signed rank test?

I ran wilcox.test() in R (outcome variable was a test score and the data was paired samples) and got a warning message saying that it cannot generate a p-value for tied values. I saw the R document ...
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0answers
31 views

at what probability will the probability we start considering the data?

For example I have this problem, Do Americans tend to vote for the taller of the two candidates in a presidential election? In 30 presidential elections since 1856, 18 of the winners were taller than ...
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2answers
88 views

What is the correct terminology for repeating groups of coin flips multiple times in a simulation?

I previously posted a question that is causing a lot of confusion because my terminology is incorrect. I decided to post this question to ensure I am starting my problem with the correct terminology. ...
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4answers
3k views

Why does increasing the sample size of coin flips not improve the normal curve approximation?

I'm reading the Statistics (Freeman, Pisani, Purves) book and I'm trying to reproduce an example where a coin is tossed say 50 times, the number of heads counted and this is repeated say 1,000 times. ...
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2answers
61 views

Normal Approximation to Binomial Question

I am having issues solving the following problem: A recent study found that cedar trees by indigenous settlements grow taller than cedar trees not by indigenous settlements. The probability of a ...
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1answer
123 views

Normal approximation on (what it looks like) a poisson

I am self-studying inferential statistics from Larson's introductory textbook named: "Introduction to Probability Theory and Statistical Inference" (1st edition John Wiley & Sons.). I came ...
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0answers
98 views

Normal approximation to the pointwise/Hadamard/Schur product of two multivariate Gaussian/normal random variables

Let $X \sim \mathcal{N}\left( {{\mu _x},\sigma _x^2} \right)$ and $Y \sim \mathcal{N}\left( {{\mu _y},\sigma _y^2} \right)$ be two univariate and independent Gaussian/normal random variables and let $...
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1answer
4k views

How to calculate confidence interval of incidence rate under the Poisson distribution

I'd like to be able to calculate the confidence interval for an incidence rate under the Poisson distribution. I am inclined to use a normal approximation formula (the Wald interval) which is $\text{...
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1answer
670 views

Lower Bound on the Total Variation Distance between two Binomials

Let $X= B(n,1/2)$, $Y=B(n,1/2 + \delta)$, for a small $\delta >0$ be two Binomial Distributions. Question 1. I am looking for a lower bound on the Total Variation Distance the two Binomials ...
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2answers
122 views

A box contains 48 tickets [1] and 52 [0]. If you draw 10 times at random and with replacement, what is the probability of getting a sum of 3 or less?

I came across a question like this and I try it to solve it by 2 different methods. However, these 2 methods don't yield the same answer. So, I'd like to ask you what am I missing. I'm clearly doing ...
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0answers
43 views

How to test proportion against 1 - null hypothesis: H0: p=1

My research question: I have a data set with good observations and bad observations and have to estimate if all observations are good in the population with 99% confidence. My suggested method: My ...
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1answer
93 views

Approximate meaning of probability? [closed]

After the football match each football fan leave on the stadium 2 empty bottles. The janitor finds the bottle with probability 0.3. Find the approximate meaning of probability that the janitor ...
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0answers
131 views

Bayesian inference via approximate data likelihood

Suppose that we have a very large i.i.d. sample $x_1,...,x_n$ and a data likelihood defined by $$p(x | \theta,\beta) = \prod_ip(x_i | \theta,\beta)$$. Further suppose that $\theta$ is the parameter ...
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1answer
165 views

Asymptotic (normal approximation) distribution of the division of two means of exponential random variables

Suppose $X_{11}, ...X_{1n}$ are iid rvs following an exponential distribution with expectation $\mu_1$, and $X_{21}, ...X_{2n}$ are iid rvs following an exponential distribution with expectation $\...
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1answer
78 views

Combined confidence of hit/miss results from 20 different test subjects

I'm a computer science student and statistics isn't my strong suite. I would appreciate some help. I did a task performance experiment for my Master's thesis to validate my "special secret algorithm"....
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1answer
210 views

Hypothesis test of 2 proportions, with $np < 5$

We are frequently conducting one-tailed hypothesis tests for 2 proportions ($H_0: p_1-p_2=0;\, H_1: p_1-p_2 > 0$). However, $p_2$ is relatively small in terms of $n, x$ and in some cases we find ...
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1answer
246 views

Berry-Esseen Theorem with Continuity Correction

Given independent but non-identical random variables $X_1, X_2, \ldots ,X_n$ with $E[X_i]=0,$ $E[X_i^2]=\sigma_i^2=1$ and finite absolute third moments $\rho_i=E[|X_i|^3].$ Let $$S_n = {\sum_{i=1}^n ...