Questions tagged [probability]
A probability provides a quantitative description of the likely occurrence of a particular event.
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what is the probability of this event?
given this outcome of the dice {2, 3, 4, 6, 6}. You decide to re-roll both sixes. What is the probability that you roll either a small straight (four dice are in a row) or a large straight (all five ...
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The multivariate Inverse-Gamma
On wikipedia they give a multivariate form, which to my understanding is used when V is known up until the scaling factor for a Normal-InverseGamma conjugacy. I tried to find a source of the ...
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Normal distribution of ratio [closed]
Given the following variable:
Actual returns / Expected Returns
I will assume a normal distribution N(1,S^2).
Do you think is it correct?
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How to formalize probability in the context of textual analysis
I'd like to develop a general framework to think about probability in the context of textual analysis.
Consider a set of texts $\mathcal{T}$, with individual texts $T \in \mathcal{T}$, with each text ...
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Hazard function and survival analysis
I have a function $\lambda(t)$ which returns the instant probability of dying at a time $t$. I'd like to compute the function $F(t)$ which returns the probability of being dead at a certain time $t$.
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How can any sample be drawn from a continuous distribution? [duplicate]
Since the probability of a continuous variable $X$ assume any particular value is always zero, how can any sample be obtained from such distribution? How can we obtain, e.g., the set of observations $\...
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Calculate the likelihood at the mode of a pdf conditioned on θ [closed]
Assuming that I have the PDF of a random variable X with parameter θ (i.e., f(x|θ)). How is the likelihood at the mode of this PDF computed?
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What is the variance of the error term for the regression of the sample mean of $x$ on the sample mean of $y$ that is heteroskedastic?
I am having difficulty finding an appropriate expression for the variance of $\bar{e}_{k}$ in
$$
\bar{y}_{k} = \tilde{\beta} \bar{x}_{k} + \bar{e}_{k}
$$
where $i = 1, \dots, n $ individuals from a ...
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Why do we need to Define "Valid" State Transitions in a Multi-State Model?
I was watching this video (https://www.youtube.com/watch?v=Wy-WmY6x4tg) and the presenter mentions (@ 8:10) that in a Multi-State Model, the user is required to specify number of "States" ...
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Determine how likely a combination of two counts is compared to null models for both counts
I have two zero-adjusted negative binomial regression models fitted via gamlss not necessarily using the same covariates but at paired locations.
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Estimate at which point a linear model hits a certain value (including probabilities)
I have a simple 1D set of datapoints with a trend, I want to estimate at which point $X_t$ (i.e., at which point in the future) the model will hit a certain threshold $Y_t$:
I can fit a trendline to ...
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Penny's game probablity [duplicate]
Independent flips of a biased coin that lands on heads with probability 0.8 are made. Each of two players, A and B, had chosen one out of the eight triplets: {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT} ...
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Does the expectation of a quantile equal to the quantile of expectations?
Let $X$ be a random variable with finite expectation $E(X)$, and let's denote $X_{90}$ the 90% quantile of its distribution, meaning:
$$P(X<X_{90})=0.9$$
Now, let Y be another random variable and
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Binary Classification Problem with Predicted Probabilities distribution skewed
I have a balancedrandomforest model which was trained on unbalanced data (92/8) for a binary classification problem.
The AUC is around 0.98 and the precision and recall are also acceptable being 0.89 ...
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Computing conditional distribution of hidden state given observed states?
I am interested in the following Gaussian linear system that describes a Hidden Markov Model (HMM):
$$x_{k+1}=Ax_k + u_k + \xi_k, \xi_k \sim N_2((0,0), 0.01I_2)\\
y_{k+1}=C^tx_{k+1}+\eta_k, \eta_k \...
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Betting on a sample from a known distribution
This was an interview question. Given a known distribution, sample a value from it with replacement for many times. Two people A and B bet on the sample with their own guesses, and the one closer to ...
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"Consensus" on Analyzing Mixed Continuous and Categorical Data in the field of Statistics? [closed]
I have been trying to determine the popular "consensus" as to how mixed continuous and categorical data (e.g. a dataset that has variables on income and gender) is generally analyzed in the ...
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MNIST with a TWIST, no labels given, only probabilities
Let's say we have basic MNIST dataset, and we have the same goal to predict the digit, BUT we're swapping all the labels by RED ...
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Generate a random covariance matrix with specified eigenspectra and diagonal elements?
I want to generate a random covariance matrix ($c \in \mathcal{R}^{n \times n} $) whose eigenspectra, i.e., $n$ eigenvalues $e_0 \in \mathcal{R}^{n\times 1}$ and diagonal elements $c_{ii} \,\, i=1 \,\,...
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What is Galton's paradox?
From One Thousand Exercises in Probability I found the exercise:
Galton's paradox. You flip three fair coins. At least two are alike, and it is an even chance that the third is a head or a tail. ...
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Probability of seeing sun rise tomorrow using Bayes Theorem
It is a stormy night and an alien prisoner is abandoned on earth during the first ice age. Scared, he finds a cave and only comes out for a few hours at night to hunt some food. He has no luck though. ...
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What is the correct definition of the correlation of two random variables?
In the book Signal Processing for Communications by Prandoni and Vetterli, correlation of two variables is defined as the expected value of their product, while the covariance is refered to as the &...
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Expectation values [closed]
What is the expectation value of the expectation value. How to calculate:
<∆j> where, ∆j=spread of data= j-<j.> ;for any variable j
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What is meaning of such notations in general?
I read a notation on a paper about statistics and machine learning ("High-dimensional Asymptotics of Langevin Dynamics in Spiked Matrix Models" by
Tengyuan Liang,
Subhabrata Sen, and Pragya ...
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Probability of selecting 3 students being in different classes
I have come across this problem and I can't quite figure out the solution.
A class of 60 students is divided into 3 groups of 20 randomly. Three friends are in this year group. Find the probability ...
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Do the variables used in computing the mean and variance have to be i.i.d.?
For example if you have a theoretical server that processes incoming requests where in this case there are so many requests that the callback delays depend upon each other, can you just take the ...
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In a game with 0.01 chance of survival, there are 100 participants, a specific player survives twice what are the odds?
Sorry ahead if my question is very beginner-ish but I'm confused with this example. Your help is appreciated
Let's say we have a survival game where 100 players participate each time and only one of ...
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Probability of bringing a card that is already in the collection
Let's say there is a card collection that is made of 1,000 different cards. I start calling my friends and each of them brings 15 random cards to the collection. The first friend will bring 100% new ...
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Uniform distribution of skewed dice and the central limit theorem [closed]
I am reading MacKay's Information Theory, Inference, and Learning Algorithms. I am not a student.
On pg. 36, ex 2.16, c and d:
C. How can two cubical dice be labelled using the numbers
{0,1,2,3,4,5,6}...
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If Y is the sum of normalized multivariate pareto random variables then Y is a Feller-Pareto random variable
If we let $\underset{k\times 1}{\boldsymbol{X}}=(X_1, \dots, X_k)' \sim MP^{(k)}(\boldsymbol{0},\boldsymbol{1}, \alpha)$ where MP denotes a Multivariate-Pareto distribution, with joint survival ...
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Issue with bounded in probability
I have tried to prove the following problem that I read in the lecture and it seems not transparent to me.
Suppose that $Y_{i}$ be independent random variables (with $i=1,2,3, \dotsc$). Each has the ...
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Probability for a bin in a binned histogram
This question is very basic, but I cannot figure the error in my thinking. According to the author of the book "Pattern Recognition and Machine Learning", we can get the Probability ...
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Fitting discrete data to continuous distributions
I'm creating a simulation model, in which some stochastic factors are included. On of my stochastic factors is the amount of containers arriving daily for a specific delivery location. A plot of this ...
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Show that no two sets in the probability space with $\mathbb{P}(\{k\})=2^{-k!}$ are independent
Let $\mathcal{P}(\mathbb{N})$ denote the power set of $\mathbb{N}$.
Show that no two non-trivial sets in the probability space $(\mathbb{N},\mathcal{P}(\mathbb{N}),\mathbb{P})$ with $\mathbb{P}(\{k\})=...
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How do I calculate the constant K that makes the area under the pdf equal to 1 [closed]
You are analyzing the probability of defective machine parts coming out of an assembly line.
Data collected over 60 consecutive days, revealed 2 days where defects were observed in machine parts.
To ...
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How many random draws needed to sample a uniform space?
I am looking for a way to estimate how many random draws took place to produce a produce a known number of unique results. I'm sampling a uniform distribution.
For example, if there were a lottery ...
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Logistic regression simulation with respect to event occurrence (prevalence)
I am trying to simulate logistic regression data, but under the constraints of prevalence.
$$\text{logit}(y_i) = \beta_0 + \beta_1 X_1 + \beta_2X_2$$
For example, I want to create a dataset that has ...
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Consecutive coin flips, what is the appropriate statistical test for this word problem? [closed]
I was listening to a podcast by NDGT (Neil deGrasse Tyson, a prominent scientist) and he posed a simple thought experiment to illustrate the susceptibilities to cognitive bias. What I've come here to ...
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Prove $P(X_1+X_2> 2C) \leq P(X_1>C)$ if $X_1,X_2$ are identical, but dependent?
If $X_1,X_2$ are dependent but identically distributed, it seems obvious that $P(X_1+X_2\geq2C) \leq P(X_1\geq C)=P(X_2\geq C)$. At least if we additionally assume that the joint distribution is ...
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Multivariate analysis of sample mean and sample variance
$\{X_n\}$ Let be a sequence of iid probability vectors with mean vector$ \mu$ and variance-covariance matrix$ Σ$.
In this case, sample variance and sample covariance are defined as follows
$S_{n,j}^2=\...
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Distribution function of the linear combination of standardized student-t quantiles [duplicate]
Assume to observe 2 quantiles, x and y, associated with the z% probability. These quantiles are generated by 2 non-independent standardized student-t distributions X and Y.
In case of linear ...
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When I have population data do I need probability and can I infere? [duplicate]
Say I have data about a population and I want to analyze them, then in my understanding the "sample" is the population. And then do I need probability, like p-values, confident intervalls ...
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Calculating Probability Using Bayes? [closed]
A recent survey of residents in Texas concluded that 55% of Austin city residents and 46% of Houston city residents broke a bone at some point during their childhood.
Let’s say Austin has 5200 ...
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Fitting Sparsed Constrained regression with non-negative coefficients adding to 1
I see a similar problem in How do I fit a constrained regression in R so that coefficients total = 1?
Specifically, my model is
$Y_i= \pi_1 X_1+\pi_2 X_2 +...+ \pi_K X_K +\epsilon_i$ with $\pi_k \ge 0$...
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probability that the players will exchange their initially drawn number
Consider the following two-player game. The players simultaneously draw one sample
each from a continuous random variable X, which follows $Uniform\ [0, 100]$. After observing the value of her own ...
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Notation of expectation with conditional in subscript
Inside the book "The Elements of statistical learning", I stumbled upon the following notation (Ex. 2.7)
$$E_{\mathcal{Y|X}}(f(x_0) - \hat{f}(x_0))^2$$
where $\mathcal{X, Y}$ are two random ...
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What is the intuition behind the odds scale?
What is an intuitive explanation of the odds scale?
In a logistic regression such as $$logit(p) = \beta_0 + \beta_1 x$$
we often interpret $\beta_1$ by looking at the odds ratio, $e^{\beta_1}$, which ...
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How to calculate real probability with multiple scenarios?
I would like to know how to calculate the probability of being profitable on an event where there are multiple scenarios. For example paying 5 dollars to grab a bill from a box box full of bills where ...
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Conditioning of join gaussian over a line
I need to compute the conditional probability of bivariate normal distribution over a line.
Let's suppose that X and Y both are normal distributions and that they are independent.
Let's suppose that ...
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What is the probability mass function of Rock, Paper, Scissors?
I was curious about the statistics behind the game of rock, paper, scissors. Let's say n people are playing, where n is greater than or equal to 2. If when all n people reveal their play and only 1 ...
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