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Questions tagged [scale-estimator]

The tag has no usage guidance.

7
votes
2answers
860 views

Calculate variance without calculating the mean

Can we calculate the variance without using the mean as the 'base' point?
1
vote
1answer
33 views

Robust estimator of the spread in 2D

In the 1D case, the interquartile interval is a robust estimator of the spread/scale. Is there a 2D generalization ?
3
votes
1answer
114 views

What is a useful, robust descriptive measure of scale for latency measurements?

I am trying to characterize latency measurements from a microbenchmark; that is, timing of very small segments of computer programs. I'm struggling to identify good descriptors of scale for this data....
1
vote
0answers
55 views

time series similarities: which techniques for each transformation?

in this paper ( http://www.cs.ucr.edu/~eamonn/kdd98.pdf) the author references a set of methods on how to deal with the time series similarities, specifically: now, I am interested in each problem ...
3
votes
1answer
434 views

Mean Absolute Deviation of Student t distributions?

I could only find these two formulae, both apparently with some issues. Which is the correct one? Online references and derivation would be especially appreciated.
0
votes
1answer
77 views

Estimating the variation of the scaling factor from a transformation onto a theoretical graph

I have a numerically calculated graph, on unit-less coordinates. I have experimental data which corresponds to a point on that graph. The data has units, and to make it unitless one has to divide it ...
1
vote
0answers
604 views

Proxies and uses for the Geometric Mean of negative (or even complex) data

I use the geometric mean (GM) as a scale factor for data normalization. To avoid the $0$ cancellation effect with positive values, I use the simple offset GM: $$ \hat{x} = \sqrt[n]{\prod\limits_{i=1}^...
3
votes
0answers
155 views

Paired comparison of instruments using different measurement samples

I have instruments A, B, C and D - I'm in search of the best one. The problem: For illustrative purposes, let's use an example of evaluating the best among the instruments measuring difference in ...
3
votes
1answer
443 views

Comparing spread (dispersion) between samples

EDIT: This question has been heavily paraphrased and re-asked in a broader, but better way here: Paired comparison of instruments using different measurement samples This is going to be a long one, ...
4
votes
1answer
522 views

Posterior distribution for Gamma scale parameter under the Jeffreys prior

What is the posterior distribution for parameter $b$ with $X \sim Gamma(a,b)$, under the Jeffreys prior? We can assume that $a$ is known. The Jeffreys prior is the square of the Fisher information ...
6
votes
2answers
130 views

Specific robust measure of scale

Do you know of any outlier resistant measure of scale $R(Y_1, \dots, Y_n)$ with the following property related to the sample standard deviation $S$? Magic property: If $S(Y_1, \dots, Y_n) > 0, \...
1
vote
1answer
98 views

Better than Mad, Derive $Q_n$

Could someone be so kind as to walk me through how to do this equation on a dataset? on pg 5 (marked as 1277) equation 3.3 of this paper. $$Q_n = c|x_i-x_j|_{(k)},\;\;1\leq i<j\leq n,k\approx{n\...
5
votes
2answers
4k views

Scale parameters — How do they work, why are they sometimes dropped?

I'm having difficulty wrapping my head around scale parameters. How exactly do they work? Why are they sometimes ignored? (in other words, when is it important to preserve them in a calculation?) ...