All Questions

Throughout this post, I assume at least second moments exist. Consider a heterogeneous linear treatment effect model of the form: $$Y_i = \alpha_i + \beta_i X_i$$ where $\alpha_i, \beta_i$ are ...

I would like to know what topics are considered 'core knowledge' for a statistician. Please keep in mind I know very little about statistics. At my university, I hear statistics students discuss ...

Some random variables can be expressed as a binary expansion whose digits are chosen independently at random; this is called a convolution. One example of this kind of random variable is the one for ...

This is perhaps a typical setup in Bioinformatics: we need to build a model to predict a dependent biological variable (say $y$), given a large set of (usually genomic) features $X$ (which might not ...

Suppose I had sampled $1000$ individuals from a population in order to learn about two different questions, both of which had categorical, binary answers. (For the sake of this hypothetical, let's say ...

Consider the multinational probit model where we observe $Y_i \in \{1, \dots, K + l\}$ with $$ \begin{align*} Y_i = l \Leftrightarrow Z_l&\geq \max(Z_1,\dots Z_{K +1}\} \qquad l \in \{1, \dots, ...

In R, I want to simulate an event using a probability $p$ based on a known occurrence $k$ of the event. If I have a population of $n = 100$ individuals in a given area, and I know over a period of ...

In Bayesian regression, we have $y_i=x_i^{T}w+\epsilon_i$ where $w \sim \mathcal{N}(0,\alpha)$ and $\epsilon_i \sim \mathcal{N}(0,\frac{1}{\beta})$. Inference of $\alpha$ and $\beta$ is done by ...

I would like to know if censoring data is necessary to calculate the hazard ratio between 2 Kaplan Meier (KM) curves. Censoring data is typically represented by small vertical bars atop of the curve ...

This question was previously posted on https://math.stackexchange.com/questions/3981156/let-x-t-be-a-solution-of-a-sde-does-the-set-x-t-in-p-has-null-meas. I think this question is easy. However, I ...

I am reading the book An Introduction to Error Analysis by John R. Taylor. In Ch8: Least-Squares Fitting, he has derived expressions for parameters $A$ and $B$ in fitting the line $A+Bx$ to the set of ...

There are many strategies how to detect a concept drift or model drift, like when there was a major change in the underlying process so that the model becomes invalid. It can be an abrupt change or it ...

I have developed a bunch of models to predict house prices. It is a 3 fold process: I fit a gbm (first_model) and get the first prediction (first_pred), there are some sub-models (simple lineer ...