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Distribution of a product of random variables

I have two independent distributions $X$ and $Y$. $X$ is defined by the piecewise CDF $$F_X(x) = \begin{cases} F_X^1(x) & x \in (-\infty, a_1)\\ F_X^2(x) & x \in [a_1, a_2)\\ F_X^3(x) & x \...
rkim's user avatar
  • 1
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0 answers
25 views

A faster way to choose the right number of features and the right parameters [closed]

For a very small dataset with less than a hundred samples, gridsearch does not give us the desired results and has overfit. But when I perform hyperparameter tuning of the model manually and also ...
Erfan Mollai's user avatar
0 votes
0 answers
15 views

Computing the bias of the inverse covariance matrix

Cross-posting to CV just in case! It's standard in a stats class to calculate the bias of the sample covariance matrix (or lack thereof), but I'm having trouble finding any exact results on how the ...
mather's user avatar
  • 31
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0 answers
9 views

Correlation between similar time-series (breakthroughcurves)

first of as a disclaimer - I don't have much background, and only a very basic education when it comes to statistics. I have a couple of break through curves (BTCs) with different tracers and I want ...
Anton Neundorfer's user avatar
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0 answers
6 views

Is "relative risk time" meaningful? (transient relative risk)

Context: I'm trying to specify a data-generating / mechanistic model for a simulation study. I assume that exposure $e$ (a short event) has a transient effect on the relative rate of another process $...
jessexknight's user avatar
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0 answers
14 views

Why does mgcv's bam() not work with null models (y~1) but gam() does? [closed]

I'm trying to derive the unique and shared deviance explained by each predictor in several gam models using the gam.hp package. In brief, the package's approach uses creates a matrix of all possible ...
MicroSD's user avatar
0 votes
0 answers
12 views

Obtaining z-scores for coefficients of quantile regression with sampling weights applied in R

I would need to obtain z-scores for coefficients of quantile regression with sampling weights applied in R to be able to compare results from different datasets. Can I just compute them as "z-...
Cate's user avatar
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-5 votes
0 answers
99 views

URGENT: I am building a Linear regression model. Yesterday my R-squared was 0.792. Today, it had dropped to 0.267. I did not change anything. Urgent [closed]

Thank you for your responses. By way of further information, I am using R-Squared because it is recommended for the project I am doing. Below are the 2 files. The one from yesterday with the 0.792 R-...
Sue's user avatar
  • 1
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0 answers
24 views

Appropriate way to correct for multiple comparisons in this case

I am trying to compare the performance of an optimisation algorithm on different objective functions. The functions can vary in their form (4 different types) and dimension. I would like to first ...
ufghd34's user avatar
1 vote
1 answer
32 views

How to Derive the Conditional Variance in a Bivariate Normal Distribution After Bayesian Updating?

I'm working with a bivariate normal distribution of two variables, $\theta_1$ and $\theta_2$ in a Bayesian framework, with an intial joint prior distribution defined as: $$\begin{pmatrix} \theta_1 \\ \...
statneutrino's user avatar
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0 answers
20 views

How Random Forest handle missing value in sk-learn? [duplicate]

What is the technic used in Random Forest Regressor from scikit-learn to handle missing value ? First I thought that a Random Forest regressor was able to natively handle missing value during training ...
Maxime Charrière's user avatar
-1 votes
0 answers
10 views

Polynomial contrasts statment in SAS [closed]

I want to make a polynomial (linear, quadratic and cubic) contrast statement in SAS. I have four levels of treatment, and they are unequal. How can I make the contrast statement? Kindly guide
Muhammad Usman Mehmood's user avatar
2 votes
1 answer
18 views

What is the best test to run to compare presence/absence of something between sampling locations?

I have data on the presence/absence of four different pathogens found in edible crabs in 7 locations over 2 seasons. For this study, 30 crabs were collected from each site and for each crab the ...
Kiran Bhandari's user avatar
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0 answers
10 views

How to disentangle effects of components in system?

I have a system where one property (delay) depends on its components, a valve $V$ and the piping $P$ in a hydraulic system: $d = f(V, P)$ I have reference measurements with one type of valve and ...
Ken Grimes's user avatar
0 votes
1 answer
38 views

Are all random variables estimators? [duplicate]

My hand-wavey understanding is a random variable is a function from a domain of possible outcomes in a sample space to a measurable space valued in real numbers. We might denote a random variable from ...
Estimate the estimators's user avatar
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0 answers
24 views

Optimal Timing for Structural Break Analysis in Price Transmission Modeling

I am investigating the price transmission between two inflation indices within the same sector but at different stages of processing. For example, I might be looking at the relationship between raw ...
André Goulart's user avatar
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0 answers
9 views

Checking if the relationship between a composite score and its components across variates covariates

I have created a continuous composite score, C, which consists of scores A + B. I have a predictor variable, D. This would produce 3 different regression formulas, where predictor D has a coefficient ...
Ronald Sanchez's user avatar
0 votes
1 answer
40 views

Power of One Sided t-test

Let $X_1, \ldots, X_n$ be a sample from $N(\mu, \sigma^2)$ for unknown $\mu \in \mathbb{R}$ and unknown $\sigma > 0$. Fix $\mu_0 \in \mathbb{R}$. The one-sided hypothesis is $H_0: \mu \leqslant \...
温泽海's user avatar
  • 447
0 votes
0 answers
7 views

How can I use a neural network to choose a subset of features from a dataset? [duplicate]

Suppose my dataset has 256 features. Right now, what I can think of is this: Create an NN model like this: a. create a sequential model b. add a Conv1D layer c. add a flatten layer d. add 1024 dense ...
user366312's user avatar
  • 2,195
5 votes
1 answer
384 views

Related low p-values that do not meet statistically significant thresholds

If I were to have multiple related measures, each with "low" p-values that do not quite meet the threshold of significance, could the fact that multiple measures produce a general trend with ...
Jaxton Winder's user avatar
0 votes
0 answers
5 views

Using scale pos weight and non 0.5 cut off score for a look-alike model

I'm working on a classification problem where I'm trying to identify look-alikes of Class 1 in Class 0. Class 1 and Class 0 are established based on type of product customers use. Basically, Class 1 ...
user3437212's user avatar
8 votes
1 answer
550 views

How should I analyse TV episode popularity while accounting for time?

I have a toy dataset which contains TV episodes, the date they were released and how many streams they have received: episode date streams The Shadow Realm 2024-03-08 5987 The Forbidden Tome 2024-...
Jay Bee's user avatar
  • 183
0 votes
0 answers
14 views

Significance of the coefficients of a multinomial mixed regression built with npmlt function

I fitted (using npmlt function) a mixte multinomial regression model which ran without errors. I expected that the outputs of the model include p-values that I didn't find. My need now is that someone ...
Romaine TCHEDJI's user avatar
1 vote
1 answer
34 views

Issue with bootstrap confidence and prediction intervals of mixed effects model predictions

Recently I have asked a question on how to generate meaningful bootstrap confidence and prediction intervals for mixed effect models predictions in R using bootMer ...
Marco's user avatar
  • 33
0 votes
1 answer
54 views

Can I utilise time series properties of the data, WITHOUT creating lags?

I am working on a project where the train and test sets are given to me. The data (stock returns) is time series by nature, but the point is that I cannot create lags because that would mean ...
insipidintegrator's user avatar
0 votes
0 answers
5 views

Why the different default parameters for scikit-learn gradient boosting classifiers? (GradientBoostingClassifier and HistGradientBoostingClassifier)

Why do gradient boosting classifiers (GradientBoostingClassifier) and histogram-based gradient boosting classifiers (HistGradientBoostingClassifier) have significantly different default hyperparameter ...
Grendel13G's user avatar
1 vote
0 answers
13 views

Conditional variance of random walk with given start points and ending points

If I have a random walk with 0 drift and I observe that $X_1 = x_1$ and $X_k = x_k$, bu I don't have all the points from $X_i$ for $i \in \{2, ..., k-1 \}$, how do I estimate them and given an CI? I ...
The One's user avatar
  • 215
0 votes
0 answers
24 views

Test/validation set

I've been having a discussion with colleagues and wanted to seek your input. If I'm using holdout and cross-validation to build and test my models. In this process, the training set is used to tune ...
John Doe's user avatar
  • 101
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0 answers
20 views

How to derive instant-dependent regret for KL-UCB bandit?

I was reading KL-UCB algorithm for bandit with Bernoulli reward from Bandit Algorithms book by Lattimore (Section 10.2), and the regret provided by the algorithm is instant-dependent and it depends on ...
Amin's user avatar
  • 693
2 votes
0 answers
21 views

Using whole training set for choosing model

I am working on a classification problem with what I understand as a big dataset. I have first of all splitted it in my "train" dataset and the "test" one. (Actually I am convinced ...
Videgain's user avatar
0 votes
0 answers
11 views

Bound of operator norm for Gaussian ensemble (wainwright example 6.2)

Consider $W \in \mathbb{R}^{n \times d}$ generated with i.i.d. $N(0,1)$ entries, theorem 6.1 in the Martin Wainwright HDS implies that $$ \frac{\sigma_\max(W)}{\sqrt{n}} \leq 1 + \delta + \sqrt{\frac{...
Mondayisgood's user avatar
1 vote
0 answers
11 views

What standard population to use in my epidemiological study?

I need to standardized my mortality rations. for the period 2000-2022 in one European country. However, I am not use what standard population to use? Is Sagi outdated? In addition, I find this ...
aleksandar_m's user avatar
0 votes
0 answers
21 views

Proof of Strong consistency of Beta posterior distribution

Suppose that we have random variable $X_{1}, X_{2}, ..., X_{n} \sim^{iid} \text{Bernoulli}(p_{0})$ with $p_{0}$ true unknown probability in $[0,1]$. Now, I want to implement Bayesian machinery to ...
Fiodor1234's user avatar
  • 2,286
0 votes
0 answers
49 views
+50

Anomaly detection for Multivariate Time-Series data from multiple sensors

I work with tabular time-series data from multiple sensors and my goal is to detect abnormal behavior in battery discharge. Here is an example of data (example contains records only for one device ...
mz2300's user avatar
  • 51
0 votes
3 answers
34 views

Compare the proportion of multiple diseases between 2 groups

I'm conducting an analysis on data derived from two groups subjected to different environmental conditions. Here's a brief overview: Group A: 750 individuals exposed to smoke. Group B: 1500 ...
nhaus's user avatar
  • 27
0 votes
0 answers
22 views

Very Specific Plateaus in Time Series Data

I am looking at time series data of the depth of water in different pipes. There is a rare occurrence where extreme amounts of water are trying to get into the pipe, but since it is full the water ...
monkey's user avatar
  • 1
2 votes
0 answers
84 views

Link between Cross-entropy and MLE

There are numerous material that show the relationship between MLE and cross-entropy. Typically, these are the steps taken to show the relationship for a I.I.D data generating process $D = (X,Y)$: $$ ...
spie227's user avatar
  • 65
0 votes
0 answers
9 views

Covariance of multivariate negative binomial with random effects

I am fitting a negative binomial-2 regression model where there is a multivariate normal random effects term. I would like to find an equation for the covariance of two outcomes. In "the ...
Nick Link's user avatar
1 vote
0 answers
6 views

energy efficiency and time for a SIMD broadcast systolic data flow deep neural network

Im trying to understand why memfetch is multiplied by km(L+1)/8 instead of NMACS which is 8 and also what is meant by systolic clk increment Consider a fully connected layer. Let • X ∈ RK×L real 32bit ...
Mohamed Insaf's user avatar
3 votes
1 answer
37 views

Calculating effect size

We have conducted a systematic review to investigate the effectiveness of a treatment for a psychological disorder. We aim to report effect sizes and p values of the reviewed studies but one study has ...
Ryan Asadabadi's user avatar
0 votes
1 answer
31 views

Estimate Weibull Shape and Scale function from lifetable data in R

I am trying to calculate a Weibull function departing from an actuarial life table using R. I have tried to transform life table data into individual patient data and then fit a Weibull using flexsurv ...
r1000's user avatar
  • 11
2 votes
1 answer
35 views

Forecasting Survival Analysis

I use the Kaplan-Meier estimator to represent survival functions between two groups. Suppose I have X events at a given time t. How can I predict time t+k to obtain X+i events? As with time series, is ...
Guillaume's user avatar
1 vote
0 answers
9 views

Understanding Volatility Clustering: Conditional or Unconditional Variance?

A stylized fact observed in financial time series is volatility clustering. Volatility clustering is commonly described as the fact that large changes in asset prices are followed by large changes, ...
Monolite's user avatar
  • 1,485
0 votes
1 answer
23 views

Time related categorical variable for cox regression

I am trying to fit a Cox regression model to my time-to event data and besides other subject specific variables, I have two specific calendar dates that I want to analyze the effect of. For these two ...
smgtkn's user avatar
  • 15
1 vote
2 answers
32 views

Looking for a statistical test for significance of association between a treatment and non-mutually exclusive categories

I am looking for a statistical test which will give a p value for the association between a treatment and two potentially co-occurring labels: I have two categories of cells: state A and state B. A ...
Richard's user avatar
  • 11
4 votes
2 answers
131 views

Help developing intuition behind sufficient statistics (Casella & Berger) [duplicate]

Migrated from MSE I am trying to understand the following intuition for sufficient statistics in Casella & Berger (2nd edition, pg. 272): A sufficient statistic captures all of the information ...
Aaron Hendrickson's user avatar
1 vote
1 answer
65 views

Which statistical test would you recommend for this experimental design?

I measured the percentage of individuals that crossed an averisve barrier at six different time points for four different genotypes. The barrier is made out of an aversive substance that the control ...
MarsC's user avatar
  • 23
0 votes
0 answers
15 views

Convert any arbitrary window into a tskernel in R [closed]

Although,this question looks like a programming query, it needs a good understanding of the underlying statistics. For instance, although in my comment I have posted that I no longer see the error, I ...
user2338823's user avatar
0 votes
0 answers
9 views

Hazard ratio scale to Z-score scale - Freidlin Boundaries

In the paper A general inefficacy interim monitoring rule for randomized clinical trials, they propose boundaries for interim analyses using the hazard ratios. These boundaries are illustrated in an ...
Márcio Augusto Diniz's user avatar
0 votes
0 answers
14 views

An example problem of converting a maximum likelihood problem into a restricted maximum likelihood problem

I have a question about this derivation. What is an example value of the actual matrix $A'$ such that $A'X=0$, $A'A=I$, and $\frac{1}{n}\Sigma((A'Y_{i}-mean(A'Y))^{2}=\frac{1}{(n-1)}\Sigma((Y_{i}-...
A Friendly Fish's user avatar

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