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57 votes
8 answers
7k views

Why continue to teach and use hypothesis testing (when confidence intervals are available)?

Why continue to teach and use hypothesis testing (with all its difficult concepts and which are among the most statistical sins) for problems where there is an interval estimator (confidence, ...
Washington S. Silva's user avatar
1 vote
2 answers
2k views

How to pull data formatted for Matlab into R?

I just ran a vendor-supplied program that converts data from their proprietary binary format to what they call a "Matlab format". There are two resulting files from the conversion, a "filename.dat" ...
cpuguru's user avatar
  • 111
17 votes
1 answer
1k views

What is the expected value of modified Dirichlet distribution? (integration problem)

It is easy to produce a random variable with Dirichlet distribution using Gamma variables with the same scale parameter. If: $ X_i \sim \text{Gamma}(\alpha_i, \beta) $ Then: $ \left(\frac{X_1}{\...
Łukasz Lew's user avatar
  • 1,412
82 votes
6 answers
153k views

What are i.i.d. random variables?

How would you go about explaining i.i.d (independent and identically distributed) to non-technical people?
user333's user avatar
  • 7,261
15 votes
2 answers
17k views

Simulation of ARIMA (1,1,0) series

I have fitted the ARIMA models to the original time series, and the best model is ARIMA(1,1,0). Now I want to simulate the series from that model. I wrote the simple AR(1) model, but I couldn't ...
Wazir's user avatar
  • 743
1 vote
1 answer
1k views

How to interpret ADF-test optimal lag model reduction?

I was looking at howto figure out the optimal lag order for an ADF-test when I came across this PPT presentation. There are two examples of a ADF-test model reduction, one on p23 and one on p36. I ...
c00kiemonster's user avatar
1 vote
1 answer
170 views

Getting rid of file download warning in SAS [closed]

I create SAS output in .rtf format and the File Download warning pops up each time. I need to turn this off for all files that I create. How?
user3085's user avatar
9 votes
1 answer
3k views

The code variable in the nlm() function

In R there is a function nlm() which carries out a minimization of a function f using the Newton-Raphson algorithm. In particular, that function outputs the value of the variable code defined as ...
ocram's user avatar
  • 22.2k
4 votes
2 answers
4k views

How to do a logistic regression with the results of different factor analysis methods

I have a large amount of variables (24) to predict a Y/N value, and I would like help for writting a procedure that automatically tries the different results of the factor selection to see how good ...
mariana soffer's user avatar
6 votes
1 answer
484 views

Any good reference books/material to help me build a txn level fraud detection model?

I am looking for a book/case study etc on how to build a fraud detection model at the transaction level. Something applied rather than theoretical would be really helpful.
user avatar
7 votes
2 answers
3k views

How do you solve a Poisson process problem

During an article revision the authors found, in average, 1.6 errors by page. Assuming the errors happen randomly following a Poisson process, what is the probability of finding 5 errors in 3 ...
Queops's user avatar
  • 471
8 votes
1 answer
491 views

Minimum tickets required for specified probability of winning lottery

In a lottery, 1/10 of the 50 000 000 tickets give a prize. What is the minimum amount of tickets one should buy to have at least a 50% chance to win? Would be very glad if you could explain your ...
Queops's user avatar
  • 471
6 votes
3 answers
35k views

zscore function in R [closed]

I am unable to get the zscore function to work. When I try to call it, I get the following error: ...
GKED's user avatar
  • 413
15 votes
2 answers
11k views

Calculating p-value from an arbitrary distribution

I hope this isn't a silly question. Let's say I have some arbitrary continuous distribution. I also have a statistic, and I'd like to use this arbitrary distribution to get a p-value for this ...
Alan H.'s user avatar
  • 5,189
2 votes
1 answer
2k views

How to detect patterns between fields of a distribution in SPSS?

Suppose I have the following simplified distribution: ...
Tom's user avatar
  • 509
9 votes
3 answers
3k views

How can I speed up calculation of the fixed effects in a GLMM?

I'm doing a simulation study which requires bootstrapping estimates obtained from a generalized linear mixed model (actually, the product of two estimates for fixed effects, one from a GLMM and one ...
B R's user avatar
  • 297
67 votes
6 answers
21k views

Efficient online linear regression

I'm analysing some data where I would like to perform ordinary linear regression, however this is not possible as I am dealing with an on-line setting with a continuous stream of input data (which ...
mikera's user avatar
  • 1,015
17 votes
2 answers
396 views

Is "every blue t-shirted person" a systematic sample?

I'm teaching an intro stats class and was reviewing the types of sampling, including systematic sampling where you sample every kth individual or object. A student asked if sampling every person ...
drury's user avatar
  • 303
21 votes
7 answers
6k views

Is median fairer than mean?

I recently read the advice that you should generally use median not mean to eliminate outliers. Example: The following article http://www.amazon.com/Forensic-Science-Introduction-Scientific-...
Roland Kofler's user avatar
10 votes
1 answer
3k views

How could a Tukey HSD test be more signif then the uncorrected P value of t.test?

I came by the post "Post-hoc Pairwise Comparisons of Two-way ANOVA" (responding to this post), which shows the following: ...
Tal Galili's user avatar
  • 21.8k
31 votes
4 answers
8k views

An adaptation of the Kullback-Leibler distance?

Look at this picture: If we draw a sample from the red density then some values are expected to be less than 0.25 whereas it is impossible to generate such a sample from the blue distribution. As a ...
ocram's user avatar
  • 22.2k
3 votes
0 answers
158 views

Kavosh uses a different switching process in its MCMC; how concerned should I be?

Kavosh is a recent package designed for network motif discovery. To give a comparison, Kavosh generates a collection of similar networks using an MCMC process. The networks in consideration are ...
Douglas S. Stones's user avatar
6 votes
2 answers
595 views

If correlation between two variables is affected by a factor, how should I evaluate this correlation?

Here is my example. Supose we evaluate a characteristic using two different methods (a and b) and we want to study if both methods performs in a same way. We also know that these two measures have ...
Manuel Ramón's user avatar
15 votes
5 answers
3k views

Best distance measure to use to compare vectors of angles

Context I have two sets of data that I want to compare. Each data element in both sets is a vector containing 22 angles (all between $-\pi$ and $\pi$). The angles relate to a given human pose ...
Josh's user avatar
  • 605
3 votes
0 answers
569 views

What is a good statistical test for independent replicates?

I have a series of measurements in which something is sampled and placed into either category 1 or category 2. I have 3x2x3 factors for each set of measurements, and each set of measurements is done ...
Dave's user avatar
  • 439
6 votes
3 answers
18k views

Plotting a heatmap given a dendrogram and a distance matrix in R

I have dendrogram and a distance matrix. I wish to compute a heatmap -- without re-doing the distance matrix and clustering. Is there a function in R that permits this?
Darren J. Fitzpatrick's user avatar
1 vote
3 answers
343 views

How to find the best input value for this simple problem? [closed]

Suppose I have a neural network, with input variables $a, b, c, d, f, g$ and output variables$ m, n, o, p, q$. Given different input values, the neural network will output corresponding $m, n, o, p, ...
zhang's user avatar
  • 161
1 vote
3 answers
4k views

Displaying regression results in MATLAB

Along the same lines as this question, is there a nice way to display regression results in MATLAB from a single or many regressions in table or graph form?
Rich C's user avatar
  • 113
0 votes
0 answers
356 views

What are the most dangerous concepts in the practice of data analysis?

There are a few things that are heavily used in the practice of statistics, data analysis, etc. and that form the common canon of education, yet everybody knows they are not exactly true, useful, well-...
Joseph Tanenbaum's user avatar
6 votes
3 answers
2k views

What university level statistics courses are considered advanced/hard?

I've recently been looking for top-of-the-line statisticians in a recruiting process for our company. Myself, I'm a Physics Engineering major. I gather that great mathematical statisticians have ...
John Sjölander's user avatar
18 votes
2 answers
7k views

Exponential weighted moving skewness/kurtosis

There are well-known on-line formulas for computing exponentially weighted moving averages and standard deviations of a process $(x_n)_{n=0,1,2,\dots}$. For the mean, $\mu_n = (1-\alpha) \mu_{n-1} + \...
Chris Taylor's user avatar
  • 3,712
13 votes
2 answers
7k views

Censoring/Truncation in JAGS

I observe a bivariate mixture normal where the X values have measurement error. I would like to model the true underlying 'means' of the observed censored values. \begin{align*} \lceil x_{\text{true}}...
Glen's user avatar
  • 7,450
1 vote
1 answer
2k views

Fitting normal distribution to given quantiles

Hey everyone, thanks for taking the time to look at this question. This is pretty simple, and I understand statistics quite well, but I think I'm not wrapping my head around the words, it seems to me ...
JW2's user avatar
  • 173
12 votes
2 answers
7k views

Split-Plot ANOVA: model comparison tests in R

How can I test effects in a Split-Plot ANOVA using suitable model comparisons for use with the X and M arguments of ...
caracal's user avatar
  • 12.1k
2 votes
1 answer
4k views

Fill colors in Gnuplot [closed]

I am doing some histogram rowstacked plots using the gnuplot command ...
Matachana's user avatar
  • 141
17 votes
2 answers
9k views

Aggregating results from linear model runs R

Since regression modeling is often more "art" than science, I often find myself testing many iterations of a regression structure. What are some efficient ways to summarize the information from these ...
Chase's user avatar
  • 3,083
7 votes
2 answers
5k views

cforest and randomForest classification prediction error

I used cforest and randomForest for a 300 rows and 9 columns dataset and received good (almost overfitted - error equal to zero) results for randomForest and big prediction errors for cforest ...
42n4's user avatar
  • 246
18 votes
1 answer
21k views

Correlation of log-normal random variables

Given $X_1$ and $X_2$ normal random variables with correlation coefficient $\rho$, how do I find the correlation between following lognormal random variables $Y_1$ and $Y_2$? $Y_1 = a_1 \exp(\mu_1 T +...
user862's user avatar
  • 2,759
1 vote
1 answer
2k views

Strategy for analysing stock history data from multiple files with SPSS

I have a folder with a hundred comma separated files (CSVs) of which the filename equals a company stock exchange followed by it's symbol, delimited with a "_", eg: NASDAQ_MSFT.csv Each file contains ...
Tom's user avatar
  • 509
3 votes
2 answers
1k views

3d Kolmogorov-Smirnov test

Can the KS3D2 test as suggested by Fasano and Franceschini (1987) be used when one of the three variables take discrete values between 0-40? The other two variables are continuous.
user avatar
4 votes
0 answers
1k views

Simulate Arellano-Bond

I have fitted a dynamic panel data model with Arellano-Bond estimator in gretl, here is the output: ...
teucer's user avatar
  • 2,061
6 votes
1 answer
5k views

Estimate the Kullback-Leibler divergence

I would like to be sure I am able to compute the KL divergence based on a sample. Assume the data come from a Gamma distribution with shape=1/.85 and scale=.85. set.seed(937) theta <- .85 x <- ...
ocram's user avatar
  • 22.2k
13 votes
2 answers
504 views

Exploratory analysis of spatio-temporal forecast errors

The data: I have worked recently on analysing the stochastic properties of a spatio-temporal field of wind power production forecast errors. Formally, it can be said to be a process $$ \left (\epsilon^...
robin girard's user avatar
  • 6,755
1 vote
2 answers
1k views

Trend detection quantitative models [closed]

What are the best quantitative models for trend detection? I.e. market trend.
user avatar
8 votes
1 answer
351 views

What are the major machine learning theories that maybe used by Twitter for suggesting followers?

What are the major machine learning theories that maybe used by Twitter for suggesting followers?
bit-question's user avatar
  • 2,827
3 votes
1 answer
931 views

How should I design a database for multi-year data analysis with JMP?

I'm building a database of economic and political indicators provided by the World Bank and other similar sources. I would like to run uni- and multivariate analysis of these indicators over the past ...
Andrew's user avatar
  • 581
8 votes
2 answers
43k views

Efficient way to populate matrix in R? [closed]

Given a table comprising three columns, 1 2 0.05 1 3 0.04 2 3 0.001 and a matrix with defined dimensions, ...
Darren J. Fitzpatrick's user avatar
10 votes
2 answers
15k views

Calculating and interpreting effect sizes for interaction terms

Can an effect size be calculated for an interaction effect in general and more specifically using the F-statistic and its associated degrees of freedom? If yes, should this be done and what is the ...
user avatar
4 votes
1 answer
164 views

Statistical analysis of mutant proteins sequences

Let's say that there is a table like the one below, where for each mutant (A, B, C, etc.) protein or peptide we have a binding and a functional information (true/false) column, and for each amino acid ...
SwatchPuppy's user avatar
2 votes
2 answers
360 views

Optimizing the ending rule of gradient method

My intuition says that the third equation must be "the length of the gradient squared less than epsilon". $x_{k+1} = x_k - f(x_k)$ $x_{k+1} = x_k + 1$ $|f(x_k)|^2 < \epsilon$ However, I am not ...
Léo Léopold Hertz 준영's user avatar

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