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Results tagged with mathematical-statistics
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user 18528
Mathematical theory of statistics, concerned with formal definitions and general results.
17
votes
1
answer
10k
views
Question about sample autocovariance function
I'm reading a time series analysis book and the formula for sample autocovariance is defined in the book as:
$$\widehat{\gamma}(h) = n^{-1}\displaystyle\sum_{t=1}^{n-h}(x_{t+h}-\bar{x})(x_t-\bar{x})$ …
- 5,907
2
votes
Accepted
The derivation of the Mahalanobis distance formula
I got answered to a similar question (regarding ellipsoids) on math.stackexchange which covers this question:
https://math.stackexchange.com/questions/428064/distance-of-a-test-point-from-the-center- …
- 5,907
3
votes
1
answer
3k
views
The derivation of the Mahalanobis distance formula [closed]
I recently asked about the Mahalanobis distance and I got pretty good answers in this post:
Bottom to top explanation of the Mahalanobis distance?
I think I got the idea, but what I still felt miss …
- 5,907
18
votes
3
answers
12k
views
Book recommendations for beginners about probability distributions
I'm studying machine learning and every book I open I bump into chi-squared distribution, gamma-function, t-distribution, Gaussian, etc.
Every book I have opened so far only defines what the distrib …
1
vote
1
answer
40
views
The interpretation of the term "uncertainty" in statistics vs. information theory vs. machin...
I have an ensemble model consisting from multiple classifiers and I wish to quantify the uncertainty of the predictions the ensemble model makes. From an information theory / machine learning perspect …
- 5,907
187
votes
10
answers
126k
views
Bottom to top explanation of the Mahalanobis distance?
I'm studying pattern recognition and statistics and almost every book I open on the subject I bump into the concept of Mahalanobis distance. The books give sort of intuitive explanations, but still no …
- 5,907