11 votes

Nonparametric Order Statistics - Does this Exist?

"Hey, Dave, how likely is it that my second-largest measurement is at least five?" "What are you measuring?" "Could be anything!" "If you're measuring the number ...
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6 votes

Nonparametric Order Statistics - Does this Exist?

This was formerly a comment, but per your comment, I expanded it a bit. For a sample of size $n=2,$ there are two order statistics min and max. Obviously, the parent distribution influences the ...
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  • 50.8k
5 votes
Accepted

Upper bound for random correlation

As discussed here, the sampling distribution of correlation for uncorrelated Gaussian variables covers the entire range of $[-1,1]$. While you have not assumed Gaussian variables, you have not ruled ...
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  • 32.4k
1 vote

Sampling from bivariate conditional distribution

Once one observes the realisation $$X_1 = x_1, ..., X_o=x_o$$ the values $x_1,\ldots,x_o$ are fixed and known. Hence the conditional cdf (I assume this is a cdf) $$F(y_1, y_2 |X_1 = x_1, ..., X_o=x_o)$...
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1 vote

How to find the marginal prior distribution?

If we further assume that $\beta \ \bot \ \eta | \zeta$ you have the conditional density $p(\beta|\zeta,\eta) = p(\beta|\zeta) = f(\beta,\zeta)$, which then lets you expand the joint density as: $$\...
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  • 97.2k
1 vote

Python : How to Generate positive number with a given standard deviation and mean within 0-1?

Beta-distribution is naturally limited to (0, 1) and can be alternatively parametrised by mean and variance. For example: ...
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  • 6,363
1 vote

Sub-sampling a dataset to a different target distribution without replacement - bias correction?

It looks like you are trying to use importance sampling, which is the technique that I would have suggested for this problem. First, a note: your implementation is different to the usual way of ...
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