3
votes
Understanding the concept of "Bounded in probability"
We may depict the relevant distributional properties of any sequence of random variables by plotting the distribution functions of their absolute values. Such functions have values between $0$ and $1,...
2
votes
In elastic net regularisation, will dividing the OLS term the number of observations cause misleading results when cross-validating?
It's correct that when the sample size is fixed, there is not a difference between the two statements of the optimization problem.
Your demonstration in the revised question makes it clear that the ...
2
votes
Proof of statistical assumptions behind the methods or tests
A lot of older applied statistics and econometrics textbooks start with a wide range of assumptions, without always making them clear. Readers then learn a wide range of tools based on (possibly ...
2
votes
Proof of statistical assumptions behind the methods or tests
Understanding derivations (and how the assumptions are used in those derivations) is definitely helpful when using statistics. It can also make it a lot easier when you are trying to figure out how ...
2
votes
What is the impact of duplicate data on the variance of regression coefficient?
The coefficients themselves will no change.
Imagine you perform the analysis on the first dataset, and plot the regression line with the datapoints around the regression line.
Now what would happen if ...
1
vote
What is meaning of such notations in general?
$$\mathbb{E}_{(\mathbf{u}, \mathbf{\sigma}, \mathbf{Y}_0)\sim N(0,1)\otimes \mu_D\otimes N(0,1)}\left[ e^{\mathbf{\sigma} t}\mathbf{Y}_0\mathbf{u}\right]=\int\int\int e^{\mathbf{\sigma} t}\mathbf{Y}_0\...
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