User athos

12 votes

2 answers

3k views

Goodness of fit test: question about Anderson–Darling test and Cramér–von Mises criterion

asked Aug 30, 2013 at 10:41

5 votes

1 answer

3k views

How to decompose a distribution with two peaks?

asked Jul 25, 2013 at 4:46

5 votes

1 answer

6k views

How to generate time series with correlation and autocorrelation?

asked Jan 9, 2017 at 12:39

4 votes

1 answer

2k views

Is there a numerical solution to a mixture model of two normal distributions?

asked Aug 5, 2013 at 11:10

3 votes

0 answers

187 views

What is the criterion of model validation?

asked Aug 21, 2013 at 12:23

2 votes

0 answers

595 views

Is there anything similar to Central Limit Theorem for Variance for Hypothesis Testing?

asked Aug 29, 2013 at 4:00

2 votes

2 answers

657 views

Maximum likelihood estimation get biased by fat-tail samples identifying mixture model of 2 normal distributions

asked Aug 5, 2013 at 11:45

2 votes

1 answer

240 views

which distributions have high "Fat Tail Ratio"?

asked Aug 20, 2013 at 1:48

2 votes

1 answer

68 views

Control lines that converge?

asked Jul 29, 2013 at 0:45

2 votes

2 answers

185 views

Seasonality criterion?

asked Jul 30, 2013 at 10:13

1 vote

0 answers

540 views

how to derive Kolmogorov distribution $K_\alpha$ for big n?

asked Sep 14, 2013 at 3:51

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11 Questions

Goodness of fit test: question about Anderson–Darling test and Cramér–von Mises criterion

How to decompose a distribution with two peaks?

How to generate time series with correlation and autocorrelation?

Is there a numerical solution to a mixture model of two normal distributions?

What is the criterion of model validation?

Is there anything similar to Central Limit Theorem for Variance for Hypothesis Testing?

Maximum likelihood estimation get biased by fat-tail samples identifying mixture model of 2 normal distributions

which distributions have high "Fat Tail Ratio"?

Control lines that converge?

Seasonality criterion?

how to derive Kolmogorov distribution $K_\alpha$ for big n?