User Thomas Lumley

55 votes

Accepted

Can mean be less than half of median if all numbers are non-negative?

mean median

answered Mar 26 at 3:14

52 votes

Accepted

Which distribution has its maximum uniformly distributed?

distributions extreme-value

answered Sep 3, 2020 at 7:24

30 votes

Intuition of Random Walk having a constant mean

r time-series expected-value stationarity random-walk

answered Apr 29, 2021 at 6:17

23 votes

Accepted

Is there a name for applying estimation at a lower level of aggregation, and is it necessarily problematic?

disaggregation

answered Nov 25, 2020 at 5:31

21 votes

Accepted

Proving Ridge Regression is strictly convex

regression multiple-regression ridge-regression constraint

answered Nov 3, 2020 at 5:18

21 votes

In cluster analysis, how does Gaussian mixture model differ from K Means when we know the clusters are spherical?

clustering k-means gaussian-mixture-distribution

answered Sep 28, 2020 at 6:21

19 votes

Accepted

Why do I see a pattern in the residuals in this well specified model?

least-squares residuals assumptions diagnostic

answered May 20, 2021 at 8:40

15 votes

Optimizing OLS with Newton's Method

regression optimization least-squares convergence

answered Mar 16, 2021 at 4:47

13 votes

Accepted

Mean is not a sufficient statistic for the normal distribution when variance is not known?

normal-distribution sufficient-statistics

answered Jul 18, 2021 at 7:22

13 votes

Accepted

If I know the density I'm estimating is symmetric about 0, how to impose this restriction in my kernel density estimator?

density-function kernel-smoothing symmetry

answered Aug 8, 2020 at 5:26

13 votes

Accepted

Uniform posterior on bounded space vs unbounded space

bayesian posterior

answered Aug 16, 2020 at 3:49

13 votes

What is the probability of 4 person in group of 18 can have same birth month?

probability birthday-paradox

answered Jun 15, 2020 at 1:34

12 votes

Why maximum a posterior, not maximum posterior?

bayesian maximum-likelihood terminology map-estimation

answered Nov 24, 2021 at 6:45

12 votes

Accepted

How to transform one Poisson distributed random variable to another with a different mean?

probability distributions

answered Jun 14, 2020 at 6:21

12 votes

Accepted

Consistent estimator - consistent with what exactly?

regression terminology causality unbiased-estimator consistency

answered Oct 23, 2020 at 1:18

11 votes

Taylor expansion in Hoeffding's Lemma proof

inequality taylor-series hoeffdings-inequality

answered May 27 at 7:43

11 votes

Examples of Simpson's Paradox being resolved by choosing the aggregate data

model-selection simpsons-paradox

answered Jul 22, 2020 at 20:59

11 votes

(Why) Is absolute loss not a proper scoring rule?

machine-learning classification loss-functions supervised-learning scoring-rules

answered Jun 23, 2020 at 23:45

10 votes

Accepted

Why is the correlation coefficient always smaller than $1$ and bigger than $-1$?

correlation standard-deviation covariance

answered Aug 26, 2021 at 21:50

10 votes

The "Amazing Hidden Power" of Random Search?

neural-networks sampling optimization stochastic-processes gradient-descent

answered Jan 21 at 5:20

10 votes

Accepted

Underestimation of standard error

probability mathematical-statistics standard-deviation standard-error

answered Jun 7, 2021 at 0:38

10 votes

Can someone explain the importance of mean stationarity in time series?

time-series stationarity intuition

answered Jun 1, 2020 at 6:26

10 votes

Obtaining the correct Log-likelihood function

mathematical-statistics maximum-likelihood

answered Oct 24, 2020 at 1:52

9 votes

How can a statistician who has the data for a non-normal distribution guess better than one who only has the mean?

mean sufficient-statistics games

answered Jul 19, 2021 at 3:50

9 votes

Accepted

Can a non-normal distribution have the same mean and median?

probability distributions

answered Aug 16, 2021 at 8:00

9 votes

CDF of maximum of $n$ correlated normal random variables

correlation normal-distribution extreme-value

answered Sep 17, 2021 at 7:19

9 votes

Accepted

Why GEE estimates are smaller than GLMM?

generalized-linear-model glmm generalized-estimating-equations

answered Sep 6, 2020 at 7:01

9 votes

How to fit this linear regression with constraints?

regression multiple-regression linear

answered Jun 5, 2020 at 2:42

9 votes

Limitations of Shapiro test

r statistical-significance multiple-regression outliers shapiro-wilk-test

answered Jun 10, 2020 at 7:52

9 votes

Accepted

Why is the correlation between independent variables/regressor and residuals zero for OLS?

correlation least-squares covariance

answered Jun 26, 2020 at 1:13

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611 Answers

Can mean be less than half of median if all numbers are non-negative?

Which distribution has its maximum uniformly distributed?

Intuition of Random Walk having a constant mean

Is there a name for applying estimation at a lower level of aggregation, and is it necessarily problematic?

Proving Ridge Regression is strictly convex

In cluster analysis, how does Gaussian mixture model differ from K Means when we know the clusters are spherical?

Why do I see a pattern in the residuals in this well specified model?

Optimizing OLS with Newton's Method

Mean is not a sufficient statistic for the normal distribution when variance is not known?

If I know the density I'm estimating is symmetric about 0, how to impose this restriction in my kernel density estimator?

Uniform posterior on bounded space vs unbounded space

What is the probability of 4 person in group of 18 can have same birth month?

Why maximum a posterior, not maximum posterior?

How to transform one Poisson distributed random variable to another with a different mean?

Consistent estimator - consistent with what exactly?

Taylor expansion in Hoeffding's Lemma proof

Examples of Simpson's Paradox being resolved by choosing the aggregate data

(Why) Is absolute loss not a proper scoring rule?

Why is the correlation coefficient always smaller than $1$ and bigger than $-1$?

The "Amazing Hidden Power" of Random Search?

Underestimation of standard error

Can someone explain the importance of mean stationarity in time series?

Obtaining the correct Log-likelihood function

How can a statistician who has the data for a non-normal distribution guess better than one who only has the mean?

Can a non-normal distribution have the same mean and median?

CDF of maximum of $n$ correlated normal random variables

Why GEE estimates are smaller than GLMM?

How to fit this linear regression with constraints?

Limitations of Shapiro test

Why is the correlation between independent variables/regressor and residuals zero for OLS?