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4 votes
1 answer
281 views

How to prove that the posterior of the regression coefficients $\mathbf{w}$ is roughly gaussian in MAP regularized logistic regression?

3 votes
0 answers
34 views

Is it possible to build a confidence interval a covariance matrix or bootstrap samples of observed covariance matricies?

2 votes
1 answer
32 views

Is the score-function (gradient of likelihood function) a random-variable?

2 votes
1 answer
39 views

Is true that the sampling distribution of $\ln \left(\chi^{2}\right)$ converges to normality much faster than the sampling distribution of $\chi^{2}$?

2 votes
2 answers
48 views

Does KNN fail if the test data have no epsilon close nearest neighbors to the training data?

2 votes
1 answer
180 views

Why does ridge regression only have one hyperparameter $\lambda$?

2 votes
1 answer
17 views

Should one examine the cross-correlation plot to rule out performing Granger causality test?

2 votes
2 answers
35 views

Is it possible to describe a AR(1) process as stable in terms of a stability triangle?

2 votes
1 answer
41 views

How to eliminate constant to derive the decision rule in terms of the sufficient statistic $\bar{X}$ for normal distribution means hypothesis test?

1 vote
1 answer
25 views

Is vector-autoregression applicable to two series with Granger causality and cross-correlation that has multiple modes, both negative and positive?

1 vote
1 answer
115 views

Bias correction for MLE of mean of geometric random variable

1 vote
0 answers
24 views

What Lp distance should one use to calculate distance between weight vectors or vectors of regression coefficient to check convergence? [closed]

1 vote
0 answers
31 views

Is the difference between SGD and GD really in the summation? [duplicate]

1 vote
0 answers
27 views

Why do we have a Neyman-Pearson lemma for type one error but not an analogous one for precision and recall of a classifier?

1 vote
1 answer
28 views

Do Vector Autoregression models have the same p, and q order terms as a ARMA model or same number of ACF/PACF?

1 vote
1 answer
16 views

What is the probability of two people who hit with probabilities p and q neither hitting their targets?

1 vote
0 answers
18 views

Is there an analog of Lehman-Scheffe theorem for Bayes/MAP/biased estimators?

1 vote
1 answer
46 views

Does there always exist for n small, a non-chi-squared test-statistic for the likelihood-ratio (neyman-pearson, karlin-rubin), score, and wald-tests?

1 vote
1 answer
21 views

May the cumulative distribution function be used to calculate the inter-quartile range and vise-versa?

1 vote
0 answers
46 views

Why are there n interpretations of probability, yet only two of those interpretations led to philosophies in statistical inference?

0 votes
0 answers
46 views

Is the Hydrogen Electron wave-function related to a Bernoulli or binomial distribution in any way?

0 votes
0 answers
14 views

May we choose the confidence interval's width or credible interval'swidth based on a loss-function or cross-validation?

0 votes
4 answers
47 views

Why is the probability of pulling two oranges out of a basket without replacement not zero or one but rather $\frac{6}{11}$?

0 votes
0 answers
17 views

Is the Karlin-Rubin theorem test the same as a one-sided monotone likelihood-ratio test?

0 votes
0 answers
21 views

Request a geometric proof that difference of sample-means has additive variance larger than the components?

0 votes
0 answers
31 views

How does one prove each of these formulas from Stata for means and proportions power analysis?

0 votes
0 answers
32 views

Do wald and score-tests work when we have nuisance parameters?

0 votes
0 answers
18 views

Is the intercept term in a simple linear regression a nuisance parameter when we want to test whether the slope is different from zero?

0 votes
0 answers
16 views

What's the difference between game-theory and decision theory in statistical inference? [closed]

0 votes
0 answers
14 views

How does the Cross-Correlation Function of these two series suggest "bove average value of SOI is likely to lead to a below average value of..."?