User Germania

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?

asked Sep 30, 2021 at 13:31

3 votes

0 answers

34 views

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

confidence-interval bootstrap covariance-matrix

asked Aug 5 at 23:22

2 votes

1 answer

32 views

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

mathematical-statistics random-variable

asked Jul 31 at 17:51

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 $\chi^{2}$?

data-transformation convergence chi-squared-distribution sampling-distribution

asked Aug 5 at 19:11

2 votes

2 answers

48 views

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

outliers k-nearest-neighbour voting-system

asked Oct 20, 2021 at 21:08

2 votes

1 answer

180 views

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

svm ridge-regression hyperparameter

asked May 14, 2021 at 3:52

2 votes

1 answer

17 views

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

hypothesis-testing cross-correlation type-i-and-ii-errors granger-causality

asked Jun 1 at 17:26

2 votes

2 answers

35 views

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

time-series arima autoregressive unit-root

asked Jun 13 at 1:29

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?

hypothesis-testing likelihood-ratio t-distribution sufficient-statistics decision-theory

asked Jul 31 at 21:24

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?

vector-autoregression cross-correlation granger-causality

asked Jun 16 at 0:38

1 vote

1 answer

115 views

Bias correction for MLE of mean of geometric random variable

maximum-likelihood bias geometric-distribution

asked Dec 10, 2021 at 20:36

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]

optimization regression-coefficients convergence weights iteration-methods

asked Dec 12, 2021 at 16:09

1 vote

0 answers

31 views

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

gradient-descent stochastic-gradient-descent

asked Jan 4 at 17:28

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?

hypothesis-testing precision-recall decision-theory type-i-and-ii-errors neyman-pearson-lemma

asked Nov 19, 2021 at 1:54

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?

arima vector-autoregression lags acf-pacf

asked Jun 1 at 0:37

1 vote

1 answer

16 views

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

probability self-study bernoulli-distribution

asked Aug 4 at 12:39

1 vote

0 answers

18 views

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

bayesian estimators map-estimation bayes-risk lehmann-scheffe

asked Jul 31 at 18:20

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?

mixed-model asymptotics likelihood-ratio nested-models neyman-pearson-lemma

asked Jul 31 at 20:31

1 vote

1 answer

21 views

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

random-variable cumulative-distribution-function frequency boxplot interquartile

asked Jun 29 at 3:24

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?

probability bayesian frequentist history philosophical

asked Aug 8 at 21:38

0 votes

0 answers

46 views

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

distributions binomial-distribution bernoulli-distribution

asked Aug 8 at 21:40

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?

confidence-interval cross-validation standard-error loss-functions credible-interval

asked Aug 11 at 12:54

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 $\frac{6}{11}$?

probability

asked 8 hours ago

0 votes

0 answers

17 views

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

hypothesis-testing mathematical-statistics likelihood-ratio

asked Aug 5 at 21:04

0 votes

0 answers

21 views

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

mathematical-statistics variance covariance

asked Aug 5 at 21:32

0 votes

0 answers

31 views

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

mathematical-statistics statistical-power proportion

asked Aug 5 at 21:49

0 votes

0 answers

32 views

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

hypothesis-testing wald-test

asked Aug 5 at 0:26

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?

regression t-test regression-coefficients

asked Aug 5 at 13:24

0 votes

0 answers

16 views

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

decision-theory game-theory

asked Aug 7 at 21:55

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..."?

cross-correlation

asked Jun 1 at 14:05

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59 Questions

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

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

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

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

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

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

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

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

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

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

Bias correction for MLE of mean of geometric random variable

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

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

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

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

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

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

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?

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

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

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

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

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

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

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

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

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

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

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

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..."?