Flying pig
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2 answers
157 votes
147k views
152 bookmarks
Deriving the conditional distributions of a multivariate normal distribution
10 answers
128 votes
93k views
96 bookmarks
Why does the Cauchy distribution have no mean?
4 answers
72 votes
165k views
52 bookmarks
Covariance and independence?
4 answers
47 votes
13k views
29 bookmarks
Where does $\sqrt{n}$ come from in central limit theorem (CLT)?
4 answers
38 votes
42k views
40 bookmarks
What is the difference between a stationary test and a unit root test?
4 answers
21 votes
15k views
3 bookmarks
In regression analysis what's the difference between data-generation process and model?
3 answers
18 votes
13k views
8 bookmarks
Is AR(1) a Markov process?
2 answers
11 votes
7k views
2 bookmarks
What is hierarchical prior in Bayesian statistics?
3 answers
8 votes
2k views
A question about parameters of Gamma distribution in Bayesian econometrics
1 answers
8 votes
999 views
5 bookmarks
Why autocovariances could fully characterise a time series?
0 answers
8 votes
4k views
1 bookmarks
Posterior derivation with prior as Normal-Gamma distribution
1 answers
7 votes
2k views
5 bookmarks
What is the difference between 'Laplace approximation' and 'Modified harmonic mean'?
2 answers
7 votes
591 views
2 bookmarks
A question about notation of Bayes' Theorem
3 answers
6 votes
9k views
3 bookmarks
What is the advantage of having balanced panel data rather than unbalanced?
2 answers
4 votes
944 views
1 bookmarks
Questions about acceptance rule of Metropolis algorithm
1 answers
4 votes
707 views
2 bookmarks
Gamma-normal distribution as prior
0 answers
4 votes
1k views
1 bookmarks
Intuitive explanation of Gauss-Newton regression
3 answers
3 votes
25k views
2 bookmarks
What is one-step ahead static forecast?
0 answers
2 votes
259 views
The usage of Newton's method in nonlinear regression