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Taylor
  • Member for 10 years, 4 months
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0 votes

Central Limit Theorem for Wilcoxon signed rank tests

1 vote

Conditions to apply Lyapunov's Central Limit Theorem

1 vote
Accepted

Wilcoxon Signed Ranks Test for relative differences

1 vote
Accepted

Can we rank markov matrices in stochastic order?

2 votes
Accepted

Show that the estimator $ \delta_n(X)=\Phi(\sqrt{\frac{n}{n-1}}(a-\bar{X}_n)) $ is an unbiased estimator

6 votes
Accepted

Finding $E[\min(X^2, 1)]$ with $X$ being standard normal

0 votes

the difference between AR(1) estimation and lagged endogenous variable estimation

0 votes

Consistency of Sample Mean in Time Series Data

1 vote
Accepted

Singular matrix with dummy variables

0 votes

Sufficient statistic $\sum_{j=1}^{n} |x_{j}|$ for laplace distribution

2 votes
Accepted

Minimisation of Kullback-Leibler divergence on an arbitrary parameter

1 vote

Event space (probability)

0 votes

Modeling a time series of ordered vectors

5 votes
Accepted

ARIMA, what is the interpretation for the sum of AR coefficients?

1 vote

Show $J(I-H) = 0$

1 vote

Conditional Expectation : How is E[E[xy|x]]=E[xE[y|x]]?

3 votes
Accepted

Can the horseshoe prior be expressed analytically?

1 vote
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Can I create an own p.d.f to apply it in a Monte Carlo study?

-1 votes

Best way to combine MCMC inference with multiple imputation?

2 votes
Accepted

Using eigendecomposition to transform state vector in linear Gaussian state space model

2 votes
Accepted

Need handy formula for $Var[\max(V, K)]$

1 vote

Time Varying System Matrices in Kalman Filter

2 votes

Inaccurate parameter estimates for state-space models?

18 votes
Accepted

Why the sum of two absolutely-continuous random variables isn't necessarily absolutely continuous?

2 votes

Which notation and why: $\text{P}()$, $\Pr()$, $\text{Prob}()$, or $\mathbb{P}()$

1 vote

Inverting a moment generating function

2 votes
Accepted

Characteristic Function and Quantile Function?

1 vote

Particle filter for likelihood evaluation

1 vote
Accepted

Importance weight of conditioned particle in conditional SMC

0 votes
Accepted

What does the pmf of a discrete random variable look like if it can take on the value $\infty$?

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