question
stringlengths
37
38.8k
group_id
int64
0
74.5k
<p>Suppose I roll 10 dice (six-sided). What is the probability of seeing k faces that appear more than (or equal to) 3 times?</p> <p>For example, if I see 1, 1, 1, 2, 2, 2, 3, 4, 5, 6 then I have observed 2 faces that appeared more than (or equal to) 3 times (1 and 2).</p> <p>I guess I can try running a simulation bu...
73,498
<p>Consider four random complex vectors $\mu_i$ of length $K$ whose entries are drawn from the complex normal distribution $\mathcal{CN}(\mathbf{0},\mathbb{1})$ centered in zero and of unit variance. Then form the $2 \times 2$ complex "normalized" matrix $$ \chi=\frac{1}{\sum_i|\mu_i|^2}\begin{pmatrix}\mu_1^*\\\mu_2^*\...
73,499
<p>We get vendor quotes (their prices for different financial securities) every month. I want to compare which of these vendors 'agree' (i.e come close to) with our internal prices [the gold standard].</p> <p>I also want to test these for sub categories - say Vendor A agrees with us on bonds, but vendor B agrees bette...
31,100
<p>Does the Gibbs sampler converge to a global maximum in the presence of multiple modes? For example in case of a Gaussian mixture distribution?</p>
73,500
<p>To fit a simple AR(5) model, I use SAS <code>PROC AUTOREG</code>. I called the option <code>ARCHTEST=(QLM)</code> which provides Engle’s Lagrange Multiplier Test for ARCH Disturbances and the Portmanteau Q Test. The statistics SAS provided for Engle’s Lagrange Multiplier Test were:</p> <pre><code>Order LM ...
38,088
<p>So its like saying 95% of the items sold in this website costs between $$25 - $150. While some items might cost less than $25 and other items might cost more than $150.</p> <p>Is there a way to find this? Is this something related to CI - confidence Interval?</p>
73,501
<p>I'm looking for correlations between the answers to different questions in a survey ("umm, let's see if answers to question 11 correlate with those of question 78"). All answers are categorical (most of them range from "very unhappy" to "very happy"), but a few have a different set of answers. Most of them can be co...
73,502
<p>I would like to have a reality check of my understanding of the MH statistic. I have been trying to reproduce an example of the Mantel-Haenszel test provided in Conover (1999, p. 192-194). The data is structured as other examples provided for the procedure in R.</p> <p>The statistic produces is the $T_{4}$ value,...
35,898
<p>Let's say I have some kind of survival data - i.e. I'm giving a drug that may cause mortality. So I have three patients: A, B and C. All are given the drug at Time t1.</p> <p>Let's say patient A dies at time t2. Patient B dies at time t3. And Patient C dies at time t100.</p> <p>Clearly, the likelihood that the dru...
73,503
<p>I have a Q-learning algorithm with a finite number of states. Each state, however, is represented by the usual 32 bit Q-value. These Q-values allow to carry information about the previous experience far beyond the state of the Q-learner (in my case the state of the Q-learner is the sequence of his own choices and re...
73,504
<p>I have a set of data from two nights worth of monitoring.</p> <p>The monitoring picks up how busy a server is in terms of the number of threads processing.</p> <p>A change has been made and we want to analyse if this has had an impact of reducing the threads.</p> <p>How can I compare the two data sets given that ...
73,505
<p>I have a database with different variables which contains information such as age, date of vaccination, number of doses as well as the number of antibodies (which is my target variable). If the number of antibodies is under 100 and 10, the patient's antibodies level is regarded as low and very low accordingly. My go...
73,506
<p>Suppose we have a training data set with variables $a,b$ and $c$ and binary outcome variable $y$. We fit a logistic regression model to this data set:</p> <p>$$\text{logit}(p) = \hat{\beta_0}+ \hat{\beta_{1}}a + \hat{\beta_{2}}b + \hat{\beta_{3}}c$$</p> <p>When we get the predicted probabilities from the training ...
73,507
<p>What is the <a href="http://en.wikipedia.org/wiki/Skew_normal_distribution" rel="nofollow">skew normal</a> approximation to Poisson($\lambda$)?</p> <p><a href="http://www.wolframalpha.com/input/?i=Skewness%5BSkewNormalDistribution%5B%CE%BC%2C%CE%BC%2C%CE%B1%5D%5D%3DSkewness%5BPoissonDistribution%5B%CE%BC%5D%5D%20so...
73,508
<p>Assume following data set representing each month of the year 2013 with the corresponding consumption of natrual gas to heat my flat and the respective mean temperature.</p> <p>How can I seasonal adjust/normalize this time series?</p> <hr> <pre><code>1 156 m³ 1,4 °C 2 199 m³ 0,3 °C 3 173 m³ 2,3 °C 4 69...
73,509
<p>My major is CS and I have a question about Markov decision process.</p> <p>I have been reading a book, planning with markov decision process an AI perspective. While reading it, I have a question regarding the definition of MDP and its generality.</p> <p>The 2nd order Markov chain can be transformed into 1st order...
73,510
<p>I have an unknown discrete probability distribution $D$ ($D$ is a probability mass function), defined on an interval $[a,b]$ ($a&gt;0$) and an estimation $\hat{D}$ such that, for all $t\in[a,b]$, $$(1-\varepsilon)D(t)\le\hat{D}(t)\le(1+\varepsilon)D(t)$$ for some fixed $\varepsilon\in(0,1)$. Moreover $\hat{D}$ is ...
35,904
<p>I have a dataset: </p> <pre><code>5, 10, 11, 13, 15, 35, 50 ,55, 72, 92, 204, 215 </code></pre> <p>The formula for binning into equal-widths is this (as far as I know) $$width = (max - min) / N$$</p> <p>I think N is a number that divides the length of the list nicely. So in this case it is 3. Therefore:</p> <p>w...
73,511
<p>For an independent t-test, if my hypothesis states there will be no significant difference between the two groups, is that a one- or two-tailed test?</p>
49,920
<p>Could you please tell me how to conduct an event study? </p> <p>I have 60 companies and 16 events. I am computing the abnormal return within 20 days around the event study (-10,10). </p> <ul> <li>Should I do it for each event for all the companies and then take the average? </li> <li>Or each event for each company...
73,512
<p>I have a time series of daily data and am assuming each point in the time series is normally distributed. If I have a distribution of the daily data and want to scale this to cover a month (30 days) I believe I just scale the standard deviation by square root of 30. I think this assumes the data points are independe...
35,905
<p>Is there a method to find the right distance function in non-parametric regression? I use some time series to learn forecasting. Series are nonlinear and non-gaussian. I can get the right dimension and delay. I can find the right bandwidth with the hdrcde library. I have no problem with kernel functions.<br> My prob...
28,190
<p>I am working on SVMs and try to get all the concepts involved. For instance, the kernel mapping. I would like to construct some parts of the algorithm by myself, to understand what is happening.</p> <p>My goal is to create a mapping as in this picture (taken from <a href="http://www.tristanfletcher.co.uk/SVM%20Expl...
73,513
<p>Suppose that one runs 8 correlation analyses but in two separate batches: Would the alpha-correction apply to all 8 tests as a family or each of the 4 tests as a family?</p> <p>For example, if there are two research questions and both require correlation analysis, the researcher conducts the first 4 tests (for rese...
35,908
<p>Consider the two-way ANOVA model with mixed effects : $$ Y_{i,j,k} = \underset{M_{i,j}}{\underbrace{\mu + \alpha_i + B_j + C_{i,j}}} + \epsilon_{i,j,k}, $$ with $\textbf{(1)}$ : $\sum \alpha_i = 0$, the random terms $B_j$, $C_{i,j}$ and $\epsilon_{i,j,k}$ are independent, $B_j \sim_{\text{iid}} {\cal N}(0,...
73,514
<p>A die is rolled twice,</p> <ul> <li><p>$X_1$ : the minimum value to appear in the two rolls</p></li> <li><p>$X_2$ : the maximum</p></li> </ul> <p>I would like to derive $\ F_{X_1,X_2}(x_1,x_2)$. </p> <p>I know that that the CDF of $\ X_1 $ = $\ 1- [1-{F(x)]} ^ n $, CDF of $\ X_2 $ $\ = $ $ \ [{F...
73,515
<p>I'm trying to do some exploratory analysis on some weather. I'd like to do a multiple linear regression on my data and then plot the predicted value against the actual value. Here's where I've got so far: </p> <pre><code>data&lt;-read.csv("Amsterdam.csv", header=TRUE) data2&lt;-data[SolarAltitude&gt;0,] data2.lm&lt...
73,516
<p>I am running some experiments for a few days now and I am asking myself why this is taking so long. So here is the setup:</p> <p>I am using Weka api and have written some code in Java which automates the process of classifcation. I have a dataset consisting of 17,553 samples that contain some labels. For the top-10...
35,912
<p>Suppose I have sets A and B of normally distributed data so that:</p> <pre><code> A: mean=250, SD=200, N=25 B: mean=248, SD=200, N=20 </code></pre> <p>Clearly, there is no statistically significant difference between the means (p=0.9736). But does this mean that the means are equal or that we have no evidence to...
73,517
<p>I read that 'Euclidean distance is not a good distance in high dimensions'. I guess this statement has something to do with the curse of dimensionality, but what exactly? Besides, what is 'high dimensions'? I have been applying hierarchical clustering using Euclidean distance with 100 features. Up to how many featur...
73,518
<p>This is a question that arose from studying Hogg and Craig "Introduction to Mathematical Statistics",7th edition, pg 568.</p> <p><img src="http://i.stack.imgur.com/v5FWG.jpg" alt="enter image description here"></p> <p>It is assumed that we have taken a random sample of $X_1,\ldots,X_{n1}$ and a random sample of $Y...
73,519
<p>Scikit Learn's <a href="http://scikit-learn.org/stable/tutorial/statistical_inference/model_selection.html" rel="nofollow">page on Model Selection</a> mentions the use of nested cross-validation: </p> <blockquote> <pre><code>&gt;&gt;&gt; clf = GridSearchCV(estimator=svc, param_grid=dict(gamma=gammas), ... ...
73,520
<p>My dataset contains a lot of variables that appear to me as practically categorical on a continuous scale to differing degrees.</p> <p>Many have a large chunk of zeros or specific value followed by one or more apparent separate chunks. In some cases this is obvious where there are literally 2 specific single effect...
73,521
<p>I have a loss data arising out of Operation risk for some particular bank. The standard procedure for arriving at the capital charge w.r.t. Operational risk needs I fit some continuous distribution to this loss data. </p> <p>Normally, I am able to fit some standard distributions. Once the distribution is identified...
31,108
<p>I am trying to find the optimal estimator for the maximal expected $\Sigma X_i$ where $X_i$ is sampled from an unknown distribution which is chosen to be maximal. To clarify and simplify, there are two sets of data $Y_i$ and $Z_i$ which are drawn from similar but likely different pdf distributions $y$ and $z$. I wou...
73,522
<p>My aim is to estimate the 2.5%- and 97.5%-quantile function (to get reference intervals) for a specific score in dependence of age separated by classes of a third variable cag. So first I built 11 categories of cag and for each of these categories I modeled the 2 quantile functions for the association score to age (...
73,523
<p>i have a data set that is strictly binary. each variable's set of values is in the domain: true, false. </p> <p>the "special" property of this data set is that an overwhelming majority of the values are "false".</p> <p>i have already used a bayesian network learning algorithm to learn a network from the data. howe...
235
<p>I have data of two random variables X and Y (each of size n x 1) and their joint pdf (probability density function) (of size m x m where m is NOT EQUAL TO n). How can I evaluate their joint moment generating function (MGF)? Importantly, I do NOT know the type of random variables. Thanks</p>
35,916
<p>For simple linear regression, the regression coefficient is calculable directly from the variance-covariance matrix $C$, by $$ C_{d, e}\over C_{e,e} $$ where $d$ is the dependent variable's index, and $e$ is the explanatory variable's index.</p> <p>If one only has the covariance matrix, is it possible to calculate...
73,524
<p>I am trying to find the best way to visualize the following data:</p> <p>I have values for 3 different times/dates, each time/date has the same 20 species. For each species I have the average height and standard deviation (that was obtained from n observations). I don't have the observations from where the average ...
73,525
<p>If the best linear approximation (using least squares) of my data points is the line $y=mx+b$, how can I calculate the approximation error? If I compute standard deviation of differences between observations and predictions $e_i=real(x_i)-(mx_i+b)$, can I later say that a real (but not observed) value $y_r=real(x_0)...
73,526
<p>The separate function of SVM is :<br> $wx+b=0$<br> The function distance of support vector to the separate plane is :<br> $|r| = wx_i+b$<br> And we can normalize the $w$, then the distance can be write as :<br> $\frac{|r|}{|w|} = \frac{wx_i+b}{|w|}$ </p> <p>And then approximate $|r|$ by 1. So we should get the m...
73,527
<p>What is the difference of gaussian HMM and gaussian mixture HMM (the emission is gaussian or gaussian mixture)? I want to know if it is the same thing. What is the point when estimating the parameters using Baum Welch algorithm.</p>
73,528
<p>I have often seen the statement that linear separability is more easily achieved in high dimensions, but I don't see why. Is it an empirical fact? An heuristic? Plain nonsense?</p>
35,921
<p>1. Which one is NOT a linear regression models? Please give a 1-2 sentences brief explanation to your choice.<br> (a) $y_i = β_0 +\exp(β_1x_i)+E_i, i = 1, 2, \ldots, n$<br> (b) $y_i = β_0 + β_1x_i + β_2 x_{ii} + E_i , i = 1, 2, \ldots, n$<br> (c) $y_i =β_0\exp(x_i)+β_2x_i^7 +E_i, i=1, 2,\ldots, n$ </p> <p>2. Su...
73,529
<p>What do you think these dummy variables do to the resulting weight values in a BCC/VRS data envelopment analysis? It appears the 1 and -1 relations drive the program to make the weights for the included columns equal, but that's not necessarily true. </p> <p>The program directions that convex constraints on the wei...
49,183
<p>I have large correlation matrix in Excel that I'd like to use to inform my choice of explanatory variables in a multiple linear regression model. One problem is that the initial data was very sparse, and some columns had significantly more zeroes than others. How would I go about choosing the variables with the low...
73,530
<p>I was just reading <a href="http://www.bayesian-inference.com/bayesfactors">this article</a> on the Bayes factor for a completely unrelated problem when I stumbled upon this passage</p> <blockquote> <p>Hypothesis testing with Bayes factors is more robust than frequentist hypothesis testing, since the Bayesian for...
35,923
<p>I have a distance matrix for some data I want to cluster. However, I don't just want to assign elements to clusters, but I also want to assign a probability for each element to belong to each cluster. </p> <p>Can you give me examples of clustering algorithms that can do that?</p> <p>Is there, for instance, a hiera...
73,531
<p>I have a sample taken from a population that I know to have a highly positive skew, although I know nothing else about the population. </p> <p>My sample displays a similar skew. Sample size is 120.</p> <p>Is it incorrect to transform (Box-Cox) my sample to normality to perform simple parametric tests like a mean...
47,351
<p>Part of my thesis tries to investigate the extent to which students "test Score" on the topic of electrical circuits in physic can be predicted from how they find the topic to be "interesting" ,Their "enjoyment" of the topic, and their perception of how "difficult" the topic is. I intend to use linear multiple reg...
73,532
<blockquote> <p><strong>Possible Duplicate:</strong><br> <a href="http://stats.stackexchange.com/questions/30275/giving-more-details-to-my-last-post-im-very-lost-and-dont-know-which-tests-to">Giving more details to my last post: I&#39;m very lost and don&#39;t know which tests to use or how to enter data in SPSS</a...
49,329
<p>I ran a Canonical Correlation Analysis on about 845 cases with 1000 variables each. (It originally started with 1000 cases and 400 variables but by using a kernel I got a 1000x1000 matrix)</p> <p>As a result I got mainly eigenvalues very close to 1 (e.g. the highest: 0.9999987616532545), then there were a couple wi...
73,533
<p>I was reading in "A Guide to Econometrics" that given $Y = X \beta + \epsilon$, the variance covariance matrix of $\beta^\text{OLS}$ is given by $\sigma^2 (X&#39; X)^{-1}$ where $\sigma^2$ is the variance of the error term...</p> <p>it then says that in the case of a single regressor $y = \beta_1 + \beta_2 x$, that...
47,357
<p>I know I can subdivide a dataset by socio-demographic factors such as gender, age, income level etc. and analyse the responses for each set separately and then compare the results.</p> <p>For example, I am testing the relationship between Variable A (hours of study) and Variable B (exam marks), and I have a dataset...
73,534
<p>I am completely new to R, just downloaded and installed it today. I am familiar with SAS and Stata; I am using R because I have found out that in survey regression analysis, R is capable of using data that have stratum with one PSU. However, I cannot figure out how to write the code at all.</p> <p>Here is what I ha...
35,931
<blockquote> <p><strong>Possible Duplicate:</strong><br> <a href="http://stats.stackexchange.com/questions/577/is-there-any-reason-to-prefer-the-aic-or-bic-over-the-other">Is there any reason to prefer the AIC or BIC over the other?</a> </p> </blockquote> <p>Can anyone please interpret each term in AIC, BIC and...
49,615
<p>There have been good questions on handling imbalanced data in the <em>classification</em> context, but I am wondering what people do to sample for regression.</p> <p>Say the problem domain is very sensitive to the sign but only somewhat sensitive to the magnitude of the target. However the magnitude is important en...
73,535
<p>In <a href="http://en.wikipedia.org/wiki/Girsanov_theorem" rel="nofollow">Girsanov</a> theorem, the change of probability measure variable $Z_t = \frac{dQ}{dP}|_{\mathcal{F}_t}$, why does it need to be a martingale with respect to measure $P$ for the change of measure $\frac{dQ}{dP}$ to exist?</p> <p>I am having tr...
73,536
<p>I have same data and I would like to choose a model for it. To start with I fit an exponential distribution and a gamma distribution. Now I wanted to do a simple <a href="http://en.wikipedia.org/wiki/Likelihood-ratio_test" rel="nofollow">likelihood ratio test</a> . However, I am told that to do this properly the t...
73,537
<p>In my data, some individuals have missing data on the central predictor (father missed the intake assessment). Comparing the DVs' means for those with a missing/non-missing predictor yielded some sizeable effects.</p> <p>Now I want to find out whether the systematic missings may have led me to underestimate the siz...
73,538
<p>By the definition</p> <p>(1) $S(x)=\begin{cases} S_0 = a_0x^3 + b_0x^2 + c_0x + d_0, &amp; \text{if }t_0\le x\le t_1\\ .....\\ S_{k} = a_kx^3 + b_kx^2 + c_kx + d_k, &amp; \text{if }t_{k-1}\le x\le t_k\\ \end{cases} $</p> <p>Using the necessary conditions which ensure that $S(x)$ is twice differentiable...
73,539
<p>I run two univariate linear regressions within one sample (same subjects, two different conditions). Now I would like to know how to compare the regression coefficients in order to find out whether they differ significantly. All of the methods I find apply to a case with two different independent samples. How do I d...
73,540
<p>Let's say I have a file A1.txt and a file A2.txt. I have written the statements</p> <pre><code>filename in1 'A1.txt'; filename in2 'A2.txt'; </code></pre> <p>Now, I want to re-do this using B1 and B2 (and eventually C1, C2, D1, D2), and just rename the variable in one place. So, I want a statement like</p> <pre><...
73,541
<p>I have written a paired t-test and I am looking for some standard unit tests that I can make sure my code is correct. Do such tests exist? How does R take care of unit testing for its t.test()?</p>
35,940
<p>I am new to bootstrapping. Assume I have some non-normal data, can be any distribution, it doesn't matter, and I want to find a confidence interval for the mean, median and standard deviation. For the median this question is relevant also for the normal case. What I don't know is (and asking you to help with) is:</p...
28,353
<p>I am fitting a linear model in R with many variables:</p> <p><code>lm(Y~X1+X2+...+X100)</code></p> <p>I want to check also for all pairwise interactions. Writing <code>X1*X2*...*X100</code> is not good since it checks the full model (more than pairwise). Writing all pairs explicitly is annoying (100 over 2). Is th...
73,542
<p>I am performing quantile regressions in R using the package quantreg. My dataset includes 12,328 observations ranging from 0.12 to 330. The timepoints for my data are not exactly continuous; all data fall into one of a few dozen bins ranging from 73 to 397.</p> <p>When I performed a linear regression on this data u...
73,543
<p>Setting: Large N, short T panel dataset. Very few 1's (probably 1 percent), most zeroes. I estimate a logistic regression and find a negative significant coefficient on the IV of interest. Reassuringly, it's negatively correlated with the indicator variable.</p> <p>But when I run this in a LPM (with OLS), I find a ...
73,544
<p>In baseball statistics, there is a statistic called "luck" which is the difference between a team's win-loss record and their <a href="http://en.wikipedia.org/wiki/Pythagorean_expectation" rel="nofollow">Pythagorean win-loss record</a>. This statistic is supposed to measure how lucky or unlucky a team was to win how...
35,943
<p>Let $B(t)$ be Brownian motion. I want to calculate $\int B(t)^2 dB(t)$.</p> <p>definition.A process $\{X(t),0\le t \le T \}$ is called a simple adapted process if there exist times $0=t_{0}&lt;t_{1}&lt;t_{2}&lt;\cdots&lt;t_{n}=T $ and random variables $\eta_{0},\eta_{1},\cdots,\eta_{n}$ such that $\eta_{0}$ is a co...
73,545
<p>When doing a paired t-test, is it appropriate to use the paired t value to calculate $\eta^2$?<br> I ask because it is not appropriate to calculate Cohen's d based on the paired t value.</p> <p>Thanks.</p>
73,546
<p>SPSS uses the Levene test to evaluate homogeneity of variances in the independent group t-test procedure. </p> <p>Why is the Levene test better than a simple F ratio of the ratio of the variances of the two groups?</p>
73,547
<p>Suppose you have some measurement series with quite different variances, see e.g., figure below.</p> <p><img src="http://i.stack.imgur.com/sxuOB.png" alt="enter image description here"></p> <p>The problem is that the differences between a, b, and d are barely recognizable, because the y-scale is rather large, beca...
73,548
<p>I am applying binary logistic regression as my dependent variable is a dichotomous variable with 740 sample size. I have used enter method to input my variables and have designed two blocks. In block 1 I have tried to see the impact of only demographic variables and in block 2 I have added 10 new predictors. Chi-Squ...
26,740
<p>I have six variables measuring hotels' facilities by a group of managers. In the end, I want to compare mean scores for these six variables to determine which facility is actually favored in the hotel industry. </p> <p>Can I use a one-way repeated measures ANOVA to check if there are statistical differences between...
73,549
<p>In <em>Optimal Hedging Using Cointegration</em>, C. Alexander, 1999 (<a href="http://www.icmacentre.ac.uk/pdf/cointegration.pdf" rel="nofollow">http://www.icmacentre.ac.uk/pdf/cointegration.pdf</a>), page 3, footnote #2:</p> <blockquote> <p>[...] a PCA of cointegrated variables will yield the common stochastic ...
35,946
<p>I am having trouble interpreting the z values for categorical variables in logistic regression. In the example below I have a categorical variable with 3 classes and according to the z value, CLASS2 might be relevant while the others are not. </p> <p>But now what does this mean?</p> <p>That I could merge the other...
49,483
<p>I want to use the inverse normal distribution in winbugs but I don't find it there. Please help me to find a solution.</p> <p>I have here truncated normal distribution for y</p> <pre><code>for (j in 1:P) { y1[i,j] ~ dnorm(mu1[i,j], psi1[j])I(thd[j,z1[i,j]], thd[j,z1[i,j]+1]) } </code></pre> <p>where <code>y<...
73,550
<p>Suppose that we have an $M/GI/\infty$ queue, that is, we have infinitely many servers, a Poisson arrival process with rate $\lambda$ (i.e., random arrival times $0=t_0 &lt; t_1 &lt; t_2 &lt; \dots &lt; t_n &lt; \dots$, with inter-arrival times $\theta_n = t_n - t_{n-1}$ being independent exponentially distributed wi...
35,948
<p>I'm a programer, but I know very little about statistics and am not even sure where or how to ask this. Lets say you have 2 variables about people in general, var A and var B, that are tangible characterists of these people. People either possess A or B. </p> <p>I then take 11 different measurements about the perso...
73,551
<p>I am searching for a good measure to capture clustering in time based events. Say that for a given interval of 5 minutes, cars randomly pass in front of house ... say one car at every 10 seconds (for a total of 30 cars). For another interval of 5 minutes, 3 cars passes at every thirty seconds, and the time between t...
73,552
<p>I am testing a self-implemented PCA on a set of image data ($N \times d$, $N = 10000$ sample size, $d = 28 \times 28$ feature size). When I observed the classification accuracy, I found the accuracy increase somehow with the increased <em>target reduced dimension</em> $k$ and decresed from then on. See the image bel...
35,950
<p>I hope this is the right forum to ask this question.</p> <p>Sequential filtering frameworks perform 2-steps essentially:</p> <p>Process model (forecast) : $x_{t+1} = f_t(x_t) + v_t$</p> <p>Observation model (update): $z_t = h_t(x_t) + w_t$</p> <p>Here, $v_t, w_t$ are uncorrelated zero-mean noise processes, and $...
73,553
<p>I want to train a model but the number of examples of the categories differ a lot 1 category : 100 examples 2 category : 2000 examples 3 category : 50 4 category : 4500</p> <p>if I take the 50% of the examples of each category as training and the other 50% as test set, the fact that I have very few examples...
73,554
<p>I started evaluating and comparing some methods in forecasting. I used Price of dozen eggs in US, 1900–1993, in constant dollars in the R software FMA package. I held out the last 10 years for assessment of forecast. Below are the results:</p> <p>I used auto arima method in the R software. Obviously the results are...
49,926
<p>What are some Goodness-of-Fit tests or indices for the case of continuous variables?</p> <p>For example, I am looking at the Kolmogorov&ndash;Smirnov test. What I don't get is how one gets the emprical CDF in the first place? What I mean is, let's say I do a regression analysis with Gaussian errors. I have the maxi...
35,952
<p>I'm doing one-way ANOVA power calculations (in R) for an RCBD trial with 15 groups, 3 blocks, and n = 3 per group. How is it possible that two different ANOVA models have exactly the same power even if the response variables are different? Even if the responses are somewhat related, I don't understand why the power ...
28,476
<p>I'm reading up on the Guass-Markov theorem on <a href="http://en.wikipedia.org/wiki/Gauss%E2%80%93Markov_theorem" rel="nofollow">wikipedia</a>, and I was hoping somebody could help me figure out the main point of the theorem.</p> <p>We assume a linear model, in matrix form, is given by: $$ y = X\beta +\eta $$ and w...
45,561
<p>Seismic exploration involves the excitation of seismic waves using the industrially made explosive charges. </p> <p>What could be the distribution of explosion energy of such a charges? </p> <p>My guess is that it could be gaussian with mean that can be derived from the charge specs and with very small dispersion....
73,555
<p>Let's say you wanted to map the intersections between n different online communities. For example:</p> <ul> <li>80% of CrossValidated users also have a Stack Overflow account</li> <li>50% of Hacker News users also have a Reddit account</li> <li>etc.</li> </ul> <p>What would be a good way to visualize this? Any exa...
73,556
<p>I'm wrestling with a question regarding random effects that I haven't been able to figure out with my regular resources. I am examining the effects of two treatments (heat and water) on plant biomass data that I've collected for 4 years in 20 plots (each plot has 4 quadrants that are not independent but are measured...
73,557
<p>I have an integral equation of the form $$ T_1(x) = \int_0^x g(T_1(y)) \ d\hat{F}_n(y) $$ where $\hat{F}_n$ is the empirical cdf and $g$ is a function. I have a contraction mapping and so I am trying to solve the integral equation by using the Banach Fixed Point theorem sequence. </p> <p>However, this runs very s...
35,956
<p>I have been trying to find good resources on the internet describing what Wisard Neural Networks are and their differences with traditional Neural Networks but failed to find anything substantial. Can anybody please explain their main characteristics please? </p>
6,783
<p>I have a data set with a small number of samples (322) and a large number of features (318.976). My data consists of images, and I want to train a binary classifier.</p> <p>Since I have such a small amount of data available, I have employed the following strategy:</p> <ul> <li>Reduce dimensionality using a few han...
73,558
<p>In a multiple regression, the regression coefficient of the two subsamples is opposite to that of the full sample. Both coefficients are significant. The sum of the number of obs in the two subsamples is equal to that of the full sample. Is this normal? What are the possible causes? Thanks.</p>
49,779
<p>I have this confusion about which transformation to use in my data. The histogram of my original data looks like this </p> <p><img src="http://i.stack.imgur.com/ANDSY.jpg" alt="enter image description here"></p> <p>Now I have seen at most of the places to take log transformation in case the data is positively skew...
73,559
<p><strong>Is it appropriate to include intermediate outcomes in a predictive model?</strong> </p> <p>It is quite clear that one should not control for post-treatment variables / intermediate outcomes when the goal is causal inference, but I wasn't sure if the same advice should hold when one's goal is to build a mode...
73,560
<p>I have a dataset with ~90000 observations and less than 10 features (all continuous). The problem is that the response variable has ~300 categories. Currently I would try to fit a multinomial linear model or a random forest. I have to predict probabilities for the 300 categories. I need some inspiration and would li...
73,561
<p>I have some observed (i.e., not generated by any hypothesized distribution, but generated by real processes) data that I believe is bi-modal (it may have more modes than two).</p> <p>In this dataset, there are 241,792 observations. The deciles are the following values:</p> <pre><code>MIN - 0.1472 10th - 0.3072 20...
73,562