question stringlengths 37 38.8k | group_id stringlengths 2 6 | sentence_embeddings listlengths 768 768 |
|---|---|---|
<p>I just noticed how the non exact McNemar's test uses the chi square asymptotic distribution. But since the exact test (for the two case table) relies on the binomial distribution, how come it is not common to suggest the normal approximation to the binomial distribution?</p>
<p>Thanks.</p> | g46555 | [
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<p>Simulate a poisson model:</p>
<pre><code>set.seed(1)
predictor <- rnorm(100000, 2.5, 0.5)
# describe(predictor)
lam <- 0.98 * predictor
# describe(lam)
rp <- function(lambda){rpois(1, lambda)}
vrp <- Vectorize(rp)
response <- vrp(lam)
# describe(response)
fit <- glm(response ~ 1, offset=log(pre... | g60714 | [
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<p>My question is about a retrospective medical study in which no significant difference was found between two different treatments. What exactly is meant by "the lack of a significant difference does not imply equivalence because of the undetermined power of statistical tests"?</p> | g60715 | [
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<p>It is true that the Laplace transform of a (positive) random variable characterises that random variable, just like its density?</p>
<p>($L_X(z) = E(exp(-Xz))$)</p> | g60716 | [
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<p>I have a 10 imputed air quality data using 7 different method of single imputation. </p>
<p>can someone show how to compute MSE,RMSE,PA and MAE for my data, without manually type the equation in r.</p>
<ul>
<li>Prediction Accuracy (PA)</li>
<li>The Coefficient of Determination</li>
<li>Mean Absolute Error (MAE)</l... | g16969 | [
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<p>Can anyone guide me to understand the relation between Singular Value Decomposition (SVD) and Principle Component Regression (PCR)? I know that we can construct the principle components (PCs) using SVD, but I don't understand if the loadings which are defined in SVD are the same with the loadings in PCR. </p>
<p>I... | g16971 | [
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<p>I'm looking for an analytical expression for the expected value of the latent utility in a logistic regression.</p>
<p><strong>Setup:</strong></p>
<p>There are two choices indexed by $i \in \{0, 1\}$ with associated utilities $u_i = w_i + \epsilon_i$, with the $\epsilon_i$ i.i.d. Gumbel(0, 1), aka Type I Extreme V... | g60717 | [
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<p>I'm designing a piece of research and want to quote the probability of two unique responses matching.
10 questions, for each answerer is required to select a,b or c. Therefore, if selecting randomly there's a 33.33% chance of ansering the same. What would be the overall probability of answering all 10 questions the ... | g60718 | [
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<p><img src="http://i.stack.imgur.com/Ecpme.png" alt="enter image description here"></p>
<p>I think it is proper as it follows the rule that K(x1,x2) = f(x1)f(x2)</p>
<p>Also they are both a function of only one of the points in the kernel respectively. Finally the product of two valid kernels is hence a proper kerne... | g16973 | [
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<p>Why multiplicative property exists only for the exponential smoothing with seasonality and trend (Winter's additive and Winter's multiplicative models) and not for the exponential smoothing with only seasonality (without trend)? As I have seen in forecasting software, the exponential smoothing model with only season... | g44264 | [
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<p>I have a list of personality scores obtained from 100 people, based on the Big-Five personality test.
Each person has one score for each of the five assessed traits. I put these scores into a 5 dimensional feature vector, so each person's personality is now represented by this 5 element vector.</p>
<p>I would like ... | g60719 | [
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<p>Thinking about a supposedly simple but interesting problem, I'd like to write some code to forecast consumable I'll need in the near future given the full history of my previous purchases. I'm sure this kind of problem has some more generic and well studied definition (someone suggested this is related to some conce... | g60720 | [
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<p>What do error bounds actually mean in forecasting timeseries? For example, when I get a forecast I get the 85% and 95% high and low error bounds. I can also set my own error bounds to be calculated but am unsure of what an error bound in terms of timeseries forecasting means.</p> | g40079 | [
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<p>Suppose I'm trying to investigate the lifespan distribution of light bulbs. The catch is that I can only observe each bulb at most $T$ time units. So if the bulb doesn't blow before $T$ I will not know what the value of the lifespan would be for that specific bulb, only that its lifespan was larger than $T$.</p>
<p... | g60721 | [
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<p>I researched about k-means and these are what I got: k-means is one of the simplest algorithm which uses unsupervised learning method to solve known clustering issues. It works really well with large datasets.</p>
<p>However, there are also drawbacks of K-Means which are:</p>
<ul>
<li>Strong sensitivity to outlier... | g60722 | [
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<p>See I was under the impression that when we are calculating the error with respect to the weights connecting the last hidden layer with the output layer we are suppose to get the error of the output layer multiply it with the derivative of sigmoid, the current weights and the outputs of the last hidden layer. </p>
... | g60723 | [
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<p>I have a sequence of observations and I would like to determine if the observations in the sequence are mutually independent. Wald-Wolfowitz is a non-parametric test that can be used to check for randomness in the sequence. I think I have a general idea of how to formulate the problem, but don't want to sprain my br... | g23129 | [
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<p>Let $X = [94, 10, 100, 100, 16, 14, 100, 100, 70, 88, 100, 100, 12, 100, 100, 58, 32, 100, 32, 36, 98, 0, 100, 100, 100]$</p>
<p>where $X$ are students' scores (between 0 and 100), and note many full marks!</p>
<p>The Question is what statistics will best describe the data (note data is non-Gaussian) </p>
<p><str... | g60724 | [
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<p>$X_1, X_2, \dots X_n$ and $Y_1, Y_2, \dots Y_n; n = 1000$ are two samples of physical quantities coming from the application of two different mathematical models to some independent and identically distributed (iid) data.</p>
<p>The mathematical model used to generate $Y_i%$ is a simplified version (tuned by the pa... | g60725 | [
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<p>Is there any statistical test that is parametric and non-parametric?
This question was asked by an interview panel. Is it valid question?</p> | g60726 | [
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<p>I want to compare model $A$ with 5 variables and model $B$ with 3 variables. I want to use the likelihood ratio test to do this. Note that this is logistic regression. How do I do this in SAS?</p> | g60727 | [
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<p>I have data from a market research survey which covers behaviour of different customer groups. To be specific, I am looking at the number of channels that a customer will visit before they buy a product.</p>
<p>I would like to know whether the value of the customer (as measured by the value of the product they buy... | g60728 | [
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<p>I have a dataset with 260 patients. I aim to study factors associated the certain finding in magnetic resonance imaging. I use logistic regression with six predictors. Regression yields to several significant predictors. I have philosophical concerns however.</p>
<p>Nagelkerke´s R is only 20%. My model is however s... | g60729 | [
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<p>I am learning MLE's at my inference class and this is a problem I came accross. </p>
<p>Consider two simple linear models. </p>
<p>$y_{1j}=\alpha _1+\beta_{1}x_{1j}+\epsilon_{1j}$ and<br>
$y_{2j}=\alpha _2+\beta_{2}x_{2j}+\epsilon_{2j}$ , $ j=1,2,...,n>2$ where $ \epsilon_{ij}$~$N(0,\sigma^2)$ ,<br>
$\epsil... | g60730 | [
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<p>I have a model where the error is proportional to the throughput. This is, the observations I got come from a measurement instrument that has some error and it measures material going through in little buckets. I am approximating the model as follows</p>
<p>$$
x_i = x~(1 + \epsilon_X) \\ \epsilon_X \sim N(\mu_X,\si... | g60731 | [
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<p>What would be the proper way to evaluate/determine an NBA player's 3-point shooting consistency? For instance, I have a player that shoots 37% from 3-point range and takes 200 attempts all year.</p>
<p>I was considering taking the rolling average 3-point% of an arbitrary number of shots (say 20). Then using those a... | g16986 | [
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<p>I am calculating a result and an associated $\chi^2$ via an iterative process that makes use of 3 random numbers (randomly sampling a Gaussian) in an equation, and I select as my final result the one that has the lowest value of $\chi^2$. </p>
<p>I am trying to calculate the probability of ending up with this value... | g60732 | [
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<p>According to <a href="http://rads.stackoverflow.com/amzn/click/0792374010" rel="nofollow">Armstrong</a> there is ample empirical evidence that dampening trends in uncertain and complex long term forecasting helps improve accuracy/reduce forecasting errors. What I'm not able to find is a formula or an implementation... | g16988 | [
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<p>I understood that Holt Winters forecasting may results in negative values due to trending. I did reduce trending component value, but still forecast values are negative territory. Our data set will never be in negative values (like electricity data set, which never falls below ZERO).</p>
<p>What sort of post algori... | g60733 | [
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<p>Given a sample $\{x_1,\dots,x_n\}$, $z_1$ and $z_2$ are two bootstrap realizations of sample means, that is,
$$z_1 = \frac{1}{n}\sum\{x\in\text{bootstrap sample 1}\}$$
$$z_2 = \frac{1}{n}\sum\{x\in\text{bootstrap sample 2}\}$$
, how to compute the $corr(z_1, z_2)$?</p>
<p><strong>UPDATE</strong></p>
<p>To make sur... | g16993 | [
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<p>I have seen the term <em>deep autoencoders</em> in a couple of articles such as <a href="http://www.cs.toronto.edu/~fritz/absps/esann-deep-final.pdf" rel="nofollow">Krizhevsky, Alex, and Geoffrey E. Hinton. "Using very deep autoencoders for content-based image retrieval." ESANN. 2011.</a></p>
<p>What's the differen... | g514 | [
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-0.030193109065294266,
0.030143242329359055,
0.046828970313072205,
... |
<p>I'm trying to test whether 4 different slopes from a 3-way interaction in multiple regression are significantly different from zero. The four lines are plotted at 2 levels of each of the 2 moderators (lo-lo, hi-lo, lo-hi, hi-hi).</p>
<p>Here's how we could test the significance slopes in a 2-way interaction model.... | g60734 | [
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<p>I have a right-skewed distribution that has this qq-plot against a normal with the same mean and standard deviation:</p>
<p><img src="http://i.stack.imgur.com/xQCh1.jpg" alt="QQ-Plot"></p>
<p>The data are time-delays between two events. Also, this is the histogram of the data:
<img src="http://i.stack.imgur.com/nU... | g60735 | [
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<p>Looking for some direction here.</p>
<p>I have a model for a project where I need to balance a bunch of users amongst different servers based on their usage. For example, the heaviest users get placed on the lightest server.</p>
<p>Problem a: I have a multiple data parameters for each server such as response time... | g60736 | [
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<p>So I'm aware that cointegration means there is some linear combination of the set of variables that is stationary. So, if you do a regression and find stationary residuals, can you just immediately say "oh, yes these variables are cointegrated" ? Because you have then just found some linear combination that is stat... | g16996 | [
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<p>I have three groups of experiments. For each experiment I am looking for the percentage of occurrence of case x.</p>
<p>In the first group I have 15 experiments. The case x was seen 10.191% of the total time for 15 experiments.</p>
<p>In the second group I have 6 experiments. The percentage of x is 1.564%.</p>
<p... | g60737 | [
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<p>I would like to produce a single graph containing both: (1) a scatter plot (2) either histograms or kernel density functions of the Y and X variables to the left of the Y axis and below the X axis.</p>
<p>I found a graph that does this in MATLAB -- I would just like to produce something similar in Stata: </p>
<p>... | g60738 | [
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<p>I was using <a href="http://www.graphpad.com/quickcalcs/mcNemar2/" rel="nofollow">this</a> online calculator to work out McNemar's Test on this data set:</p>
<p><img src="http://i.imgur.com/DFsziOx.png" alt="enter image description here"></p>
<p>I get the results:</p>
<blockquote>
<p>The two-tailed P value equa... | g60739 | [
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<p>I am comparing treatment outcome to two therapeutic treatments. Specifically, I am looking at how attachment moderates the relationship between therapeutic alliance and outcome. I hypothesize that the moderator of attachment will be stronger in one treatment versus the other. </p>
<p>The only way I can think to tes... | g16997 | [
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<p>I collected analysts’ forecasts and calculated bias and accuracy such as:</p>
<p>$bias=actual-forecast$</p>
<p>$accuracy=abs(actual-forecast)$ </p>
<p>What I am wondering is now on how to calculate the t-statistic to determine that the median bias is significantly different from zero. I am using R and found the ... | g60740 | [
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<p>I want to model the infection rates in bees based on weather conditions. The weather variables are rolling means for different time periods and durations. Dependent data is infection levels gathered in March and the independent variables are the weather aggregates (e.g. from 30 day period from Jan1-Jan30, 90 day per... | g60741 | [
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<p>I was trying to build a classifier for a set of documents using a support vector machine. I choose to build the feature space using term occurrence. While experimenting, I found the following scenario:
When removing stop words, the svm-based classifier was successfully built; otherwise, when keeping stop words, the ... | g17000 | [
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<p>It is well-known (e.g. in the field of compressive sensing) that the $L_1$ norm is "sparsity-inducing," in the sense that if we minimize the functional (for fixed matrix $A$ and vector $\vec{b}$) $$f_{A,\vec{b}}(\vec{x})=\|A\vec{x}-\vec{b}\|_2^2+\lambda\|\vec{x}\|_1$$ for large enough $\lambda>0$, we're likely fo... | g46586 | [
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<p>My colleague and I are professors and we conducted an experiment in which we would please like some advice on deciding which tests to use in SPSS.</p>
<p>He taught 4 classes of students on 2 different occasions and I taught a different group of 4 classes of students on 2 different occasions. I was the experimental ... | g60742 | [
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<p>I have a response variable(y) and 20 independent variables (Xs). I want to select several Xs in the linear regression, but I'm not sure how many variables should be selected. To select the best number of variables, I use the sum of the squared residuals (Res) in the 10-fold cross-validation given N selected variable... | g60743 | [
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<p>In linear or generalized linear mixed effects models, random effects are incorporated to explain the within-unit correlation for repeated measures over time. In Bayesian modeling, conventional prior choice for random effects are Gaussian, which is lack of theoretical justification and is chosen only for mathematical... | g34067 | [
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<p><strong>Why would one want to control for any number of baseline covariates in a situation where the assignment to treatment group is random?</strong></p>
<p>My understanding is that randomly assigning treatment should make the treatment variable strictly exogenous, creating a control group that can appropriately b... | g60744 | [
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<p>Provided that you don't want to do any variable selection:</p>
<p><strong>Is there any software which is faster than <code>glmnet</code> at <em>vanilla ridge regression</em> for large datasets?</strong></p> | g60745 | [
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<p>Hello Cross Validated community,</p>
<p>I am currently working on a not-that-easy problem involving order statistics. As I am unsure as to how I could solve it, I thought it might already possess a solution. So here I am, my questions is: do you know of a pre-existing solution/approximation to (or do you see an eas... | g17005 | [
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<p>Let's say we have two different variables (stress and attitude). I am analyzing how the influence confidence levels. </p>
<p>When I determined the regression equation, the slope coefficient of stress on confidence is -.15. Then I did the regression equation for attitude, and it had the slope coefficient of .7. </p>... | g49594 | [
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<p>Assume $X$ and $Y$ have finite second moment. In the Hilbert space of random variables with second finite moment (with inner product of $T_1,T_2$ defined by $E(T_1T_2)$, $||T||^2=E(T^2)$), we may interpret $E(Y|X)$ as the projection of $Y$ onto the space of functions of $X$.</p>
<p>We also know that Law of Total Va... | g515 | [
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<p>I don't think I fully explained my last question because it was marked as a duplicate. I went to the other question, and read it through several times, and it was asking something very different.</p>
<p>Trying again:</p>
<p>I have two variables that both influence Y, and I calculated regression equations for each.... | g60746 | [
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<p>I have a quite simple (and not particularly intriguing) question about the way to present a test. I was wondering what is the right expression (or more widespread) when I talk about critical values.</p>
<p>In particular, if for example the rejection region is defined by the 95 percentile, is it preferred to say tha... | g60747 | [
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<p>I want to test effect of 3 PH on larval development. I would like to know what is the best experimental design and statistical analysis.</p>
<p>We can only use 3 compartments of sea water, each one with a different ph. In each compartment, larvae will grow in 4 differents cylinder.</p>
<p>Each day, we will take of... | g60748 | [
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<p>Collinearity is described as occurring when an independent variable is a linear function of another variable(s). Such that the variable in question can be consistently predicted given the other variable(s). So given an interaction term (x1*x2) that is simply a function of x1 and x2, how is there not always a colli... | g60749 | [
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<p>I am a scientist and by no means a statistician. I have, I think, a very basic question for you all. </p>
<p>I have performed the same experiment twice (analyzing levels of a certain protein) and am comparing levels in untreated vs treated animals. I performed a t-test with welch correction (because there was signi... | g17008 | [
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<p>I've been reading up on random forests and have come to a stumbling block in regard to their practical application (an probably fundamental understanding).
This problem i in regard to important variables and their use in prediction of new outcomes.</p>
<p>Take the iris example. We know that based on the random fore... | g60750 | [
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<p>I have a non-normalized dependent variable and an independent variable broken down into 4 groups. As such, I used the Kruskal–Wallis analysis to look for significant differences in the ranks of the groups.
The data look like the following:</p>
<p>\begin{array}{clc}\rm Group&\rm Size&\rm Means\\\hline
0&... | g60751 | [
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<p>I have a question related to <a href="http://stats.stackexchange.com/questions/51450/confidence-intervals-using-standard-deviation-mistake-or-misunderstanding">this post</a> regarding the calculation of the variance of an effect size. In my specific case, I would like to calculate the effect size and its variance fr... | g60752 | [
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<p>Since the advent of many unsupervised learning methods, as a pretraining step for the main supervised task (mostly under the name of Deep Learning), it shouldn't be a farto ask, what is the current state of "pretraining and learning from unlabeled data, for Reinforcement Learning"? Any recent/old works on this? Any ... | g60753 | [
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<p>We have financial some data (500-1000 samples), which is not normally distributed (well known fact from the literature). I have some ideas to do parametric transformations of this data (using some other data) to produce "adjusted" series. My goal is to find a transformation that makes the series normally distributed... | g37702 | [
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<p>This is purely a theoretical question (I legitimately can't think of a real application), but if you wanted to approximate a binomial distributed variable with a two-component mixture normal, is there a closed form for the answer? </p>
<p>In general, what are the preferred approaches for answering questions like th... | g60754 | [
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... |
<p>I'm doing my reseach paper, and there are 7 groups for 5 years. I'm trying to do "panel gls" in STATA.<br>
It's a little embarrassing to say, but I think I still don't have enough konwledge to analize the results.<br>
I'm using STATA and it shows that every coefficient are all good (zero p-value).<br>
But when I dra... | g17011 | [
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<p>I am developing a online interactive tool using d3.js and I am trying to visualize runtimes of functions as rectangular blocks and their calls to other functions in a tree structure. I am able to visualize the sequential functional flow but stuck when a parent function calls two functions at the same time(ie Concurr... | g60755 | [
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<p>I would like to know if my dependent variable in measured on a five point Likert scale. Can I run simple regression?</p> | g49595 | [
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<blockquote>
<p><strong>Possible Duplicate:</strong><br>
<a href="http://stats.stackexchange.com/questions/15021/working-with-correlation-coefficients">Working with correlation coefficients</a> </p>
</blockquote>
<p>If I do Pearson correlation on Variable A (e.g. study hours) and Variable B (e.g. exam marks) fo... | g49596 | [
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<p>I'll eliminate all the biological details and experiments and quote just the problem at hand and what I have done statistically. I would like to know if its right, and if not, how to proceed. If the data (or my explanation) isn't clear enough, I'll try to explain better by editing.</p>
<p>Suppose I have two groups/... | g46613 | [
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<p>I'm trying to calculate the probability of drawing specific cards in a deck. I know that I can use multivariate hypergeometric distribution to calculate for a defined success. I'm wondering how I can do the same for a range of acceptable successes.</p>
<p>For example (if <em>k</em> is the number of successes):</p... | g49309 | [
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<p>I wrote a Naive Bayes Classifier and want to be able to test how much information one variable gives about another. The idea is to use the ones that are the most orthogonal and avoid using highly redundant variables.</p>
<p>My idea was to use the mutual information, but have found that it is not as clear cut as I ... | g17016 | [
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<p>I want to normalize all of my preprocessing techniques between 0 and 1 so I want to know what the PCA range of values is so that I can apply a proper normalization to it. I applied PCA by using the result of SVD.</p>
<p>For example, I saw that the SVD range of values was limited to positive values, so I feature sca... | g60756 | [
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<p>Is it meaningful and possible to perform a one-tailed KS test? What would the null hypothesis of such a test be? Or is the KS test inherently a two-tailed test?</p>
<p>I would benefit from an answer that helped me understand the distribution of <em>D</em> (I am working through Massey's 1951 paper, and find the desc... | g17018 | [
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<p>In (Nowazin and Lampert, <a href="http://www.nowozin.net/sebastian/papers/nowozin2011structured-tutorial.pdf" rel="nofollow"><em>Structured Learning and
Prediction in Computer Vision</em></a>, p. 29.), they say that in the max-sum variant of loopy belief propagation, the "variable max-beliefs are no longer interpret... | g60757 | [
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<p>Let $x_1,x_2, \ldots, x_n $ be the values of a random sample. A bootstrap sample $x_1 ^* ,x_2^*, \ldots, x_n^* $ is a random sample of $x_1, x_2, \ldots, x_n$ drawn with replacement.</p>
<p>My question is how can I show that the bootstrap sample values are iid with common cdf $\hat{F_n}$, the empirical cdf of $x_1,... | g60758 | [
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<p>I am working on a side project with very small dataset where i am trying to figure out the optimal price i should set for a transaction fee (something like payPal). Currently i am using an arbitrary number for the earning which is a fixed cost. The data i have:</p>
<pre><code>Transaction_completed | value_of_transa... | g60759 | [
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<p>We are given a list of rows <code>R</code>, with elements <code>R_i</code>, <code>i=1..n</code>, and a list of columns <code>C</code>, with elements <code>C_j</code>, <code>j=1..n</code>, which build matrix <code>A[R, C]</code>. Each element of the matrix is either 0 or 1. Region is an axis-parallel rectangle from m... | g17020 | [
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<p>I'm comparing two groups where each individual was tested on 9 response variables. These variables are a count with an upper limit of 2 (it's a count of missing copies, and max number of copies is 2). I want to test if, considering all response variables as a whole, there are differences between both groups. MANOVA ... | g60760 | [
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<p>This question was asked by my friend who is not internet savvy. I've no statistics background and I've been searching around internet for this question. </p>
<p>The question is : is it possible to replace outliers with mean value? if it's possible, is there any book reference/journals to backup this statement?</p> | g60761 | [
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<p>Says it all in the title really. When creating a Glmm with Gamma distribution do i need to transform my response variable data to be between 0 and 1?</p>
<p>Thanks
Jonathan</p> | g17027 | [
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<p>In order to get more fundamental in my understanding of probability I watched mathematicalmonk's lectures involving $\sigma$-algebras etc. - good. One of my main concerns was to better understand the basis for conditional probability: $P[A|B] = P[AB]/P[B]$. My question is simple</p>
<p>How do we know that this qu... | g60762 | [
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<p>I have a "distance matrix". let's say a 6x6 distance matrix, each cell is the Mahalanobis distance of two "clusters" (or sets/groups of things in a multidimensional space), </p>
<p>I want to "count" the number of actual clusters (significantly separated clusters) using this distance matrix, </p>
<p>My question is... | g17031 | [
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<p>Both the likelihood ratio test and the AIC are tools for choosing between two models and both are based on the log-likelihood.</p>
<p>But, why the likelihood ratio test can't be used to choose between two non-nested models while AIC can?</p> | g18042 | [
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<pre><code>I have fitted a glm Poisson to my frequency data and obtained the result:
</code></pre>
<p>Null deviance: 657.49 on 583 degrees of freedom</p>
<p>Residual deviance: 575.00 on 571 degrees of freedom</p>
<p>AIC: 1534.4</p>
<p>Is the high AIC value and relatively high residual deviance a serious matter ... | g49597 | [
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<p>The random effects structure of the following experiment puzzles me.</p>
<p>I am interested in the consumption (quantity) differences between two types (A and B) of cattle forage. Therefore, I selected four type A and four type B products for testing. An additional hypothesis is that the raw protein content of each... | g60763 | [
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<p>I have heard that ridge regression can be derived as the mean of a posterior distribution, if the prior is adequately chosen. Is the intuition that the constraints as set on the regression coefficients by the prior (e.g. standard normal distributions around 0) are identical / replace the penalty set on the squared s... | g60764 | [
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<p>Are there any caveats when logistic regression is used on a sample with average probability of success close to one (1.4M dataset, mean prob. of success = 0.975)? </p> | g60765 | [
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<p>I have a survey in which I asked, "Would you be ready for a t-shirt shop in St Jean Avenue? [yes/no/don't know]". Then I asked many other questions, ultimately including, "Would you be ready for a t-shirt shop in St Jean Avenue knowing that the staff working there is disabled (mentally or physically)? [yes/no/don't ... | g60766 | [
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<p>Suppose we estimate the probability mass function $p$ from a iid training sample $\{x_1,\dots,x_n\}$. Then we want to use the estimated pmf $\hat{p}$ to estimate the probabilities $p(y_j)$ for a iid test sample $\{y_1, \dots,y_m\}$ which are supposed to come from the same distribution as the training sample.</p>
<p... | g17035 | [
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<h3>1. Model</h3>
<p>I am trying to build a MCMC estimation of the following model (simplified):</p>
<p>$\log(P^{-1}(obs_t, \sigma)) = \log(Y_t) + \epsilon_t$ where $\epsilon_t \sim \mathcal{N}(0,\sigma_{e})$.</p>
<p>$P^{-1}$ is the inverse of a pricing function, that connects an observed price to an unobserved vari... | g60767 | [
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0.0030... |
<p>I am trying to model a count dependent variable (0~60) with excessive zeros. The objective is prediction.</p>
<p>I've tried some parametric statistical method such as Poisson Regression, Negative-Binomial Regression, Zero-Inflated and Hurdle model. All of them do not give good predicts (RMSE ~= 5)</p>
<p>I also tr... | g60768 | [
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<p>Suppose that $\{B_n\}_{n\in\mathbb N}$ are almost sure events, i.e. $\mathbb P(B_n)=1, \forall n$. Then how do I show that their intersection is also a sure event, i.e. $\mathbb P\left(\cap_{n=1}^\infty B_n\right)=1$. Thanks!</p> | g60769 | [
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<p>My data set consist of a large set of events. Each event occurs at an arbitrary location and lasts for an arbitrary but limited amount of time.
Since I have no experience with spatio-temporal modeling, can you give my a starting point on how to build a model for such data which allows me to predict where events are ... | g60770 | [
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<p>I'm not sure if a question like this has been asked yet on this website.</p>
<p>I recently graduated as an undergraduate statistics major with a bit of a dense math background (I know some probability theory and stochastic calculus and took two semesters of real analysis and abstract algebra). I'm a bit disappointe... | g516 | [
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<p>Suppose I have a response $Y_t \sim N(0,\sigma^2_Y)$ and features $X_{i,t} \sim N(0,\sigma^2_{X_i})$ for $i \in \{1,...,100\}$.</p>
<p>$Y_t$ conforms to a <em>linear model</em> $Y_t = a + \sum_{i=1}^{100} b_i X_{i,t} + e_t$</p>
<p>My objectives are:</p>
<ul>
<li>Build an accurate out of sample prediction model fo... | g60771 | [
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0.0047559901140630245,
0.023085596039891243,
0.07479516416788101,
-0.... |
<p>I am trying to rescales x to lie between lower and upper</p>
<pre><code>rescale <- function(x, lower = 0, upper = 1){
slope <- ??
intercept <- ??
y <- intercept + slope * x
return(list(new = y, coef = c(intercept = intercept, slope = slope)))
}
</code></pre>
<p>And this is the hint from my professor:
T... | g49598 | [
0.008447516709566116,
-0.07504545152187347,
-0.033638957887887955,
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0.03936741501092911,
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0.04644561931490898,
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-0.0... |
<p>A question on how to prove that differences in mean value are statictically significant, and not just random noise.</p>
<p>I have a set of two observations, one of which I'm going to deliberately bias like this (in R):</p>
<pre><code>m <- cbind( A=sample(0:10, 10, replace=TRUE), B=sample(1:11, 10, replace=TRUE)... | g60772 | [
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0.009494706057012081,
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0.07951479405164719,
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0.013... |
<p>I am trying to use the liblinear logistic regression model with L2 regularization. I don't want the training data to be splitted for the cross validation. I want to specify my own validation set for the validation purpose. Can anyone let me know how to do it?</p> | g60773 | [
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... |
<p>Say I want to know what sample size I need for an experiment in which I'm seeking to determine whether or not the difference in two proportions of success is statistically significant. Here is my current process:</p>
<ol>
<li>Look at historical data to establish baseline predictions. Say that in the past, taking an... | g60774 | [
0.002032751450315118,
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0.014712524600327015,
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... |
<p>Suppose that you have a tournament for a game with four players on each team. We also have a table that tells us overall statistics for each player. This table includes things like each player's # of games played, % of games won, and other game-specific stats.</p>
<p>Now, If I were running a tournament with, I wo... | g60775 | [
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0.02376752905547619,
0.03849880024790764,
0.011969216167926788,
0.05907928943634033,
-0.02... |
<p>Is it all right to do an F test of equality of variances on error variances (RSS divided by degrees of freedom)?
Thanks a lot.</p> | g17041 | [
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... |
<p>[edits made in response to feedback- thanks :-) ]</p>
<p>Doh! More edits! Sorry!</p>
<p>Hello-</p>
<p>I am doing some rather rough and ready data collection with a survey sent out to healthcare staff using a published scale about morale and other such issues.</p>
<p>The only thing is that the scale is rather lon... | g46647 | [
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0.003944430034607649,
0.0416361540555954,
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0.0169... |
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