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Tags
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4154
2
null
4150
4
null
You should google [EM algorithm](http://en.wikipedia.org/wiki/Expectation-maximization_algorithm). The wiki has a description of the algorithm with an example of the application of this algorithm to [gaussian mixtures](http://en.wikipedia.org/wiki/Expectation-maximization_algorithm#Example%3a_Gaussian_mixture). Perhaps...
null
CC BY-SA 2.5
null
2010-11-03T00:39:58.123
2010-11-03T00:45:52.243
2010-11-03T00:45:52.243
919
null
null
4155
1
4156
null
6
813
I've been learning X12-ARIMA by looking at data from a friend's service company, and wondering how to model the capacity of the company. That is, if the company is limited by a particular resource to only be able to handle 1,000 customers a week, how do I keep my ARIMA model from happily predicting 1,200 customers next...
Saturation in ARIMA (et al) models?
CC BY-SA 2.5
null
2010-11-03T02:22:36.290
2011-03-04T20:38:15.360
null
null
1764
[ "time-series" ]
4156
2
null
4155
3
null
If Y is customer demand, than you are observing X=min(Y,1000) due to resource constraints. The actual Y could be larger, but you never observe it. So if you fit a time series model to X, you can set the forecasts to min(F,1000) where F is the forecast from the time series model. I don't think there is a need to do anyt...
null
CC BY-SA 2.5
null
2010-11-03T03:01:37.603
2010-11-03T03:01:37.603
null
null
159
null
4157
1
4163
null
3
624
I've really only seen EM used for mixtures where one can point out multiple modes visually - e.g, the classic mixture of gaussians example. I would like to use EM for a mixture of an empirically defined, sharply peaked distribution and something that is more uniform - does anyone have an idea as to how much confidence...
Using the EM Algorithm for unimodal distributions?
CC BY-SA 2.5
null
2010-11-03T03:18:12.013
2011-03-27T16:05:08.313
2011-03-27T16:05:08.313
919
1777
[ "modeling", "mixture-distribution", "expectation-maximization" ]
4158
2
null
3814
24
null
Confusing p-values and effect size (i.e. stating my effect is large because I have a really tiny p-value). Slightly different than Stephan's [answer](https://stats.stackexchange.com/questions/3814/how-to-annoy-a-statistical-referee/3817#3817) of excluding effect sizes but giving p-values. I agree you should give both (...
null
CC BY-SA 2.5
null
2010-11-03T04:01:10.777
2010-11-03T04:01:10.777
2017-04-13T12:44:54.643
-1
1036
null
4163
2
null
4157
3
null
There are two questions here: 1) how much confidence should you put in your model with peaked and flat components. 2) how much confidence should you put in the EM algorithm as a way to fit this model. Question 1 has the same answers as any other model, e.g. a regression model with particular covariates or a factor anal...
null
CC BY-SA 2.5
null
2010-11-03T07:46:46.563
2010-11-03T07:46:46.563
null
null
1739
null
4164
2
null
4138
3
null
I interpreted the question to ask the distribution of the maximal element of a multivariate normal. In this case, the CDF can be computed from the CDF of a multivariate normal. This usually doesn't have a nice solution (even in terms of the univariate normal CDF), however can be evaluated numerically. In R: ``` library...
null
CC BY-SA 2.5
null
2010-11-03T08:29:08.687
2010-11-04T12:13:54.883
2010-11-04T12:13:54.883
495
495
null
4165
1
4167
null
20
18281
I wish to decide if I should take a course called "INTRODUCTION TO STOCHASTIC PROCESSES" which will be held next semester in my University. I asked the lecturer how studying such a course would help me as a statistician, he said that since he comes from probability, he knows very little of statistics and doesn't know h...
How will studying "stochastic processes" help me as a statistician?
CC BY-SA 2.5
null
2010-11-03T08:57:40.697
2013-01-12T16:13:52.467
2010-11-03T10:10:14.340
183
253
[ "probability", "stochastic-processes" ]
4166
2
null
4165
3
null
A deep understanding of survival analysis requires knowledge of counting processes, martingales, Cox processes... See e.g. Odd O. Aalen, Ørnulf Borgan, Håkon K. Gjessing. Survival and event history analysis: a process point of view. Springer, 2008. [ISBN 9780387202877](http://en.wikipedia.org/wiki/Special%3aBookSources...
null
CC BY-SA 2.5
null
2010-11-03T10:35:34.100
2010-11-03T10:35:34.100
null
null
449
null
4167
2
null
4165
22
null
Stochastic processes underlie many ideas in statistics such as time series, markov chains, markov processes, bayesian estimation algorithms (e.g., Metropolis-Hastings) etc. Thus, a study of stochastic processes will be useful in two ways: - Enable you to develop models for situations of interest to you. An exposure to...
null
CC BY-SA 2.5
null
2010-11-03T10:36:25.520
2010-11-03T10:42:13.277
2020-06-11T14:32:37.003
-1
null
null
4168
2
null
4165
3
null
The short answer probably is that all observable processes, which we may want to analyze with statistical tools, are stochastic processes, that is, they contain some element of randomness. The course will probably teach you the mathematics behind these stochastic processes, e. g. distribution functions, which will allo...
null
CC BY-SA 2.5
null
2010-11-03T10:42:41.717
2010-11-03T10:42:41.717
null
null
1766
null
4169
2
null
4157
0
null
I have a [paper](http://www.thinkingaboutthinking.org/wp-content/uploads/2010/05/Lawrence_BRM_in_press.pdf) in press that explores application of EM to estimation of a Von Mises & uniform mixture in the circular domain. (The Von Mises is the circular analogue of a gaussian.)
null
CC BY-SA 2.5
null
2010-11-03T11:38:25.917
2010-11-03T11:38:25.917
null
null
364
null
4170
2
null
192
10
null
Arguably, the question is not very precise. Rather than enumerating all measures of association for $2\times 2$ tables, I shall concentrate on the way such measures may be constructed and how to select the one that is most appropriate with respect to hypothesis or constraints relevant to a cross-classification. The ver...
null
CC BY-SA 4.0
null
2010-11-03T12:52:22.440
2020-11-05T10:10:06.100
2020-11-05T10:10:06.100
930
930
null
4171
2
null
4165
3
null
Just for the sake of completeness, an IID sequence of random variables is also a stochastic process (a very simple one).
null
CC BY-SA 2.5
null
2010-11-03T13:00:45.750
2010-11-03T13:00:45.750
null
null
247
null
4172
1
null
null
4
387
I am new to the area of statistics and I am hoping you can suggest methods I may use. Sorry if this is long but I might as well be as clear as possible on my first post :) What I am worried most is that I may miss out on assumptions and draw conclusions based on statistical tests that, in fact, cannot be applied to my ...
How to "prove" that new measurement tool & process gives same result as old?
CC BY-SA 2.5
null
2010-11-03T13:17:39.483
2016-07-22T06:11:08.683
2016-07-22T06:11:08.683
1352
1784
[ "time-series", "correlation", "reliability", "agreement-statistics", "bland-altman-plot" ]
4173
2
null
4157
3
null
I have used various algorithms, including Bayesian approaches (and, I am sorry to confess, even Excel many years ago), to fit mixtures. When there is not a clear visual indication of the two (or more components) in the histogram, you can expect the likelihood function to be extremely flat--almost parabolic--near its p...
null
CC BY-SA 2.5
null
2010-11-03T14:28:21.180
2010-11-03T14:28:21.180
null
null
919
null
4174
1
4180
null
6
752
At work we have a hardware device that is failing for some yet to be determined reason. I have been tasked to see if I can make this device not fail by making changes to its software driver. I have constructed a software test bench which iterates over the driver functions which I feel are most likely to cause the devic...
Estimating the probability that a software change fixed a problem
CC BY-SA 2.5
null
2010-11-03T14:52:52.013
2023-01-23T16:12:16.213
2017-11-03T13:50:16.927
101426
1786
[ "hypothesis-testing", "distributions", "t-test", "prediction-interval" ]
4175
1
4324
null
2
2720
I am trying to understand how I can use resampling techniques to compliment my pre-planned analyses. This is not homework. I have a 5 sided die. 30 subjects call a number (1-5) and then roll the die. If it matches it's a hit, if not it's a miss. Each subject does this 25 times. N is the the number of trials (=25) and ...
Resampling, binomial, z- and t-test: help with real data
CC BY-SA 2.5
null
2010-11-03T15:07:30.070
2010-11-10T07:39:23.930
2010-11-10T07:39:23.930
930
1614
[ "r", "hypothesis-testing" ]
4176
2
null
4174
4
null
There are a few ways of doing this problem. The way I would tackle this problem is as follows. The data you have comes from a [geometric](http://en.wikipedia.org/wiki/Geometric_distribution) distribution. That is, the number of [Bernoulli trials](http://en.wikipedia.org/wiki/Bernoulli_distribution) before a failure. Th...
null
CC BY-SA 2.5
null
2010-11-03T15:16:19.827
2010-11-03T15:16:19.827
null
null
8
null
4177
2
null
4165
9
null
You need to be careful how you ask this question. Since you could substitute almost anything in place of stochastic processes and it would still be potentially useful. For example, a course in biology could help with biological statistical consultancy since you know more biology! I presume that you have a choice of mod...
null
CC BY-SA 2.5
null
2010-11-03T15:23:45.933
2010-11-03T15:23:45.933
null
null
8
null
4178
2
null
4065
4
null
Some time has passed and I think I might have a solution at hand. I will describe my approach briefly to give you the general idea. The code should be enough to figure out the details. I like to attach code here, but it is a lot and stackexchange makes it not easy to do so. I am of course happy to answer any comments, ...
null
CC BY-SA 3.0
null
2010-11-03T15:47:20.410
2012-04-06T15:09:14.477
2012-04-06T15:09:14.477
264
264
null
4179
2
null
4174
2
null
I think you could torture your data a bit with bootstrapping. Following cgillspies calculations with the geometric distribution, I played around a bit and came up with the following R-code - any corrections greatly appreciated: ``` fails <- c(100, 22, 36, 44, 89, 24, 74) # Observed data N <- 100000 # Number of replicat...
null
CC BY-SA 2.5
null
2010-11-03T15:49:57.703
2010-11-03T19:18:57.650
2010-11-03T19:18:57.650
1766
1766
null
4180
2
null
4174
7
null
This question asks for a [prediction limit](http://en.wikipedia.org/wiki/Prediction_interval). This tests whether a future statistic is "consistent" with previous data. (In this case, the future statistic is the post-fix value of 223.) It accounts for a chance mechanism or uncertainty in three ways: - The data them...
null
CC BY-SA 2.5
null
2010-11-03T16:37:07.917
2010-11-04T04:13:33.710
2010-11-04T04:13:33.710
919
919
null
4181
2
null
4138
11
null
The question reads to me like the OP was asking when $U = (X,Y,Z)^{\mathrm{T}}$ are jointly normal then what is the probability $P(X \geq Y \mbox{ and } X \geq Z)$? For that question we could look at the joint distribution of $AU$ where $A$ looks like $$ A=\left[ \begin{array}{ccc} 1 & -1 & 0 \newline 1 & 0 & -1 \end...
null
CC BY-SA 2.5
null
2010-11-03T16:51:13.893
2010-11-03T19:22:08.373
2010-11-03T19:22:08.373
null
null
null
4182
2
null
4174
1
null
I faced this problem myself and decided to try Fisher's exact test. This has the advantage that the arithmetic boils down to something you can do with JavaScript. I put this on a [web page](https://web.archive.org/web/20120307183001/http://www.mcdowella.demon.co.uk/FlakyPrograms.html) - this should work either from the...
null
CC BY-SA 4.0
null
2010-11-03T18:48:02.257
2023-01-23T16:12:16.213
2023-01-23T16:12:16.213
362671
1789
null
4183
2
null
539
39
null
I will assume that a "categorical" variable actually stands for an ordinal variable; otherwise it doesn't make much sense to treat it as a continuous one, unless it's a binary variable (coded 0/1) as pointed by @Rob. Then, I would say that the problem is not that much the way we treat the variable, although many models...
null
CC BY-SA 4.0
null
2010-11-03T20:14:59.663
2022-12-14T06:44:23.937
2022-12-14T06:44:23.937
362671
930
null
4184
1
4869
null
2
155
[Cross post from [here](https://math.stackexchange.com/q/8830/2949), figured this community may be more relevant] I am working in the field of machine learning, and I have come across a few papers that show relationships between Gröbner bases and discrete probability. So I come here for help. Can you please explain how...
How can Gröbner bases used to describe discrete probability?
CC BY-SA 2.5
null
2010-11-04T00:01:32.990
2019-01-19T22:58:30.840
2019-01-19T22:58:30.840
99274
1793
[ "probability", "maple" ]
4185
1
4186
null
2
4800
[Here](http://uk.answers.yahoo.com/question/index?qid=20080702080708AAsRZpt) is a link that describes the formula to find the mode of grouped data. [Here](http://www.tutors4you.com/modegraphically.htm) is a link that gives a graphical method to finding the mode of grouped data. Question: Can someone please explain how ...
The formula for finding the mode of grouped data
CC BY-SA 2.5
null
2010-11-04T00:34:49.023
2010-11-04T15:30:42.843
2010-11-04T15:30:42.843
919
1636
[ "descriptive-statistics" ]
4186
2
null
4185
2
null
I have not bothered to check the math at the link you gave but from the figure the mode is the intersection of the two diagonal lines. The end points of both the lines is known so all you need to do is to find out the intersection of those two lines to get the mode.
null
CC BY-SA 2.5
null
2010-11-04T00:44:18.200
2010-11-04T00:44:18.200
null
null
null
null
4187
1
null
null
20
19235
Hello I have two problems that sound like natural candidates for multilevel/mixed models, which I have never used. The simpler, and one that I hope to try as an introduction, is as follows: The data looks like many rows of the form `x y innergroup outergroup` where x is a numeric covariate upon which I want to regres...
Using lmer for prediction
CC BY-SA 2.5
null
2010-11-04T03:08:14.567
2022-05-15T12:13:42.687
2010-11-04T11:47:23.530
930
1777
[ "r", "mixed-model", "maximum-likelihood", "generalized-linear-model" ]
4191
1
4194
null
17
8605
MCMC algorithms like Metropolis-Hastings and Gibbs sampling are ways of sampling from the joint posterior distributions. I think I understand and can implement metropolis-hasting pretty easily--you simply choose starting points somehow, and 'walk the parameter space' randomly, guided by the posterior density and prop...
Where do the full conditionals come from in Gibbs sampling?
CC BY-SA 3.0
null
2010-11-04T04:35:38.390
2013-11-24T16:47:46.673
2013-11-24T16:47:46.673
7290
1795
[ "bayesian", "markov-chain-montecarlo", "gibbs" ]
4193
1
null
null
14
911
Most asymptotic results in statistics prove that as $n \rightarrow \infty$ an estimator (such as the MLE) converges to a normal distribution based on a second-order taylor expansion of the likelihood function. I believe there's a similar result in Bayesian literature, the "Bayesian Central Limit Theorem", which shows t...
Do third order asymptotics exist?
CC BY-SA 2.5
null
2010-11-04T05:49:02.013
2023-04-13T12:40:24.827
2017-06-06T01:01:41.487
11887
1760
[ "mathematical-statistics", "asymptotics", "saddlepoint-approximation" ]
4194
2
null
4191
7
null
Yes, you are right, the conditional distribution needs to be found analytically, but I think there are lots of examples where the full conditional distribution is easy to find, and has a far simpler form than the joint distribution. The intuition for this is as follows, in most "realistic" joint distributions $P(X_1,\...
null
CC BY-SA 2.5
null
2010-11-04T05:57:44.330
2010-11-04T05:57:44.330
null
null
1760
null
4196
1
null
null
1
341
I have a time series $X(t)$. Each $X(t)$ has three possible outcomes: A, B or C. I am interested in the ratio of A, B and C to the total. Assuming $N$ is the number of data points I have gathered for $X(t)$, How can I compute the confidence levels for A/N, B/N and C/N when the $X(t)$ are "intuitively" not independent ?...
Confidence interval for ratio in timeseries
CC BY-SA 4.0
null
2010-11-04T06:34:24.897
2022-12-22T14:45:34.203
2022-12-22T14:45:34.203
56940
1784
[ "time-series", "confidence-interval", "non-independent" ]
4197
2
null
4193
3
null
Here is an attempt to answer your insightful question. I have seen the inclusion of the 3rd term of the Taylor series to increase the speed of convergence of the series to the true distribution. However, I haven't seen (in my limited experience) the usage of third and higher moments. As pointed out by John D. Cook in ...
null
CC BY-SA 2.5
null
2010-11-04T06:37:44.763
2010-11-04T06:37:44.763
null
null
1307
null
4199
2
null
4193
3
null
Definitely not my area, but I'm pretty sure third- and higher-order asymptotics exist. Is this any help? Robert L. Strawderman. [Higher-Order Asymptotic Approximation: Laplace, Saddlepoint, and Related Methods](http://www.jstor.org/stable/2669788) Journal of the American Statistical Association Vol. 95, No. 452 (Dec., ...
null
CC BY-SA 2.5
null
2010-11-04T08:09:42.603
2010-11-04T08:09:42.603
null
null
449
null
4200
1
null
null
3
6834
I have a large number (hundreds to thousands) of noisy time series that represent contemporaneous observations from different subjects. I hypothesise that there exist lead-lag relationships between observations for different subjects (or groups of subjects.) I would like to explore the potential use of such lead-lag re...
Using lead-lag relationships for time series prediction
CC BY-SA 2.5
null
2010-11-04T09:02:43.647
2017-04-22T23:58:07.200
2010-11-08T07:26:18.083
439
439
[ "time-series" ]
4201
2
null
2635
15
null
I believe M. Tibbit's answer refers to the general case of a gamma with unknown shape and scale. If the shape α is known and the sampling distribution for x is gamma(α, β) and the prior distribution on β is gamma(α0, β0), the posterior distribution for β is gamma(α0 + nα, β0 + Σxi). See this [diagram](http://www.johndc...
null
CC BY-SA 3.0
null
2010-11-04T10:12:31.840
2016-05-28T13:27:54.763
2016-05-28T13:27:54.763
319
319
null
4202
2
null
4187
17
null
Expressing factors relationships using R formulas follows from Wilkinson's notation, where '*' denotes crossing and '/' nesting, but there are some particularities in the way formula for mixed-effects models, or more generally random effects, are handled. For example, two crossed random effects might be represented as ...
null
CC BY-SA 3.0
null
2010-11-04T11:28:13.980
2017-09-15T23:46:59.690
2017-09-15T23:46:59.690
28564
930
null
4203
1
4206
null
1
1819
Suppose I have a set of $N$ experimental points of the form \begin{equation} \{x_i, y_i, d_i\}, \end{equation} where $i=1,...,N,$ and $d_i$ are errorbars for $y_i$. To fit the data, I minimize the reduced chi-square \begin{equation} \chi^2(p) = \sum_{i=1}^N \frac{[y_i - f(x_i,p)]^2}{d_i^2}, \end{equation} where $f(x,p...
What is the distribution of a chi-square minimizing function?
CC BY-SA 2.5
0
2010-11-04T11:33:05.190
2010-11-04T13:28:31.173
2010-11-04T13:28:31.173
930
1197
[ "distributions", "chi-squared-test", "fitting" ]
4204
2
null
4187
10
null
The [ez](http://cran.r-project.org/package=ez) package contains the ezPredict() function, which obtains predictions from lmer models where prediction is based on the fixed effects only. It's really just a wrapper around the approach detailed in the [glmm wiki](http://glmm.wikidot.com/faq).
null
CC BY-SA 2.5
null
2010-11-04T12:36:04.560
2010-11-04T12:36:04.560
null
null
364
null
4205
2
null
4200
9
null
You can choose from about 40 years of research and countless books, dissertations, monographs etc. Given that your question is not all that focussed yet, maybe an introductory time-series book could help. In a nutshell, the autocorrelation function gives clues to lead/lag relationships that may be present in a singl...
null
CC BY-SA 2.5
null
2010-11-04T13:00:44.517
2010-11-04T13:00:44.517
null
null
334
null
4206
2
null
4203
1
null
Another term for your fitting procedure would be weighted [non-linear least squares](http://en.wikipedia.org/wiki/Non-linear_least_squares). The weights are a very minor complication. Fitting non-linear least squares is more tricky than [ordinary least squares](http://en.wikipedia.org/wiki/Ordinary_least_squares), but ...
null
CC BY-SA 2.5
null
2010-11-04T13:13:23.710
2010-11-04T13:13:23.710
null
null
449
null
4209
2
null
4193
5
null
It is not possible for a sequence to "converge" to one thing and then to another. The higher-order terms in an asymptotic expansion will go to zero. What they tell you is how close to zero they are for any given value of $n$. For the Central Limit Theorem (as an example) the appropriate expansion is that of the logar...
null
CC BY-SA 4.0
null
2010-11-04T14:46:20.700
2022-09-21T17:53:16.627
2022-09-21T17:53:16.627
79696
919
null
4210
2
null
4193
7
null
You are searching for the Edgeworth series aren't you? See the Wikipedia article on [same](https://en.wikipedia.org/wiki/Edgeworth_series). (note that Edgeworth died in 1926, should be in most famous statisticians? )
null
CC BY-SA 4.0
null
2010-11-04T15:24:41.853
2023-04-13T12:40:24.827
2023-04-13T12:40:24.827
362671
223
null
4211
1
4213
null
18
3264
I have a data like this: ``` > table(A,B,C) , , C = FALSE B A FALSE TRUE FALSE 177 42 TRUE 6 8 , , C = TRUE B A FALSE TRUE FALSE 5 31 TRUE 4 10 ``` How can I plot this on a single graph, possibly without imposing any hierarchy?
How to visualize 3D contingency matrix?
CC BY-SA 2.5
null
2010-11-04T16:11:48.220
2012-01-10T19:17:41.530
null
null
null
[ "data-visualization", "contingency-tables" ]
4212
2
null
2576
2
null
You can rank ordinal distributions by means of an intuitive dominance criterion: the answers to one question are better than the answers to another when it is more likely than not that a randomly chosen answer to the first will be better than a randomly chosen answer to the second. In more detail: put all the answers t...
null
CC BY-SA 2.5
null
2010-11-04T16:30:27.683
2010-11-04T20:10:51.363
2010-11-04T20:10:51.363
919
919
null
4213
2
null
4211
15
null
I would try some kind of 3D heatmap, [mosaic plot](http://www.datavis.ca/papers/drew/) or a [sieve plot](http://www.improving-visualisation.org/visuals/tag=:sieve+plot/mode=1/sort=alpha) (available in the [vcd](http://cran.r-project.org/web/packages/vcd/index.html) package). Isn't the base `mosaicplot()` function worki...
null
CC BY-SA 2.5
null
2010-11-04T16:33:27.503
2010-11-04T17:34:35.440
2010-11-04T17:34:35.440
930
930
null
4214
1
null
null
7
388
On both a practical and philosophical level, how should you choose the scope when performing multiple comparisons? When a study performs 10 tests to check the hypothesis that 10 explanatory variable are predictive for "something" (on the same dataset), the test should obviously be corrected. What if there where ten stu...
Choosing the scope when performing multiple comparisons?
CC BY-SA 2.5
null
2010-11-04T16:49:31.543
2010-11-04T19:10:54.393
2017-04-13T12:44:20.943
-1
253
[ "multiple-comparisons", "meta-analysis" ]
4215
2
null
2169
4
null
As you know, from $$Var[q] = Var[\sum_i w_i x_{(i)}] = \sum_i\sum_j w_i w_j Cov[x_{(i)}, x_{(j)}]$$ it follows you need only compute the variances and covariances of the order statistics. To do this, diagonalize the covariance matrix! Although this cannot be done in general, M. A. Stephens has [obtained (heuristicall...
null
CC BY-SA 2.5
null
2010-11-04T16:51:47.097
2010-11-04T16:51:47.097
null
null
919
null
4217
2
null
4214
2
null
Think of the following two experiments: Experiment A; Throw a fair coin 10 times to assess Prob(Heads). Experiment B: Throw a fair dice 5 times to assess Prob(Face showing 1). To take the coin toss [example](http://en.wikipedia.org/wiki/Multiple_comparisons#Example_.E2.80.94_Flipping_coins) from the wiki: We may wish t...
null
CC BY-SA 2.5
null
2010-11-04T18:14:15.557
2010-11-04T19:10:54.393
2010-11-04T19:10:54.393
null
null
null
4219
1
4227
null
7
3998
I'm using McNemar's test. Basically this question is about best practices when reporting results using McNemar's test. I want to report the effect size. What is a sensible effect size for McNemar's test? I've seen the odds ratio b/c and the proportions b/(b+c) and c/(b+c) both used in papers. If I say what b and c are ...
Effect size of McNemar's Test
CC BY-SA 2.5
null
2010-11-05T01:24:23.780
2010-11-05T10:40:01.677
null
null
1540
[ "hypothesis-testing", "nonparametric" ]
4220
1
4223
null
181
117697
On the [Wikipedia page about naive Bayes classifiers](http://en.wikipedia.org/wiki/Naive_Bayes_classifier#Testing), there is this line: > $p(\mathrm{height}|\mathrm{male}) = 1.5789$ (A probability distribution over 1 is OK. It is the area under the bell curve that is equal to 1.) How can a value $>1$ be OK? I thou...
Can a probability distribution value exceeding 1 be OK?
CC BY-SA 3.0
null
2010-11-05T01:25:39.520
2021-07-07T12:27:34.507
2021-07-07T12:27:34.507
35989
226
[ "probability", "distributions", "normal-distribution", "density-function", "faq" ]
4221
2
null
4220
51
null
This is a common mistake from not understanding the difference between probability mass functions, where the variable is discrete, and probability density functions, where the variable is continuous. See [What is a probability distribution](http://www.itl.nist.gov/div898/handbook/eda/section3/eda361.htm): > continuou...
null
CC BY-SA 2.5
null
2010-11-05T01:38:47.637
2010-11-05T15:20:19.447
2010-11-05T15:20:19.447
919
493
null
4222
2
null
4191
11
null
I think you've missed the main advantage of algorithms like of Metropolis-Hastings. For Gibbs sampling, you will need to sample from the full conditionals. You are right, that is rarely easy to do. The main advantage of Metropolis-Hastings algorithms is that you can still sample one parameter at a time, but you only n...
null
CC BY-SA 2.5
null
2010-11-05T01:56:14.007
2010-11-05T02:03:58.703
2010-11-05T02:03:58.703
493
493
null
4223
2
null
4220
200
null
That Wiki page is abusing language by referring to this number as a probability. You are correct that it is not. It is actually a probability per foot. Specifically, the value of 1.5789 (for a height of 6 feet) implies that the probability of a height between, say, 5.99 and 6.01 feet is close to the following unitle...
null
CC BY-SA 3.0
null
2010-11-05T02:32:49.170
2017-02-09T13:59:38.130
2017-02-09T13:59:38.130
919
919
null
4224
2
null
4062
5
null
Did you see this post? [http://groups.google.com/group/ggplot2/browse_thread/thread/8e1efd0e7793c1bb](http://groups.google.com/group/ggplot2/browse_thread/thread/8e1efd0e7793c1bb) Take the example, add coord_polar() and reverse the axes and you get pretty close: ``` library(cluster) data(mtcars) x <- as.phylo(hclust(d...
null
CC BY-SA 2.5
null
2010-11-05T03:17:06.993
2010-11-05T03:17:06.993
null
null
1809
null
4225
1
4249
null
3
470
I was thinking about CI and subjective Bayesian and I have following two questions: - If a subjective (not objective) Bayesian would care if her predictions don't do well in the real world. - A classical statistician would not care if her confidence statement is (obviously) wrong for a given data set (as in Welch's P...
Subjective Bayesian's care for real world validation and classical statistician's worry about CI related paradoxes for a given data set?
CC BY-SA 2.5
null
2010-11-05T05:22:01.777
2010-11-05T18:03:22.370
2010-11-05T18:03:22.370
1307
1307
[ "bayesian", "confidence-interval" ]
4226
1
4235
null
27
2204
Quantum Mechanics has generalized probability theory to negative/imaginary numbers, mostly to explain interference patterns, wave/particle duality and generally weird things like that. It can be seen more abstractly, however, as a noncommutative generalisation of Bayesian probability (quote from Terrence Tao). I'm curi...
Do negative probabilities/probability amplitudes have applications outside quantum mechanics?
CC BY-SA 2.5
null
2010-11-05T06:35:47.567
2023-02-20T12:07:57.113
2010-11-05T06:45:53.887
1760
1760
[ "probability" ]
4227
2
null
4219
6
null
In general, I think best practice for presenting measures of effect size depends on the question of interest and the usual practice in your field. There's little point reporting an effect measure that readers will be unfamiliar with. Having said that, in this particular case if you want a single effect measure I think...
null
CC BY-SA 2.5
null
2010-11-05T07:17:15.547
2010-11-05T10:40:01.677
2010-11-05T10:40:01.677
449
449
null
4228
2
null
4093
0
null
PCA results (the different dimensions or commponents) generally can't be translated into a real concept I think is wrong to assume that one of the components is "fear of bears" what lead you to think that was what the component meant? Principal components procedure transforms your data matrix to a new data matrix with...
null
CC BY-SA 2.5
null
2010-11-05T07:42:26.210
2010-11-05T07:42:26.210
null
null
1808
null
4230
2
null
4089
0
null
Maybe you are looking for the library ggplot2 that lets you plot things in a pretty way. Or you can check this website that seems to have lots of R graphic utilities [http://addictedtor.free.fr/graphiques/](http://addictedtor.free.fr/graphiques/)
null
CC BY-SA 2.5
null
2010-11-05T07:58:21.050
2010-11-05T07:58:21.050
null
null
1808
null
4231
1
null
null
4
270
I have heard the terms training and validating a model. I know that we select variables which are most statistically significant and we look for other things like multicollinearity. My question is: what does traning a model involves more than this ?
Training a model
CC BY-SA 2.5
null
2010-11-05T08:52:03.723
2010-11-05T12:50:14.080
null
null
1763
[ "logistic" ]
4233
1
null
null
3
642
I know about $r^2$ tells you about the amount of variation that can be explained by the predictor variables. I have run a model in which the rsquare has value 0.3010 but has false positive rate of around 15.60%. So this model which is logit in nature predicts 84% cases right. I want to know two things: 1) Is this false...
Significance of $r^2$ value
CC BY-SA 2.5
null
2010-11-05T10:46:22.953
2010-11-06T16:17:06.830
2010-11-05T13:08:36.773
449
1763
[ "hypothesis-testing", "regression", "logistic" ]
4234
2
null
4093
5
null
For me, PCA scores are just re-arrangements of the data in a form that allows me to explain the data set with less variables. The scores represent how much each item relates to the component. You can name them as per factor analysis, but its important to remember that they are not latent variables, as PCA analyses all ...
null
CC BY-SA 2.5
null
2010-11-05T11:19:36.060
2010-11-05T11:19:36.060
null
null
656
null
4235
2
null
4226
17
null
Yes. I like the article Søren shared very much, and together with the references in that article I would recommend Muckenheim, W. et al. (1986). [A Review of Extended Probabilities](https://doi.org/10.1016/0370-1573(86)90110-9). Phys. Rep. 133 (6) 337-401. It's a physics paper for sure, but the applications there are...
null
CC BY-SA 4.0
null
2010-11-05T12:23:25.587
2023-02-20T11:41:03.587
2023-02-20T11:41:03.587
77222
null
null
4236
2
null
1980
3
null
Looking for examples and practices is a good way to learn, but I just wanted to mention that reproducibility has not only technical/script rerun side, but also code style and structuring aspect, minimization of side effects in core functions etc. I personally found that Chambers book Software for Data Analysis allows ...
null
CC BY-SA 2.5
null
2010-11-05T12:26:45.920
2010-11-05T12:26:45.920
null
null
1820
null
4237
2
null
4231
5
null
Although the [curse of dimensionality](http://en.wikipedia.org/wiki/Curse_of_dimensionality) and multicollinearity are distinct issues, cross-validation is used for building a predictive model: we usually estimate parameters of our model on training samples, and assess its generalizability on test samples. This yields ...
null
CC BY-SA 2.5
null
2010-11-05T12:39:03.030
2010-11-05T12:50:14.080
2017-04-13T12:44:44.530
-1
930
null
4238
1
null
null
5
187
We are often interested in estimating the limiting distribution of a parameter in situations where the data exhibit dependence within clusters. For example, a study of the effects of a household-level treatment on household-level outcomes must contend with the possibility that households within villages will have corre...
Sources of within-cluster correlation other than "random shocks"
CC BY-SA 2.5
null
2010-11-05T13:32:21.913
2019-03-29T04:05:59.027
2017-11-12T17:23:18.740
11887
96
[ "correlation", "random-effects-model" ]
4239
1
null
null
13
8644
I am designing a questionnaire for my dissertation. I am in the process of validating the questionnaire I have applied a Cronbach's alpha test to the initial sample group. The responses to the questionnaire are on a Likert scale; can anyone suggest any further tests to apply to help test its validity. I am not an exp...
Validating questionnaires
CC BY-SA 2.5
null
2010-11-05T13:34:50.963
2016-09-26T10:27:54.403
2016-09-26T10:27:54.403
3277
null
[ "survey", "scales", "psychometrics", "scale-construction" ]
4241
2
null
4165
0
null
Other areas of application for stochastic processes: (1) Asymptotic theory: This builds on PeterR's comment about an IID sequence. Law of large numbers and central limit theorem results require an understanding of stochastic processes. This is so fundamental in so many areas of application that I am inclined to say th...
null
CC BY-SA 2.5
null
2010-11-05T14:04:18.887
2010-11-05T14:04:18.887
null
null
96
null
4242
2
null
4239
22
null
I will assume that your questionnaire is to be considered as one unidimensional scale (otherwise, Cronbach's alpha doesn't make very much sense). It is worth running an exploratory factor analysis to check for that. It will also allow you to see how items relate to the scale (i.e., through their loadings). Basic steps ...
null
CC BY-SA 2.5
null
2010-11-05T14:14:26.580
2010-11-30T12:37:24.433
2010-11-30T12:37:24.433
930
930
null
4243
2
null
4239
11
null
While supporting everything said above, i would suggest that you do the following (in similiar enough order) Firstly, you should be using R, if not you should start. The following advice is predicated on the use of R. I'll assume that you have, at this point, calculated the descriptive statistics et al. If not, the psy...
null
CC BY-SA 2.5
null
2010-11-05T14:51:50.307
2010-11-05T14:51:50.307
null
null
656
null
4244
2
null
3616
2
null
If you want to assume simple linear trend, you can take the difference of each data set at the various time points and test that the slope of the line is zero. -Ralph Winters
null
CC BY-SA 2.5
null
2010-11-05T14:54:01.720
2010-11-05T14:54:01.720
null
null
null
null
4245
1
4246
null
10
24189
My problem with understanding this expression might come from the fact that English is not my first language, but I don't understand why it's used in this way. The marginal mean is typically the mean of a group or subgroup's measures of a variable in an experiment, but why not just use the word mean? What's the margina...
What is the meaning of 'Marginal mean'?
CC BY-SA 2.5
null
2010-11-05T14:54:16.593
2016-08-31T05:24:35.263
2010-11-05T15:04:38.387
null
1320
[ "terminology", "marginal-distribution" ]
4246
2
null
4245
7
null
Perhaps, the term originates from how the data is represented in a contingency table. See this [example](http://en.wikipedia.org/wiki/Contingency_table#Example) from the wiki. In the above example, we would speak of marginal totals for gender and handedness when referring to the last column and the bottom row respectiv...
null
CC BY-SA 2.5
null
2010-11-05T15:01:44.253
2010-11-05T15:01:44.253
null
null
null
null
4248
2
null
4226
18
null
QM does not use negative or imaginary probabilities: if it did, they would no longer be probabilities! What can be (and usually is) a complex value is the quantum mechanical wave function $\psi$. From it the probability amplitude (which is a bona fide probability density) can be constructed; it is variously written $\...
null
CC BY-SA 4.0
null
2010-11-05T15:30:54.033
2023-02-20T12:07:57.113
2023-02-20T12:07:57.113
362671
919
null
4249
2
null
4225
3
null
For many reasons you're right about 1. I certainly wouldn't heed the advice of someone who did not care about whether it is any good! Number 2, as you have expressed it, does not characterize good practice. If there are possible datasets where a CI (or any decision procedure, for that matter) is clearly wrong, then t...
null
CC BY-SA 2.5
null
2010-11-05T16:02:06.010
2010-11-05T16:02:06.010
null
null
919
null
4250
2
null
4245
4
null
I'd assume it means the sample analogue of the marginal expectation $\operatorname{E}(X)$, as opposed to the sample analogue of a conditional expectation $\operatorname{E}(X \mid Y)$, where $Y$ could be anything.
null
CC BY-SA 2.5
null
2010-11-05T16:42:02.713
2010-11-05T17:00:14.750
2010-11-05T17:00:14.750
449
449
null
4251
2
null
4225
4
null
For the second question, I believe the answer is "Yes". I will quote Andrew Gelman here, "..in general there is no coverage guarantee because frequency properties depend on nuisance parameters which can only be ignored in some special cases of pivotal test statistics". You can take a look at the following paper for so...
null
CC BY-SA 2.5
null
2010-11-05T17:33:07.933
2010-11-05T17:33:07.933
null
null
1831
null
4252
1
4254
null
10
88147
How can I calculate the truncated or trimmed mean? Let's say truncated by 10%? I can imagine how to do it if you have 10 entries or so, but how can I do it for a lot of entries?
How to calculate the truncated or trimmed mean?
CC BY-SA 3.0
null
2010-11-05T17:35:33.833
2016-02-17T11:02:00.770
2013-03-03T16:05:18.663
603
1833
[ "mean", "robust", "truncation", "trimmed-mean" ]
4253
2
null
4089
0
null
Its probably not exactly what you are looking for, but the pairs.panels() function in the psych package for R may prove useful. It gives you correlation values in the upper diagonal, loess lines and points in the lower diagonal, and shows a histogram of each variable's scores in the diagonal line of the matrix. I pers...
null
CC BY-SA 2.5
null
2010-11-05T17:44:49.703
2010-11-05T17:44:49.703
null
null
656
null
4254
2
null
4252
21
null
Trimmed mean involves trimming $P$ percent observations from both ends. E.g.: If you are asked to compute a 10% trimmed mean, $P = 10$. Given a bunch of observations, $X_i$: - First find $n$ = number of observations. - Reorder them as "order statistics" $X_i$ from the smallest to the largest. - Find lower case $p ...
null
CC BY-SA 3.0
null
2010-11-05T17:52:59.327
2013-06-26T06:06:11.103
2013-06-26T06:06:11.103
805
69
null
4255
2
null
4089
1
null
To explore dataset I really like `rattle`. Install the package and just call `rattle()`. The interface is quite self explainatory.
null
CC BY-SA 2.5
null
2010-11-05T18:42:31.133
2010-11-05T18:42:31.133
null
null
582
null
4256
2
null
2397
1
null
Is it not the case that $|S_{-i}|=|S_{-j}|$ for all $i,j$ where $S_{-i}$ is the Multinomial covariance matrix with the $i$-th row and column removed? Since this is the case, I don't understand what you mean by "freedom of choice" as any "choice" is equivalent.
null
CC BY-SA 2.5
null
2010-11-05T19:28:01.477
2010-11-05T19:33:51.173
2010-11-05T19:33:51.173
1835
1835
null
4257
2
null
4233
4
null
First, no model is perfect unless it is over-fit. So, your false positive rate is not unusual. Is a false positive rate of 16% good or bad? If it is lower than the natural proportion in the data it is OK. If it is not it is really bad. The key is by how much your model reduces the error rate. That's measured in s...
null
CC BY-SA 2.5
null
2010-11-05T20:41:18.610
2010-11-06T16:17:06.830
2010-11-06T16:17:06.830
1329
1329
null
4258
1
4317
null
14
2393
I would like to automate the choice of burn-in for an MCMC chain, e.g. by removing the first n rows based on a convergence diagnostic. To what extent can this step be safely automated? Even if I still double check the autocorrelation, mcmc trace, and pdfs, it would be nice to have the choice of burn-in length automate...
Can I semi-automate MCMC convergence diagnostics to set the burn-in length?
CC BY-SA 2.5
null
2010-11-05T21:17:42.250
2010-11-10T00:17:12.523
2010-11-09T16:23:28.803
1381
1381
[ "r", "bayesian", "markov-chain-montecarlo" ]
4259
1
null
null
10
1585
I work in the field of data mining and have had very little formal schooling in statistics. Lately I have been reading a lot of work that focuses on Bayesian paradigms for learning and mining, which I find very interesting. My question is (in several parts), given a problem is there a general framework by which it is...
Tips and tricks to get started with statistical modeling?
CC BY-SA 2.5
null
2010-11-05T21:17:57.507
2022-12-03T04:30:54.830
2010-11-06T16:43:06.420
null
null
[ "bayesian", "modeling", "references", "exploratory-data-analysis" ]
4260
2
null
2343
1
null
Let $\tilde{\omega}$ be the equivalence class of a given tree $\omega$ (i.e. $\omega_1 \sim \omega_2$ iif $\omega_1 \in \tilde{\omega}_2$). In your question, you define a probability (say $\tilde{P}$) on the equivalence class and you want a formula to compute rapidly $\tilde{P}(\tilde{\omega}=\tilde{w})$. Obviously th...
null
CC BY-SA 2.5
null
2010-11-05T21:33:34.133
2010-11-22T16:36:15.373
2010-11-22T16:36:15.373
223
223
null
4261
1
4263
null
3
1144
This relates to a previous question of mine which didn't gain many responses, perhaps because it wasn't very clear nd well written. I hope this time I will be more accurate and get your much appreciated assistance. I am analyzing results of a biological experiment. The results given as a single value ( non-negative int...
Should I use an average ECDF?
CC BY-SA 2.5
null
2010-11-05T22:12:23.317
2023-03-03T13:35:06.313
null
null
634
[ "r", "statistical-significance", "sampling", "permutation-test" ]
4262
1
null
null
3
1873
I have a process which writes statistics from a server system to a file each second in this format: ``` label1 label2 label3 344 666 787 344 849 344 939 994 344 ``` There are a number of different values which I need graphs for, and each value is added to the bottom of the file each second. I am looking for a nice wa...
Graphing real-time data from a text file
CC BY-SA 2.5
null
2010-11-05T22:50:38.007
2010-11-06T00:36:39.673
null
null
1845
[ "data-visualization", "real-time" ]
4263
2
null
4261
1
null
To average the ECDFs, I'd do something like: ``` impute_resolution = 1e3 values_to_impute = seq( min(my_data$true_data) , max(my_data$true_data) , length.out = impute_resoluton ) ecdfs = matrix(NA,nrow=length(values_to_impute)) for(i in 1:(ncol(my_data)-1)){ #assumes column 1 is true_data this_ecdf = ...
null
CC BY-SA 2.5
null
2010-11-05T23:20:38.963
2010-11-05T23:20:38.963
null
null
364
null
4264
2
null
4262
7
null
I had really good luck with the KDE program [kst](http://kst.kde.org): > Kst is the fastest real-time large-dataset viewing and plotting tool available and has basic data analysis functionality. Kst contains many powerful built-in features and is expandable with plugins and extensions. Extensive help is availabl...
null
CC BY-SA 2.5
null
2010-11-05T23:43:15.160
2010-11-05T23:43:15.160
null
null
334
null
4265
2
null
4262
2
null
RRDTool looks like it might be exactly what you are looking for. I've never tried to run it on a Mac but it looks like someone has some info on that here: [http://rrdtool.darwinports.com/](http://rrdtool.darwinports.com/) Good luck!
null
CC BY-SA 2.5
null
2010-11-06T00:36:39.673
2010-11-06T00:36:39.673
null
null
118
null
4266
2
null
2397
2
null
There no inherent problem with the singular covariance here. Your asymptotic distribution is the singular normal. See [http://fedc.wiwi.hu-berlin.de/xplore/tutorials/mvahtmlnode34.html](http://fedc.wiwi.hu-berlin.de/xplore/tutorials/mvahtmlnode34.html) which gives the density of the singular normal.
null
CC BY-SA 2.5
null
2010-11-06T00:52:44.303
2010-11-06T00:52:44.303
null
null
1860
null
4267
1
4268
null
18
1771
I recently read Skillicorn's book on matrix decompositions, and was a bit disappointed, as it was targeted to an undergraduate audience. I would like to compile (for myself and others) a short bibliography of essential papers (surveys, but also breakthrough papers) on matrix decompositions. What I have in mind primaril...
Essential papers on matrix decompositions
CC BY-SA 2.5
null
2010-11-06T03:32:17.627
2010-12-16T08:38:52.443
2010-11-06T18:59:40.517
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[ "matrix-decomposition", "svd", "numerics" ]
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How do you know that SVD and NMF are by far the most used [matrix decompositions](http://en.wikipedia.org/wiki/Matrix_decomposition) rather than LU, Cholesky and QR? My personal favourite 'breakthrough' would have to be the guaranteed rank-revealing QR algorithm, - Chan, Tony F. "Rank revealing QR factorizations". Lin...
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CC BY-SA 2.5
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2010-11-06T07:17:02.640
2010-11-06T08:39:48.787
2010-11-06T08:39:48.787
449
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From Sidney Siegel: > With a large enough sample the binomial distribution tends toward the normal distribution. A rule of thumb is that NPQ must be equal to at least 9. I believe in this case it is 750 independent observations * 1/5 *4/5 =120. Thus the parametric one-sample t-test is appropriate and the most powerf...
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CC BY-SA 2.5
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2010-11-06T10:28:50.867
2010-11-06T10:28:50.867
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The most complete survey is provided in [Statistical Inference Based on Divergence Measures](http://books.google.com/books?id=ziDGGIkhqlMC&pg=PA493&dq=Leandro+Pardo+Complutense+University,+Chapman+Hall+2006&hl=en&ei=Zm_VTOqGI8H6lwepsfn9CA&sa=X&oi=book_result&ct=result&resnum=1&ved=0CC4Q6AEwAA#v=onepage&q&f=false) by Le...
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CC BY-SA 2.5
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2010-11-06T11:07:48.890
2010-11-06T15:10:28.317
2010-11-06T15:10:28.317
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In fact the Kiefer Salmon test and the Jarque Bera test are critically different as shown in several places but most recently [here](http://www.econ.sinica.edu.tw/upload/file/1118.pdf) -Moment Tests for Standardized Error Distributions: A Simple Robust Approach by Yi-Ting Chen. The Kiefer Salmon test by construction i...
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CC BY-SA 2.5
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2010-11-06T14:06:09.300
2010-11-06T14:06:09.300
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1873
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