Id
stringlengths
1
6
PostTypeId
stringclasses
7 values
AcceptedAnswerId
stringlengths
1
6
ParentId
stringlengths
1
6
Score
stringlengths
1
4
ViewCount
stringlengths
1
7
Body
stringlengths
0
38.7k
Title
stringlengths
15
150
ContentLicense
stringclasses
3 values
FavoriteCount
stringclasses
3 values
CreationDate
stringlengths
23
23
LastActivityDate
stringlengths
23
23
LastEditDate
stringlengths
23
23
LastEditorUserId
stringlengths
1
6
OwnerUserId
stringlengths
1
6
Tags
list
5788
1
5789
null
7
4923
I am attempting to examine the change in slope between a predictor and response over two years. In year 1, it is definitely positive. (Linear regression, the 95% CI of the slope doesn't overlap 0). In year 2, the point estimate of the slope is close to 0 (0.002) and the CI overlaps 0. This is what I would expect if ...
How to tell if the slope of a line is 0 or there is just no relationship?
CC BY-SA 2.5
null
2010-12-28T17:00:55.580
2010-12-29T09:44:26.790
2010-12-29T09:44:26.790
null
101
[ "regression", "statistical-significance" ]
5789
2
null
5788
8
null
Well, your colleague definitely is incorrect, as many standard examples will show. For example, for the data $(x, x(1-x))$ with values of $x$ equal to $0, 1/n, 2/n, \ldots, 1$, the slope is exactly zero but obviously there's a strong (quadratic) relationship between "predictor" ($x$) and "response" ($x(1-x)$). Your c...
null
CC BY-SA 2.5
null
2010-12-28T17:54:58.717
2010-12-28T17:54:58.717
null
null
919
null
5790
2
null
5782
42
null
Update I've underestimated Taylor expansions. They actually work. I assumed that integral of the remainder term can be unbounded, but with a little work it can be shown that this is not the case. The Taylor expansion works for functions in bounded closed interval. For random variables with finite variance [Chebyshev i...
null
CC BY-SA 4.0
null
2010-12-28T19:23:58.687
2020-03-01T13:35:12.273
2020-03-01T13:35:12.273
5654
2116
null
5791
1
5823
null
9
2964
## Background I have a model with 17 parameters, and I currently use the coefficient of variation ($\text{CV}=\sigma/\mu$) to summarize the prior and posterior distributions of each parameter. All of the parameters are > 0. I would also like to summarize these pdfs on a normalized scale (in this case standard devia...
Alternatives to using Coefficient of Variation to summarize a set of parameter distributions?
CC BY-SA 2.5
null
2010-12-28T19:53:11.963
2017-06-12T17:00:41.810
2017-06-12T17:00:41.810
11887
1381
[ "distributions", "data-visualization", "descriptive-statistics", "winsorizing", "l-moments" ]
5792
1
5793
null
9
10031
How can I extract the R-square from a fit [rpart](http://cran.r-project.org/web/packages/rpart/index.html) model? `rsq.rpart(fit)` plots the two graphs, but I simply want to extract the R-square value for the full tree. I assume this is fairly obvious, but numerous searches didn't really lend anything useful. Any...
R-square from rpart model
CC BY-SA 2.5
null
2010-12-28T19:56:05.327
2010-12-28T20:31:25.117
2010-12-28T20:31:25.117
930
569
[ "r", "rpart" ]
5793
2
null
5792
9
null
The advantage of R is that most of the time you can easily access the source code. So in your case, start with ``` > rsq.rpart ``` (without parenthesis) to see what the function actually does. The $R^2$ values are obtained as ``` tmp <- printcp(fit) rsq.val <- 1-tmp[,c(3,4)] ``` where for each row (aka, No. splits)...
null
CC BY-SA 2.5
null
2010-12-28T20:28:57.350
2010-12-28T20:28:57.350
null
null
930
null
5795
2
null
5786
1
null
I guess you know that the kernel for logistic regression is a non parametric one, so first of all you have that restriction. Regarding the R package the one I know and works pretty well is [np](http://cran.r-project.org/web/packages/np/index.html): Nonparametric kernel smoothing methods for mixed data types This packag...
null
CC BY-SA 2.5
null
2010-12-28T22:01:12.497
2010-12-28T22:01:12.497
null
null
1808
null
5796
2
null
5786
8
null
Gaussian process classification (using Expectation Propagation) is probably the state-of-the-art in machine learning. There is an excellent [book](http://www.gaussianprocess.org/gpml/chapters/) by Rasmussen and Williams (downloadable for free), the [website](http://www.gaussianprocess.org/gpml/) for which has a very g...
null
CC BY-SA 2.5
null
2010-12-28T22:30:00.733
2010-12-28T22:30:00.733
null
null
887
null
5797
1
5824
null
6
360
Given $K$ possible 'treatments' of some kind, and independent observations of some response under those treatments, say $X_{i,k}$ for $i=1,\ldots,n_k$ and $k=1,\ldots,K$, I am faced with the classical data-mining dilemma. The task is to simultaneously: - Find the treatment, say $k^*$, which maximizes effect, and - Es...
Is there a bias correction for effect size in a data mining context?
CC BY-SA 2.5
null
2010-12-28T22:45:59.357
2015-09-22T03:07:38.077
2015-09-22T03:07:38.077
9007
795
[ "multivariate-analysis", "data-mining", "multiple-comparisons", "unbiased-estimator", "bias-correction" ]
5799
2
null
5750
8
null
Perhaps you could do a preliminary analysis on a random subset of the data to form hypotheses, and then test those few hypotheses of interest using the rest of the data. That way you would not have to correct for nearly as many multiple tests. (I think...) Of course, if you use such a procedure you will be reducing the...
null
CC BY-SA 2.5
null
2010-12-29T01:22:48.120
2010-12-29T01:22:48.120
null
null
1679
null
5801
1
5805
null
1
314
Sorry if this is a n00b question, I'm just trying to wrap my head around the problem. I am trying to refute conventional wisdom here, so any help is greatly appreciated. And now for the question: For example, I flip a coin 100 times and I end up with 50 consecutive heads followed by 50 consecutive tails. How would I ca...
Is it possible to predict the likelihood of an order of random events?
CC BY-SA 2.5
null
2010-12-29T06:09:32.537
2010-12-29T09:30:18.017
2010-12-29T06:13:55.593
183
2131
[ "probability", "randomness" ]
5802
2
null
4356
17
null
Rpart only provides univariate splits. I believe, based upon your question, that you are not entirely familiar with the difference between a univariate partitioning method and a multivariate partitioning method. I have done my best to explain this below, as well as provide some references for further research and to su...
null
CC BY-SA 2.5
null
2010-12-29T06:58:48.683
2010-12-30T06:06:56.613
2010-12-30T06:06:56.613
2166
2166
null
5805
2
null
5801
2
null
You have some event with certain probability of success. So the probability that the next time this event happens is the success probability. In your case you have flipped coin 100 times with 50 consecutive heads and 50 consecutive tails. The probability of this event happening is $1/2^{100}$. If you repeat this experi...
null
CC BY-SA 2.5
null
2010-12-29T09:29:59.850
2010-12-29T09:29:59.850
null
null
2116
null
5806
2
null
5801
3
null
The probability of 50 tails followed by 50 heads, assuming balanced iid bernoulli coins, is simply $\prod_{i=1}^{100} P(Event_i=Predicted_i)=\frac 1 2 ^{50} \times \frac 1 2 ^{50} = 2^{-100}$. 50/50 is just as unlikely as 49/51, if order must be preserved.
null
CC BY-SA 2.5
null
2010-12-29T09:30:18.017
2010-12-29T09:30:18.017
null
null
2456
null
5807
1
null
null
6
1782
Colleagues of mine recently presented a work where they calibrate boosted regression trees (BRT) models on small data sets ($n= 30$). They validated the models using leave-one-out cross validation (LOOCV) using R2, RMSPE and RPD indices. They also provided these indices computed by training and validating the model on ...
Leave-one-out cross validation and boosted regression trees
CC BY-SA 2.5
null
2010-12-29T14:31:10.063
2010-12-29T21:20:27.750
2010-12-29T17:28:11.153
null
2561
[ "regression", "machine-learning", "cross-validation" ]
5808
1
5809
null
7
9136
One of the ANCOVA assumptions, as I read it [here](http://www.google.gr/url?sa=t&source=web&cd=2&sqi=2&ved=0CCoQFjAB&url=http%3A%2F%2F161.111.161.171%2Festadistica2004%2FANOVA%2FANCOVA.pdf&rct=j&q=ancova%20assumptions%20covariates%20independent%20randomization%20&ei=0UobTcOkKoey8gOq9rCeBQ&usg=AFQjCNFzfXuU154mlSPmMA8oN4...
Checking factor / covariate independence in ANCOVA
CC BY-SA 2.5
null
2010-12-29T15:14:45.243
2010-12-29T17:12:47.310
null
null
339
[ "r", "spss", "ancova", "assumptions" ]
5809
2
null
5808
10
null
One approach is to see if the covariate is correlated with the predictor variables. That is, if the ANCOVA is given by: ``` predicted ~ covariate + predictor1*predictor2*predictor3 ``` Then first assess whether the covariate and the various predictor effects/interactions are correlated: ``` covariate ~ predictor1*pred...
null
CC BY-SA 2.5
null
2010-12-29T16:02:23.433
2010-12-29T16:35:50.477
2010-12-29T16:35:50.477
364
364
null
5810
2
null
5808
1
null
EDIT As pointed out in the comments below, this is an answer to a different question, one about ensuring that the effect of the covariate is the same in all groups. You have to check for interactions of the covariate and the factors. So if the ANCOVA model was ``` lm1 <- lm(outcome ~ covariate + factor1*factor2*factor...
null
CC BY-SA 2.5
null
2010-12-29T16:39:58.993
2010-12-29T17:12:47.310
2010-12-29T17:12:47.310
279
279
null
5812
2
null
5807
4
null
It is hard to tell without data, but the set may be "too homogeneous" to make LOO work -- imagine you have a set $X$ and you duplicate all objects to make a set $X_d$ -- while BRT usually have very good accuracy on its train, it is pretty obvious that LOO on $X_d$ will probably give identical results to test-on-train. ...
null
CC BY-SA 2.5
null
2010-12-29T17:27:19.787
2010-12-29T21:20:27.750
2010-12-29T21:20:27.750
null
null
null
5813
1
5816
null
1
212
I am a beginner level programmer preparing for the interview in medical research company. Job sounds damn interesting and I would like to get there. To show my skills and interest, I want to write a program related to the topic. I think, statistical analysis is quite used in that field, isn't it? What would you suggest...
Demo for bioinformatics
CC BY-SA 2.5
0
2010-12-29T17:48:41.317
2010-12-29T22:09:28.347
2010-12-29T22:09:28.347
2564
2564
[ "bioinformatics" ]
5814
1
null
null
7
327
[Traffic light synchronization](http://ops.fhwa.dot.gov/publications/fhwahop08024/chapter6.htm) nowadays is not a tedious project, Image: ![image](https://i.stack.imgur.com/KtnTF.png) For a personal research project I'm trying to build a statistical model to solve such problems in two and higher dimensions. I would li...
Help in setting up and solving a transportation / traffic problem
CC BY-SA 2.5
null
2010-12-29T18:22:44.217
2011-06-25T12:45:38.133
null
null
59
[ "monte-carlo", "transportation" ]
5816
2
null
5813
1
null
Write a script that aligns short DNA fragments (25-100 basepairs) to an existing genome.
null
CC BY-SA 2.5
null
2010-12-29T20:03:22.763
2010-12-29T20:03:22.763
null
null
1795
null
5817
1
5822
null
3
652
I want to know if a covariate for each subject interacts with three types of trials, and the difficulty of those trials. My dependent measures are accuracy and response times (RT). For this question, I’d like to focus on RTs. Traditionally, people in my field have dichotomized the covariate of interest and used ANOVAs ...
What is my model statement for mixed models (nlme) in R?
CC BY-SA 3.0
null
2010-12-29T20:17:43.350
2013-09-04T14:36:18.880
2013-09-04T14:36:18.880
21599
2322
[ "r", "mixed-model", "lme4-nlme" ]
5818
2
null
5696
2
null
Here's a couple of ways to think about. 1 A) You could treat each full sequence of codings as a ordered set of events (i.e. ["head nod", "head shake", "head nod", "eyebrow raised"] and ["head nod", "head shake", "eyebrow raised"]), then align the sequences using an algorithm that made sense to you ( [http://en.wikipedi...
null
CC BY-SA 2.5
null
2010-12-29T20:25:54.147
2010-12-30T21:38:28.320
2010-12-30T21:38:28.320
82
82
null
5819
1
5820
null
10
10924
I am using [scipy.stats.gaussian_kde](http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.gaussian_kde.html) to estimate a pdf for some data. The problem is that the resulting pdf takes values larger than 1. As far as I understand, this should not happen. Am I mistaken? If so why?
Kernel density estimate takes values larger than 1
CC BY-SA 2.5
null
2010-12-29T20:27:46.593
2010-12-30T15:28:38.317
2010-12-30T15:28:38.317
919
977
[ "distributions", "probability", "estimation", "python" ]
5820
2
null
5819
17
null
You are mistaken. The CDF should not be greater than 1, but the PDF may be. Think, for example, of the PDF of a Gaussian random variable with mean zero and standard deviation $\sigma$: $$f(x) = \frac{1}{\sqrt{2\sigma\pi}}\exp(-\frac{x^2}{2\sigma^2})$$ if you make $\sigma$ very small, then for $x = 0$, the PDF is arbitr...
null
CC BY-SA 2.5
null
2010-12-29T20:33:48.510
2010-12-29T20:33:48.510
null
null
795
null
5822
2
null
5817
1
null
(This isn't an answer, simply an attempt at clarification of the question. I would have made this a comment to the question, but I haven't had success putting code in a comment) Am I correct in interpreting your design as captured by the data frame resulting from the following (ignoring the arbitrary number of subjects...
null
CC BY-SA 2.5
null
2010-12-29T22:11:52.237
2010-12-29T22:11:52.237
null
null
364
null
5823
2
null
5791
6
null
It seems to me that CV is inappropriate here. I think you may be better off separating the change in location from the change in dispersion. In addition, the distributions you mention in your comment to the question are, for most parameter values, skewed (positively, except for the beta distribution). That makes me que...
null
CC BY-SA 2.5
null
2010-12-29T22:49:05.940
2010-12-29T22:49:05.940
null
null
449
null
5824
2
null
5797
0
null
Ok, duh, one approach would be to use the James-Stein shrinkage. This will not, I believe, unbias the estimates, but will reduce the mean squared error.
null
CC BY-SA 2.5
null
2010-12-29T23:55:41.287
2010-12-29T23:55:41.287
null
null
795
null
5825
2
null
5791
6
null
Some alternatives, which have the same 'flavor' as CV are: - The coefficient of L-variation, see e.g. Viglione. The second sample L-moment takes the place of the sample standard deviation. - The $\gamma$-Winsorized standard deviation divided by the $\gamma$-trimmed mean. You probably want to divide this by $1 - 2\gam...
null
CC BY-SA 2.5
null
2010-12-30T04:50:05.367
2010-12-30T04:50:05.367
null
null
795
null
5826
1
5830
null
10
14609
I was wondering if anybody had experience in how to set the knot points when using cubic regression splines. Some background: I have a response and predictor variable, and I want to determine the trend relationship between the two. To see what it looks like without making too many assumptions, I've fit a smoothing spli...
Knot selection for cubic regression splines
CC BY-SA 2.5
null
2010-12-30T05:53:33.917
2010-12-30T10:11:57.400
null
null
1569
[ "regression", "splines" ]
5827
1
null
null
5
2474
We work on cervical cancer detection and we started accumulating data in 2006 by performing HPV testing on all our samples. We have accumulated a data set with almost 400,000 women. Data enters the database on a daily basis. Most women come for a yearly smear so most women are more than one time in the database (2-13x)...
How do I calculate and compare incidence of infection between age-groups
CC BY-SA 2.5
null
2010-12-30T06:07:23.883
2011-08-15T13:15:32.400
2010-12-30T09:49:09.903
930
2571
[ "epidemiology", "stata", "disease" ]
5828
2
null
4356
1
null
Multivariate splits as defined in the CART book aren't implemented in `rpart`. The CART software package from Salford Systems has this feature, but AFAIK it uses a proprietary algorithm licensed from Breiman, Friedman et al.
null
CC BY-SA 2.5
null
2010-12-30T06:31:03.853
2010-12-30T06:31:03.853
null
null
1569
null
5829
2
null
5776
0
null
This a job for Bayes Theorem, not for null-hypothesis testing. You've given us some information, so we should now simply determine how much more or less consistent that information is with the hypothesis than with its negation & adjust our priors accordingly. Based on what you've told us I conclude that the likelihood ...
null
CC BY-SA 2.5
null
2010-12-30T06:36:57.283
2010-12-30T06:36:57.283
null
null
11954
null
5830
2
null
5826
13
null
This is a tricky problem and most people just select the knots by trial and error. One approach which is growing in popularity is to use penalized regression splines instead. Then knot selection has little effect provided you have lots of knots. The coefficients are constrained to avoid any coefficient being too large...
null
CC BY-SA 2.5
null
2010-12-30T09:08:39.313
2010-12-30T09:08:39.313
null
null
159
null
5831
1
5883
null
18
748
I think it is fair to say statistics is an applied science so when averages and standard deviations are calculated it is because someone is looking to make some decisions based on those numbers. Part of being a good statistician then I would hope is being able to "sense" when the sample data can be trusted and when so...
War stories where wrong decisions were made based on statistical information?
CC BY-SA 3.0
null
2010-12-30T10:11:11.710
2016-12-20T19:25:02.097
2016-12-20T18:32:46.517
22468
null
[ "references", "inference", "descriptive-statistics", "history", "fallacy" ]
5832
2
null
5826
7
null
It depends what you mean by "not too wiggly", but you might like to take a look at fractional polynomials for a simpler approach to fitting smooth curves that are not linear but not 'wiggly'. See [Royston & Altman 1994](http://www.jstor.org/stable/2986270) and the [mfp package](http://cran.r-project.org/web/packages/mf...
null
CC BY-SA 2.5
null
2010-12-30T10:11:57.400
2010-12-30T10:11:57.400
null
null
449
null
5833
2
null
3589
0
null
Well a lot depends on the assumptions you make. If you assume that the data is stationary then more data for series one will give you abetter estimate of its volatility. This estimate can be used to improve the correlation estimate. So the follwoing statment is incorrect: "The history of Y's price before X went publi...
null
CC BY-SA 2.5
null
2010-12-30T10:58:21.897
2010-12-30T10:58:21.897
null
null
null
null
5834
1
null
null
2
904
In a Markov chain, a state $j$ is transient if $f_{jj}<1$ ($f_{jj}$ is probability of ever visiting state $j$ starting from state $j$ ). Suppose, I have an irreducible transient DTMC (means all states are transient). Now, I want to prove that for any $i,j$ in $S$ ($S$ is DTMC state space), $f_{ij}$ (i.e probability of ...
First passage time distribution in a irreducible transient discrete-time Markov chain (DTMC)
CC BY-SA 2.5
null
2010-12-30T10:58:50.857
2010-12-31T16:46:13.443
2010-12-30T17:17:09.033
449
2516
[ "markov-process" ]
5835
2
null
5827
0
null
I don't use Stata or Prism 5, so I can't help with that part, but a survival analysis does sound appropriate, at least from what you've said. The most commonly used method is Cox proportional hazard, which is certainly available in Stata. Instructions on how to code the data are program specific, so I will leave it ...
null
CC BY-SA 2.5
null
2010-12-30T12:58:23.283
2010-12-30T16:21:13.550
2010-12-30T16:21:13.550
449
686
null
5836
1
5838
null
7
1238
This is more of a "how to use R" question than an actual hardcore statistics question, but I think the concentration of R masters here makes this a good forum for it. I'm refreshing a time series graphing package that currently uses gnuplot. The first step is getting somewhere close to the current graphs, and then I ho...
Annotating graphs in R
CC BY-SA 2.5
null
2010-12-30T15:06:34.093
2011-01-02T22:56:50.777
2010-12-30T16:27:12.743
930
2443
[ "r", "time-series", "data-visualization", "ggplot2" ]
5837
2
null
5827
3
null
Survival analysis is a good idea, but: - Do not discard anybody - even those with only one data point. The fact that they did or did not have HPV at that age is informative. - Your data is interval censored: left-censored for those who are positive at first measurement, right-censored for those who stay negative, and...
null
CC BY-SA 2.5
null
2010-12-30T15:34:32.293
2010-12-30T15:34:32.293
null
null
279
null
5838
2
null
5836
5
null
A quick and dirty way to paste some text and numerical results along the labels of your legend is to simply rename the factor levels. For instance, ``` df <- data.frame(x=rnorm(100), y=rnorm(100), f=gl(2,50)) df$f2 <- df$f levels(df$f2) <- paste(levels(df$f), tapply(df$y, df$f, mean), sep=": ") p <- ggplot(data=df) + g...
null
CC BY-SA 2.5
null
2010-12-30T16:23:03.247
2010-12-30T16:23:03.247
null
null
930
null
5839
2
null
5836
6
null
I'm sure that there's a more elegant way to do this but you can try this : ``` Data <- data.frame(serie1 = cumsum(rnorm(100)), serie2 = rnorm(100), temps = as.Date(1:100, origin = "2000-01-01")) label <- c("In traffic [max 2.0G bps] [Avg 1.1G bps] [95% 1.8G bps] [Min 569.4M bps]", "Out traffic [max 2.0G bps] [Avg 672...
null
CC BY-SA 2.5
null
2010-12-30T16:59:30.710
2010-12-30T16:59:30.710
null
null
2028
null
5841
2
null
5327
4
null
@Firefeather: Does your data contain (and can only really ever contain) only positive values? If so, model it using a generalized linear model with gamma error and log link. If it contains zeros then you could consider a two stage (logistic regression for probability of zero and gamma regression for the positive values...
null
CC BY-SA 2.5
null
2010-12-30T17:17:29.253
2010-12-30T17:17:29.253
null
null
2040
null
5842
1
5846
null
6
2700
I have a load of point data in 3D, and I wish to cluster them like so: - Each cluster contains points all of which are at most distance $d$ from another point in the cluster. - All points in two distinct clusters are at least distance $d$ from each other. The distances used are Euclidean distances. Is this a well ...
Cluster data points by distance between clusters
CC BY-SA 2.5
null
2010-12-30T17:59:52.847
2010-12-30T20:04:33.040
null
null
null
[ "clustering" ]
5844
1
null
null
4
1879
Working on probabilistic outputs of kernel methods I found the formulation of the SVM as a Penalized Method using the Binomial Deviance (described for example in "[The Elements of Statistical Learning Theory](http://www-stat.stanford.edu/~tibs/ElemStatLearn/), 2nd edition" by Hastie et al., pp 426--430). The model is c...
What is the connection between Kernel Logistic Regression and Smoothing Splines?
CC BY-SA 2.5
null
2010-12-30T19:53:26.203
2015-04-14T19:18:40.800
2015-04-14T19:18:40.800
9964
2549
[ "machine-learning", "logistic", "svm", "smoothing", "kernel-trick" ]
5845
1
5849
null
11
949
Can the group recommend a good introduction text/resource to applied resampling techniques? Specifically, I am interested in alternatives to classical parametric tests (e.g. t tests, ANOVA, ANCOVA) for comparing groups when assumptions such as normality are clearly violated. An example problem type I would like to edu...
Good text for resampling?
CC BY-SA 3.0
null
2010-12-30T19:53:29.647
2023-04-30T05:55:45.193
2017-02-25T18:00:27.267
11887
2040
[ "references", "bootstrap", "resampling" ]
5846
2
null
5842
4
null
Create a graph in which the points are nodes and two points are connected with an edge if and only if they lie within distance $d$ of each other. Stated in these terms, your criteria become - Every node in a cluster of two or more nodes is connected to at least one other node in that cluster. - No two points in any ...
null
CC BY-SA 2.5
null
2010-12-30T20:04:33.040
2010-12-30T20:04:33.040
null
null
919
null
5847
1
5864
null
4
2454
So, working in web analytics, it's common to use a chi-square test for A/B tests to test statistical significance. I often use a calculator like this: [http://www.usereffect.com/split-test-calculator](http://www.usereffect.com/split-test-calculator) , so if each variation gets 1000 impressions, and A has 100 conversion...
Statistical significance (chi squared) for percentages over 100%?
CC BY-SA 2.5
null
2010-12-30T20:08:04.423
2010-12-31T12:10:01.110
2010-12-30T20:42:34.797
null
142
[ "chi-squared-test", "hypothesis-testing" ]
5848
2
null
5845
5
null
Phillip Good, Permutation, Parametric, and Bootstrap Tests of Hypotheses (3rd Edition). Springer, 2005. This book is mathematically easy, accessible, and covers a wide range of applications.
null
CC BY-SA 2.5
null
2010-12-30T20:13:12.627
2010-12-30T20:13:12.627
null
null
919
null
5849
2
null
5845
7
null
As for a good reference, I would recommend Philip Good, [Resampling Methods: A Practical Guide to Data Analysis](http://www.springer.com/birkhauser/applied+probability+and+statistics/book/978-0-8176-4386-7) (Birkhäuser Boston, 2005, 3rd ed.) for an applied companion textbook. And here is [An Annotated Bibliography for ...
null
CC BY-SA 4.0
null
2010-12-30T20:18:40.273
2023-04-30T05:55:45.193
2023-04-30T05:55:45.193
56940
930
null
5850
1
5851
null
4
601
Given a random variable $X_1$ drawn from a distribution with cdf $F$, and random variables $X_2, \cdots,X_n$ drawn from another distribution with cdf $G$, what is the formula for the probability that $X_1$ is the $k$-th out of the $n$ variables, when they are sorted in order. If it helps, assume that $F$ and $G$ are b...
Order statistics: probability random variable is k-th out of n when ordered
CC BY-SA 2.5
null
2010-12-30T21:57:40.627
2010-12-31T10:33:41.713
2010-12-31T10:33:41.713
930
2582
[ "order-statistics" ]
5851
2
null
5850
6
null
By computing the probability that $k-1$ of the $G$-distributed $X$'s are less than or equal to $X_1$, conditional on the value of $X_1 = t$, and integrating over all $t$ we obtain $$\int_{-\infty}^{\infty}{\binom{n-1}{k-1} G(t)^{k-1}(1-G(t))^{n-k}dF(t)}.$$ This of course assumes independence of all the $X_i$. Given no...
null
CC BY-SA 2.5
null
2010-12-30T22:57:51.933
2010-12-30T22:57:51.933
null
null
919
null
5852
2
null
5844
3
null
There is a book on "Nonparametric Regression and Generalized Linear Models: A Roughness Penalty Approach" by [Green and Silverman](http://rads.stackoverflow.com/amzn/click/0412300400), that is probably a good start, but my copy is in my office, so I can't get it until the new year. Essentially IIRC, the link between k...
null
CC BY-SA 2.5
null
2010-12-31T00:02:24.833
2010-12-31T00:02:24.833
null
null
887
null
5853
1
5876
null
9
18341
(This relates to my programming question on Stack Overflow: [Bell Curve Gaussian Algorithm (Python and/or C#)](https://stackoverflow.com/questions/4560554/).) On Answers.com, I found this simple example: - Find the arithmetic mean (average) => Sum of all values in the set, divided by the numbers of elements in the se...
Forcing a set of numbers to a gaussian bell-curve
CC BY-SA 3.0
null
2010-12-31T05:49:57.543
2016-10-15T20:52:19.757
2017-05-23T12:39:26.167
-1
2585
[ "algorithms", "normal-distribution" ]
5854
1
null
null
23
36273
I am working on creating a website, which displays the census data for a user selected Polygons & would like to graphically show the distribution of various parameters (one graph per parameter). The data usually has the following properties: - The sample size tend to be large (say around 10,000 data points) - The ran...
What are some alternatives to a boxplot?
CC BY-SA 2.5
null
2010-12-31T06:38:50.327
2022-11-24T16:23:39.150
2010-12-31T09:59:05.407
930
2586
[ "distributions", "data-visualization", "boxplot" ]
5856
2
null
5854
5
null
Here is a [matlab function](http://www.mathworks.com/matlabcentral/fileexchange/23661-distribution-plot) for plotting multiple histograms side-by-side in 2D as an alternative to box-plot. See the picture on the top. And here is [another one](http://www.mathworks.com/matlabcentral/fileexchange/26508-notboxplot-alternati...
null
CC BY-SA 4.0
null
2010-12-31T09:18:51.613
2019-01-12T16:46:05.810
2019-01-12T16:46:05.810
339
339
null
5857
2
null
5854
4
null
How about using quantiles? It is not necessary to present a graph then, only a table. For village census I think the users will be most interested how many there are villages of certain size, so giving for example deciles will tell them them information such as $x\%$ of all the villages are smaller than the certain num...
null
CC BY-SA 2.5
null
2010-12-31T09:37:33.170
2010-12-31T09:37:33.170
null
null
2116
null
5858
2
null
4949
33
null
There's no closed form, but you could do it numerically. As a concrete example, consider two Gaussians with following parameters $$\mu_1=\left(\begin{matrix} -1\\\\ -1 \end{matrix}\right), \mu_2=\left(\begin{matrix} 1\\\\ 1 \end{matrix}\right)$$ $$\Sigma_1=\left(\begin{matrix} 2&1/2\\\\ 1/2&2 \end{matrix}\right),\ \Sig...
null
CC BY-SA 3.0
null
2010-12-31T09:41:57.923
2013-06-25T07:10:08.940
2013-06-25T07:10:08.940
2148
511
null
5859
1
null
null
21
11997
I am confused about how to decide whether to treat time as continuous or discrete in survival analysis. Specifically, I want to use survival analysis to identify child- and household-level variables that have the largest discrepancy in their impact on boys' versus girls' survival (up to age 5). I have a dataset of chil...
Survival analysis: continuous vs discrete time
CC BY-SA 2.5
null
2010-12-31T10:10:49.467
2019-06-29T08:14:36.320
2019-06-29T08:14:36.320
3277
2587
[ "survival", "ties" ]
5860
2
null
5854
5
null
I rather like [violin plots](http://en.wikipedia.org/wiki/Violin_plot) myself, as this gives an idea of the shape of the distribution. However if the large range of values is the issue, then maybe it would be best to plot the log of the data rather than the raw values, that would then make choosing the box sizes for h...
null
CC BY-SA 2.5
null
2010-12-31T10:12:59.793
2010-12-31T11:57:20.967
2010-12-31T11:57:20.967
930
887
null
5861
2
null
5854
14
null
A boxplot isn't that complicated. After all, you just need to compute the three [quartiles](http://en.wikipedia.org/wiki/Quartile), and the min and max which define the range; a subtlety arises when we want to draw the whiskers and various methods have been proposed. For instance, in a [Tukey boxplot](http://mathworld....
null
CC BY-SA 4.0
null
2010-12-31T10:17:27.987
2022-11-24T16:23:39.150
2022-11-24T16:23:39.150
362671
930
null
5862
2
null
5854
8
null
I'd suggest you persevere with histograms. They're much more widely understood than the alternatives. Use a log scale to cope with the large range of values. Here's an example I cooked up in a couple of minutes in Stata: ![Histogram with log scale on the value axis](https://i.stack.imgur.com/kCbit.png) I admit that the...
null
CC BY-SA 2.5
null
2010-12-31T11:13:59.307
2010-12-31T11:13:59.307
2020-06-11T14:32:37.003
-1
449
null
5863
2
null
5854
2
null
If you are targeting the general population (i.e. a non statistical-savvy audience) you should focus on eye-candy rather than statistical accuracy. Forget about boxplots, let alone violin plots (I personally find them very difficult to read)! If you'd ask the average street man what a quantile is, you would mostly get ...
null
CC BY-SA 2.5
null
2010-12-31T11:14:35.397
2010-12-31T11:14:35.397
null
null
582
null
5864
2
null
5847
1
null
I assume you have data on the amount of each donation, not just the two totals for each variation. You don't want to use [Pearson's chi-square test](http://en.wikipedia.org/wiki/Pearson%27s_chi-square_test); that's only appropriate for counts or proportions, not for amounts. You want an independent (unpaired) two-sampl...
null
CC BY-SA 2.5
null
2010-12-31T12:10:01.110
2010-12-31T12:10:01.110
null
null
449
null
5865
2
null
4551
4
null
Using Analysis of Covariance (ANCOVA) to try to "control for" or "regress out" the influence of a covariate that is known to be correlated with, or affect the influence of, other predictor variables. More discussion at this question: [Checking factor/covariate independence in ANCOVA](https://stats.stackexchange.com/que...
null
CC BY-SA 2.5
null
2010-12-31T13:17:04.073
2010-12-31T13:17:04.073
2017-04-13T12:44:46.433
-1
364
null
5866
2
null
5859
4
null
I suspect if you use continuous time models you will want to use interval censoring, reflecting the fact that you don't know the exact time of failure, just an interval in which the failure ocurred. If you fit parametric regression models with interval censoring using maximum likelihhod the tied survival times is not ...
null
CC BY-SA 2.5
null
2010-12-31T14:30:55.177
2010-12-31T14:30:55.177
null
null
887
null
5867
2
null
2234
13
null
There are around 100 classification and regression models which are trainable via the [caret package](https://cran.r-project.org/web/packages/caret/). Any of the classification models will be an option for you (as opposed to regression models, which require a continuous response). For example to train a random forest: ...
null
CC BY-SA 3.0
null
2010-12-31T14:56:21.053
2016-05-23T06:14:51.047
2016-05-23T06:14:51.047
75266
2589
null
5868
1
5869
null
3
177
With real-valued $X_1, X_2, \ldots$, define $Max_n := \max(X_1,\ldots,X_n)$ record value or high-water mark $NextMax_n :=$ the next greater high water, $Max_{n+m} > Max_n$ $Up_n := NextMax_n - Max_n$. Can anyone suggest an introduction to estimating $NextMax$ and $Up$, for - $X$ i.i.d. from a known distribution, - ...
Basics of extreme values / high-water marks?
CC BY-SA 2.5
null
2010-12-31T15:07:55.817
2011-01-01T15:44:40.887
2011-01-01T15:44:40.887
557
557
[ "references", "extreme-value" ]
5869
2
null
5868
2
null
Stuart Coles' [book](http://rads.stackoverflow.com/amzn/click/1852334592) on extreme value statistics would probably be a good place to start.
null
CC BY-SA 2.5
null
2010-12-31T15:19:49.277
2010-12-31T15:19:49.277
null
null
887
null
5870
1
5875
null
4
293
Lets say we have three independent variables: $$\eqalign{ X_{1}\sim &B(n,\frac{1}{2}+\beta) \cr X_{2}\sim &B(n,\frac{1}{2}) \cr X_{3}\sim &B(n,\frac{1}{2}-\beta). }$$ I'm looking for the distribution of $$\max(X_{1},X_{2},X_{3})-\min(X_{1},X_{2},X_{3}).$$ For sufficiently large $n$ we have $$\Pr(\max(X_{1},X_{2}...
The range of non-identically distributed binomial variables
CC BY-SA 2.5
null
2010-12-31T15:25:01.957
2010-12-31T21:45:34.447
2010-12-31T21:45:34.447
919
1643
[ "distributions", "random-variable", "approximation" ]
5871
2
null
5834
3
null
Your claim is false: there exist transient Markov chains such that $f_{ij}=1$ for some (but not all) states $i$ and $j$. For example, assume that the state space is the union of the discrete halfline $\mathbb{Z}_+$ and of a discrete circle $\mathbb{Z}/N\mathbb{Z}$ with $N\ge3$, the halfline and the circle meeting at $...
null
CC BY-SA 2.5
null
2010-12-31T15:42:51.813
2010-12-31T16:46:13.443
2010-12-31T16:46:13.443
2592
2592
null
5872
2
null
5870
3
null
Call $R_n=\max(X_1,X_2,X_3)-\min(X_1,X_2,X_3)$. The usual LLN shows that $R_n/n$ converges to $2\beta$ almost surely and in $L^1$. (The distribution of $R_n$ for a given fixed $n$ is an altogether different story.)
null
CC BY-SA 2.5
null
2010-12-31T15:58:09.770
2010-12-31T15:58:09.770
null
null
2592
null
5873
1
null
null
6
1147
I would like to test a hypothesis that a database contains data that are correct in 95% or more of the samples. I found this [Hypothesis test for a proportion](http://stattrek.com/Lesson5/Proportion.aspx?Tutorial=AP) experiment design that looked appropriate. I will randomly sample one-tenth of the population and mark ...
Experiment design for proportion
CC BY-SA 2.5
null
2010-12-31T16:02:54.980
2011-01-07T20:05:42.093
null
null
2591
[ "experiment-design", "proportion" ]
5874
1
5878
null
3
689
The greatest gain of the statistics classes in both school and university seems to be that I now have an inkling of which QA site to use for this question. :) I'm a programmer and I'm making a questionnaire with a financial background. There will be many (probably over 100) questions, which will be presented to the use...
How to best estimate the time remaining for a variable-length questionnaire?
CC BY-SA 2.5
null
2010-12-31T16:15:37.393
2017-06-12T16:58:22.613
2017-06-12T16:58:22.613
11887
2590
[ "estimation", "winsorizing" ]
5875
2
null
5870
4
null
For $n \le 20$ just compute the distribution by brute force. For example, with $n=3$ the pdf is $$\begin{array}{} k=0: &-\frac{7}{64} \left(-1+4 \beta ^2\right)^3 \cr k=1: &\frac{39}{256} \left(1-4 \beta ^2\right)^2 \left(3+4 \beta ^2\right) \cr k=2: &-\frac{3}{128} \left(-15-92 \beta ^2+560 \beta ^4+192 \beta ^6\r...
null
CC BY-SA 2.5
null
2010-12-31T17:11:08.333
2010-12-31T17:11:08.333
null
null
919
null
5876
2
null
5853
13
null
A scaled range, like 200 to 800 (for SATs, e.g.), is just a change of units of measurement. (It works exactly like changing temperatures in Fahrenheit to those in Celsius.) The middle value of 500 is intended to correspond to the average of the data. The range is intended to correspond to about 99.7% of the data when...
null
CC BY-SA 2.5
null
2010-12-31T17:47:11.673
2011-01-09T16:55:51.487
2011-01-09T16:55:51.487
919
919
null
5877
2
null
5853
4
null
You could try this approach - normalise your data set to range between the values -1 and +1 thus: $$ \left(\frac{\text{individual_value} - \text{min_of_all_values}}{\text{max_of_all_values} - \text{min_of-all_values}}-0.5\right)*2. $$ This will convert every value in your data set to a value between -1 and +1, with t...
null
CC BY-SA 3.0
null
2010-12-31T18:58:15.357
2012-12-13T15:17:01.830
2012-12-13T15:17:01.830
7290
226
null
5878
2
null
5874
3
null
I do not see why averages should not work. You might want to use [winsorized](http://en.wikipedia.org/wiki/Winsorized_mean) or [trimmed](http://en.wikipedia.org/wiki/Trimmed_mean) averages to guard against outliers, which are likely due to inability to tell exactly whether user is idle or not. Then for the estimated...
null
CC BY-SA 2.5
null
2010-12-31T19:06:34.287
2010-12-31T20:34:31.280
2010-12-31T20:34:31.280
2116
2116
null
5879
2
null
5874
3
null
As @mpiktas points out, simple is good. But I can't help thinking there will be substantial variation among users. Roughly, we can conceive of the time to complete each question as depending on the question and on the user, so the trick is to tease out the question-specific timing factors from the experience of previ...
null
CC BY-SA 2.5
null
2010-12-31T21:35:13.707
2010-12-31T21:35:13.707
null
null
919
null
5880
1
5881
null
7
2068
The probability of that a number between 1 to x is prime is $\frac{1}{\ln{x}}$ as per prime number theorem and also the total number of prime numbers between $1$ to $x$ will be $\frac{x}{\ln{x}}$. But if we select $n$ (32 bit) random numbers, what is the probability that $p$ of them are primes? Or Simply put What is t...
What is the probability of picking p primes from n random numbers?
CC BY-SA 2.5
null
2011-01-01T09:48:45.877
2011-01-27T23:45:44.303
2011-01-01T18:07:23.237
null
2597
[ "probability" ]
5881
2
null
5880
16
null
There are 203,280,221 primes less than $2^{32}$. ([Source](http://www.ieeta.pt/~tos/primes.html)). So the probability that a random 32-bit number is prime is $203,280,221 / 2^{32} \approx 0.04733$. Assuming you want selection with replacement, i.e. the same number can be picked more than once, the probability of pickin...
null
CC BY-SA 2.5
null
2011-01-01T10:20:34.620
2011-01-27T23:45:44.303
2011-01-27T23:45:44.303
919
449
null
5882
2
null
1980
4
null
Robert Gentleman wrote a paper called ["Reproducible Research: A Bioinformatics Case Study"](http://www.bepress.com/sagmb/vol4/iss1/art2/) It implements a short set of analyses as an R Package and uses Sweave. It also discusses the use of Sweave more generally. See the ["Related Files"](http://www.bepress.com/sagmb/vol...
null
CC BY-SA 2.5
null
2011-01-01T10:35:17.683
2011-01-01T10:35:17.683
null
null
183
null
5883
2
null
5831
7
null
This isn't exactly what you're asking for, but I think you'd like David Freedman's work. He calls BS on misapplication of statistical tests, etc... See here: [http://www.stat.berkeley.edu/~freedman/](http://www.stat.berkeley.edu/~freedman/). One of my favorites is “What is the probability of an earthquake?”.
null
CC BY-SA 2.5
null
2011-01-01T22:49:18.977
2011-01-01T22:49:18.977
null
null
2489
null
5885
1
null
null
36
15971
Any suggestions for a good source to learn MCMC methods?
Good sources for learning Markov chain Monte Carlo (MCMC)
CC BY-SA 3.0
null
2011-01-02T03:16:43.820
2021-05-18T15:56:24.433
2015-01-16T12:17:58.473
22228
2601
[ "references", "markov-chain-montecarlo" ]
5886
2
null
5885
6
null
[Gilks W.R., Richardson S., Spiegelhalter D.J. Markov Chain Monte Carlo in Practice. Chapman & Hall/CRC, 1996.](http://books.google.co.uk/books?id=TRXrMWY_i2IC) A relative oldie now, but still a goodie.
null
CC BY-SA 2.5
null
2011-01-02T07:36:06.087
2011-01-02T07:36:06.087
null
null
449
null
5887
1
5888
null
9
453
We have a set biological samples that was pretty expensive to obtain. We put these samples through a series of tests to generate data that are used for building a predictive model. For this purpose we have divided the samples to training (70%) and testing (30%) sets. We have successfully created a model and applied it ...
Should I re-shuffle my data?
CC BY-SA 2.5
null
2011-01-02T08:31:58.303
2012-01-22T20:51:15.340
2012-01-22T20:51:15.340
930
2604
[ "classification", "modeling", "experiment-design", "cross-validation", "bootstrap" ]
5888
2
null
5887
12
null
As you already use a holdout sample, I would say you should keep it and build your new models on the same training sample so that all models will consider the same relationships between features. In addition, if you perform feature selection, the samples must be left out before any of these filtering stages; that is, f...
null
CC BY-SA 2.5
null
2011-01-02T09:22:46.873
2011-01-02T20:40:16.190
2011-01-02T20:40:16.190
919
930
null
5889
2
null
5885
16
null
For online tutorials, there are - A tutorial in MCMC, by Sahut (2000) - Tutorial on Markov Chain Monte Carlo, by Hanson (2000) - Markov Chain Monte Carlo for Computer Vision, by Zhu et al. (2005) - Introduction to Markov Chain Monte Carlo simulations and their statistical analysis, by Berg (2004). - A Tutorial on ...
null
CC BY-SA 4.0
null
2011-01-02T09:32:02.837
2021-05-18T15:56:24.433
2021-05-18T15:56:24.433
296197
930
null
5890
2
null
5885
9
null
I haven't read it (yet), but if you're into R, there is Christian P. Robert's and George Casella's book: [Introducing Monte Carlo Methods with R (Use R)](http://rads.stackoverflow.com/amzn/click/1441915753) I know of it from following his (very good) [blog](http://xianblog.wordpress.com/)
null
CC BY-SA 3.0
null
2011-01-02T10:17:49.443
2015-01-16T07:23:13.243
2015-01-16T07:23:13.243
7224
253
null
5891
2
null
5885
4
null
[Dani Gamerman & Hedibert F. Lopes. Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference (2nd ed.). Boca Raton, FL: Champan & Hall/CRC, 2006. 344 pp. ISBN 0-412-81820-5](http://books.google.co.uk/books?id=yPvECi_L3bwC). -- a more recently updated book than Gilks, Richardson & Spiegelhalter. I haven't ...
null
CC BY-SA 2.5
null
2011-01-02T11:20:10.533
2011-01-02T12:06:00.227
2011-01-02T12:06:00.227
930
449
null
5893
1
null
null
12
1812
A name: first, possibly a middle, and surname. I'm curious about how much information you can mine out of a name, using publicly available datasets. I know that you can get the following with anywhere between a low-high probability (depending on the input) using US census data: 1) Gender. 2) Race. Facebook for instance...
How much information can you mine out of a name?
CC BY-SA 2.5
null
2011-01-02T17:04:44.293
2023-05-01T07:05:12.343
null
null
null
[ "dataset", "data-mining", "census" ]
5894
1
5897
null
4
133
I am new to statistics so I apologize for the simplicity of my question. I have a bag with 27 numbers inside; I will pull one number out until I get number 17. THe numbers will be returned to the bag after every try so the prob of success will always be 1/27. I am trying to determine on average how many pulls I will n...
Number of tried for a favorable result
CC BY-SA 2.5
null
2011-01-02T17:52:18.390
2011-01-03T00:10:55.017
null
null
2610
[ "binomial-distribution", "negative-binomial-distribution" ]
5895
2
null
5894
2
null
It is easier to think backwards. What is the chance of NOT choosing 17? That chance is 26/27. What is the chance of not choosing 17 twice in a row? The answer is (26/27)(26/27). How about three times in a row? The answer is (26/27)(26/27) *(26/27). More generally, the answer is (26/27)^K, where K is the number of time...
null
CC BY-SA 2.5
null
2011-01-02T17:59:57.440
2011-01-02T17:59:57.440
null
null
25
null
5896
2
null
5894
3
null
On average, you need 27 tries.
null
CC BY-SA 2.5
null
2011-01-02T19:07:29.217
2011-01-02T19:07:29.217
null
null
2592
null
5897
2
null
5894
2
null
Harvey explained the logic. But the name of the distribution you're interested in is the geometric distribution.
null
CC BY-SA 2.5
null
2011-01-02T19:14:42.883
2011-01-02T19:14:42.883
null
null
1028
null
5898
2
null
5893
4
null
From the first name predict region, age, first generation immigrant status. From the last name you could predict geographical location of original patronym. For the full name you could predict social and economic status (Thurston Howell III).
null
CC BY-SA 2.5
null
2011-01-02T20:43:26.670
2011-01-02T20:43:26.670
null
null
82
null
5899
1
5905
null
5
398
Imagine a committee of people in charge of hiring a CEO. A committee member can vote "No hire" (+0), "Maybe"(+1), "Hire"(+2) for a potential CEO candidate. Each CEO is scored based on the votes, and the CEO with the highest score is hired. Now, imagine a situation where two candidates are tied... both of them have a ...
What to do about ties in voting results?
CC BY-SA 3.0
null
2011-01-02T21:14:13.577
2019-06-29T08:21:26.367
2019-06-29T08:21:26.367
3277
2605
[ "ties", "voting-system" ]
5900
2
null
5885
6
null
[Handbook of Markov Chain Monte Carlo, Steve Brooks, Andrew Gelman, Galin Jones and Xiao-Li Meng, eds. 2011 CRC Press.](http://www.crcpress.com/product/isbn/9781420079418;jsessionid=AYSwK8euwh4-aVy7BXE2wQ%2a%2a) [Chapter 4](http://www.stat.columbia.edu/~gelman/research/published/GelmanMCMCchapter4.pdf), 'Inference fro...
null
CC BY-SA 2.5
null
2011-01-02T21:39:14.060
2011-01-02T21:39:14.060
null
null
1381
null